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In this paper, a mixed high order finite difference scheme-Pad\'{e} approximation method is applied to obtain numerical solution of the Riesz fractional advection-dispersion equation. This method is based on the high order finite difference…

数值分析 · 数学 2021-05-26 Sohrab Valizadeh , Abdollah Borhanifar

In this paper, by combining of fractional centered difference approach with alternating direction implicit method, we introduce a mixed difference method for solving two-dimensional Riesz space fractional advection-dispersion equation. The…

数值分析 · 数学 2020-06-09 A. Borhanifar , M. A. Ragusa , S. Valizadehaz

In this paper, a second-order backward difference formula (abbr. BDF2) is used to approximate first-order time partial derivative, the Riesz fractional derivatives are approximated by fourth-order compact operators, a class of new…

数值分析 · 数学 2019-09-06 Dongdong Hu , Xuenian Cao

This paper detailedly discusses the locally one-dimensional numerical methods for efficiently solving the three-dimensional fractional partial differential equations, including fractional advection diffusion equation and Riesz fractional…

数值分析 · 数学 2014-07-07 Weihua Deng , Minghua Chen

Numerical methods for fractional calculus attract increasing interests due to its wide applications in various fields such as physics, mechanics, etc. In this paper, we focus on constructing high-order algorithms for Riesz derivatives,…

数值分析 · 数学 2016-11-22 Hengfei Ding , Changpin Li

A multiscale method is proposed for a parabolic stochastic partial differential equation with additive noise and highly oscillatory diffusion. The framework is based on the localized orthogonal decomposition (LOD) method and computes a…

数值分析 · 数学 2023-04-28 Annika Lang , Per Ljung , Axel Målqvist

The aim of this paper is to develop fast second-order accurate difference schemes for solving one- and two-dimensional time distributed-order and Riesz space fractional diffusion equations. We adopt the same measures for one- and…

数值分析 · 数学 2019-07-12 Huan-Yan Jian , Ting-Zhu Huang , Xi-Le Zhao , Yong-Liang Zhao

The high-order numerical analysis for fractional Laplacian via the Riesz fractional derivative, under the low regularity solution, has presented significant challenges in the past decades. To fill in this gap, we design a grid mapping…

数值分析 · 数学 2025-02-18 Minghua Chen , Jianxing Han , Jiankang Shi , Fan Yu

In this paper, we propose numerical scheme for the Riesz space fractional advection-dispersion equations with delay (RFADED). Firstly, analytical solution for RFADED in terms of the functions of Mittag-Leffler type is derived. Secondly, the…

数值分析 · 数学 2021-07-22 M. Saedshoar Heris , M. Javidi

In this paper, a compact alternating direction implicit (ADI) method has been developed for solving two-dimensional Riesz space fractional diffusion equation. The precision of the discretization method used in spatial directions is twice…

数值分析 · 数学 2020-04-21 Sohrab Valizadeh , Alaeddin Malek , Abdollah Borhanifar

In this paper, fast numerical methods are established for solving a class of time distributed-order and Riesz space fractional diffusion-wave equations. We derive new difference schemes by the weighted and shifted Gr$\ddot{\rm{u}}$nwald…

数值分析 · 数学 2020-05-19 Huan-Yan Jian , Ting-Zhu Huang , Xian-Ming Gu , Xi-Le Zhao , Yong-Liang Zhao

In this paper, we propose high-order numerical methods for the Riesz space fractional advection-dispersion equations (RSFADE) on a {f}inite domain. The RSFADE is obtained from the standard advection-dispersion equation by replacing the…

数值分析 · 数学 2020-04-03 Libo Feng , Pinghui Zhuang , Fawang Liu , Ian Turner , Jing Li

This work proposes a computational multiscale method for the mixed formulation of a second-order linear elliptic equation subject to a homogeneous Neumann boundary condition, based on a stable localized orthogonal decomposition (LOD) in…

数值分析 · 数学 2026-04-14 Patrick Henning , Hao Li , Timo Sprekeler

A novel fourth-order finite difference formula coupling the Crank-Nicolson explicit linearized method is proposed to solve Riesz space fractional nonlinear reaction-diffusion equations in two dimensions. Theoretically, under the Lipschitz…

数值分析 · 数学 2024-05-07 Wei Qu , Yuan-Yuan Huang , Sean Hon , Siu-Long Lei

In this note, a numerical method based on finite differences to solve a class of nonlinear advection-diffusion fractional differential equation is proposed. The fractional operator considered here is the fractional Riemann-Liouville…

偏微分方程分析 · 数学 2020-10-09 Jocemar Q. Chagas , Giuliano G. La Guardia , Ervin K. Lenzi

In this paper we propose a Local Orthogonal Decomposition method (LOD) for elliptic partial differential equations with inhomogeneous Dirichlet- and Neumann boundary conditions. For this purpose, we present new boundary correctors which…

数值分析 · 数学 2014-07-18 Patrick Henning , Axel Målqvist

In this paper, we consider a fast and second-order implicit difference method for approximation of a class of time-space fractional variable coefficients advection-diffusion equation. To begin with, we construct an implicit difference…

数值分析 · 数学 2019-07-12 Yong-Liang Zhao , Ting-Zhu Huang , Xian-Ming Gu , Wei-Hua Luo

An arbitrary order finite difference method for curved boundary domains with Cartesian grid is proposed. The technique handles in a universal manner Dirichlet, Neumann or Robin condition. We introduce the Reconstruction Off-site Data (ROD)…

计算物理 · 物理学 2021-03-17 Stéphane Clain , Diogo Lopes , Rui Pereira

Fractional partial differential equations with distributed-order fractional derivatives describe some important physical phenomena. In this paper, we propose a local discontinuous Galerkin (LDG) method for the distributed-order time and…

数值分析 · 数学 2017-10-04 Tarek Aboelenen

In this paper we want to propose practical numerical methods to solve a class of initial-boundary problem of time-space fractional convection-diffusion equations (TSFCDEs). To start with, an implicit difference method based on two-sided…

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