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We study a fully discrete finite element method for variable-order time-fractional diffusion equations with a time-dependent variable order. Optimal convergence estimates are proved with the first-order accuracy in time (and second order…

Numerical Analysis · Mathematics 2019-05-15 Xiangcheng Zheng , Fanhai Zeng , Hong Wang

A finite difference numerical method is investigated for fractional order diffusion problems in one space dimension. For this, a mathematical model is developed to incorporate homogeneous Dirichlet and Neumann type boundary conditions. The…

Numerical Analysis · Mathematics 2014-11-07 Béla J. Szekeres , Ferenc Izsák

Results about existence and uniqueness of solutions of initial value problem for certain types of partial differential equations are recalled as well as iterative scheme and an error estimate for approximate solutions obtained using this…

Numerical Analysis · Mathematics 2016-02-23 Josef Rebenda , Zdeněk Šmarda

High-order spatial discretisations and full discretisations of parabolic partial differential equations on evolving surfaces are studied. We prove convergence of the high-order evolving surface finite element method, by showing high-order…

Numerical Analysis · Mathematics 2016-06-24 Balázs Kovács

In this paper, a second order finite difference scheme is investigated for time-dependent one-side space fractional diffusion equations with variable coefficients. The existing schemes for the equation with variable coefficients have…

Numerical Analysis · Mathematics 2019-02-25 Xue-lei Lin , Pin Lyu , Michael K. Ng , Hai-Wei Sun , Seakweng Vong

This paper establishes the equivalence between systems described by a single first-order hyperbolic partial differential equation and systems described by integral delay equations. System-theoretic results are provided for both classes of…

Optimization and Control · Mathematics 2019-02-20 Iasson Karafyllis , Miroslav Krstic

In this paper we present numerical methods - finite differences and finite elements - for solution of partial differential equation of fractional order in time for one-dimensional space. This equation describes anomalous diffusion which is…

Mathematical Physics · Physics 2007-05-23 Mariusz Ciesielski , Jacek Leszczynski

We present a proof of concept for solving a 1+1D complex-valued, delay partial differential equation (PDE) that emerges in the study of waveguide quantum electrodynamics (QED) by adapting the finite-difference time-domain (FDTD) method. The…

Mathematical Software · Computer Science 2018-11-19 Yao-Lung L. Fang

The numerical solution of a nonlinear and space-fractional anti-diffusive equation used to model dune morphodynamics is considered. Spatial discretization is effected using a finite element method whereas the Crank-Nicolson scheme is used…

Numerical Analysis · Mathematics 2016-09-01 Afaf Bouharguane

We present high-order compact schemes for a linear second-order parabolic partial differential equation (PDE) with mixed second-order derivative terms in two spatial dimensions. The schemes are applied to option pricing PDE for a family of…

Computational Finance · Quantitative Finance 2016-11-02 Bertram Düring , Christof Heuer

Applying proper orthogonal decomposition to a usual finite element (FE) formulation for space fractional partial differential equation, we get a reduced FE model, which greatly reduces the complexity of computation. Then, the stability…

Numerical Analysis · Mathematics 2019-01-04 Jing Sun , Daxin Nie , Weihua Deng

Propagation characteristics of a wave are defined by the dispersion relationship, from which the governing partial differential equation (PDE) can be recovered. PDEs are commonly solved numerically using the finite-difference (FD) method,…

Numerical Analysis · Mathematics 2021-07-29 Edward Caunt

Using the method of equivariant moving frames, we present a procedure for constructing symmetry-preserving finite element methods for second-order ordinary differential equations. Using the method of lines, we then indicate how our…

Numerical Analysis · Mathematics 2018-03-28 Alexander Bihlo , Francis Valiquette

This chapter reviews and compares discontinuous Galerkin time-stepping methods for the numerical approximation of second-order ordinary differential equations, particularly those stemming from space finite element discretization of wave…

Numerical Analysis · Mathematics 2025-05-12 Paola F. Antonietti , Alberto Artoni , Gabriele Ciaramella , Ilario Mazzieri

We present a performance analysis appropriate for comparing algorithms using different numerical discretizations. By taking into account the total time-to-solution, numerical accuracy with respect to an error norm, and the computation rate,…

Mathematical Software · Computer Science 2018-02-23 Justin Chang , Maurice S. Fabien , Matthew G. Knepley , Richard T. Mills

A method for constructing first integral preserving numerical schemes for time-dependent partial differential equations on non-uniform grids is presented. The method can be used with both finite difference and partition of unity approaches,…

Numerical Analysis · Mathematics 2018-06-04 Sølve Eidnes , Brynjulf Owren , Torbjørn Ringholm

This paper develops a high-accuracy algorithm for time fractional wave problems, which employs a spectral method in the temporal discretization and a finite element method in the spatial discretization. Moreover, stability and convergence…

Numerical Analysis · Mathematics 2017-08-10 Binjie Li , Hao Luo , Xiaoping Xie

In this paper, we introduce second order and fourth order space discretization via finite difference implementation of the finite element method for solving Fokker-Planck equations associated with irreversible processes. The proposed…

Numerical Analysis · Mathematics 2023-10-12 Chen Liu , Yuan Gao , Xiangxiong Zhang

This paper provides a summary of the fractal calculus framework. It presents higher-order homogeneous and nonhomogeneous linear fractal differential equations with $\alpha$-order. Solutions for these equations with constant coefficients are…

General Mathematics · Mathematics 2024-04-02 Alireza Khalili Golmankhaneh , Claude Depollier , Diana Pham

In the given paper we consider finite difference approximations to systems of polynomially-nonlinear partial differential equations whose coefficients are rational functions over rationals in the independent variables. The notion of strong…

Analysis of PDEs · Mathematics 2012-05-01 Vladimir P. Gerdt