Related papers: Weighted average finite difference methods for fra…
In this paper, we present numerical procedures to compute solutions of partial differential equations posed on fractals. In particular, we consider the strong form of the equation using standard graph Laplacian matrices and also weak forms…
Explicit numerical finite difference schemes for partial differential equations are well known to be easy to implement but they are particularly problematic for solving equations whose solutions admit shocks, blowups and discontinuities.…
We discuss the solution of regular and singular Sturm-Liouville problems by means of High Order Finite Difference Schemes. We describe a code to define a discrete problem and its numerical solution by means of linear algebra techniques.…
Using both fractional derivatives, defined in the Riemann-Liouville and Caputo senses, and classical derivatives of the integer order we examine different numerical approaches to ordinary differential equations. Generally we formulate some…
In the present article, we study the diffusion equations with fractional time derivatives. The aim of this paper is to investigate the best possible regularity for the initial value/boundary value problems with non-homogeneous Dirichlet…
In this paper, we consider some aspects of the numerical analysis of the mathematical model of fractional Duffing with a derivative of variable fractional order of the Riemann-Liouville type. Using numerical methods: an explicit…
A new method for approximating fractional derivatives of the Gaussian function and Dawson's integral are presented. Unlike previous approaches, which are dominantly based on some discretization of Riemann-Liouville integral using polynomial…
We establish stable finite element (FE) approximations of convection-diffusion initial boundary value problems using the automatic variationally stable finite element (AVS-FE) method. The transient convection-diffusion problem leads to…
A framework of finite-velocity model based Boltzmann equation has been developed for convection-diffusion equations. These velocities are kept flexible and adjusted to control numerical diffusion. A flux difference splitting based kinetic…
We consider difference schemes for the time-fractional diffusion equation with variable coefficients and nonlocal boundary conditions containing real parameters $\alpha$, $\beta$ and $\gamma$. By the method of energy inequalities, for the…
We consider fractional diffusion equation with the distributed order Caputo derivative. We prove existence of a weak and regular solution for general uniformly elliptic operator under the assumption that the weight function is only…
In this work we study arbitrary-order hybrid discretizations of Friedrichs systems. Friedrichs systems provide a framework that goes beyond the standard classification of partial differential equations into hyperbolic or elliptic, and are…
This paper provides a finite difference discretization for the backward Feynman-Kac equation, governing the distribution of functionals of the path for a particle undergoing both reaction and diffusion [Hou and Deng, J. Phys. A: Math.…
The numerical approximation of an inverse problem subject to the convection--diffusion equation when diffusion dominates is studied. We derive Carleman estimates that are on a form suitable for use in numerical analysis and with explicit…
The energy method can be used to identify well-posed initial boundary value problems for quasi-linear, symmetric hyperbolic partial differential equations with maximally dissipative boundary conditions. A similar analysis of the discrete…
This paper is devoted to describing a linear diffusion problem involving fractional-in-time derivatives and self-adjoint integro-differential space operators posed in bounded domains. One main concern of our paper is to deal with singular…
L\'{e}vy flight models whose jumps have infinite moments are mathematically used to describe the superdiffusion in complex systems. Exponentially tempering the Levy measure of L\'{e}vy flights leads to the tempered stable L\'{e}vy processes…
In this paper we focus on the subdiffusive Black Scholes model. The main part of our work consists of the finite difference method as a numerical approach to the option pricing in the considered model. We derive the governing fractional…
Von Neumann stability analysis, a well-known Fourier-based method, is a widely used technique for assessing stability in numerical computations. However, as noted in "Numerical Solution of Partial Differential Equations: Finite Difference…
It is well-known that one-dimensional time fractional diffusion-wave equations with variable coefficients can be reduced to ordinary fractional differential equations and systems of linear fractional differential equations via scaling…