相关论文: Fast predictor-corrector approach for the tempered…
Trapped dynamics widely appears in nature, e.g., the motion of particles in viscous cytoplasm. The famous continuous time random walk (CTRW) model with power law waiting time distribution ({\em having diverging first moment}) describes this…
Because of the finiteness of the life span and boundedness of the physical space, the more reasonable or physical choice is the tempered power-law instead of pure power-law for the CTRW model in characterizing the waiting time and jump…
In this work, we extend the fractional linear multistep methods in [C. Lubich, SIAM J. Math. Anal., 17 (1986), pp.704--719] to the tempered fractional integral and derivative operators in the sense that the tempered fractional derivative…
Efficient and fast predictor-corrector methods are proposed to deal with nonlinear Caputo-Fabrizio fractional differential equations, where Caputo-Fabrizio operator is a new proposed fractional derivative with a smooth kernel. The proposed…
This work introduces and analyzes a finite element scheme for evolution problems involving fractional-in-time and in-space differentiation operators up to order two. The left-sided fractional-order derivative in time we consider is employed…
Computing solutions to partial differential equations using the fast Fourier transform can lead to unwanted oscillatory behavior. Due to the periodic nature of the discrete Fourier transform, waves that leave the computational domain on one…
In this paper, we propose a model order reduction based adaptive parareal method for time-dependent partial differential equations. By using the data obtained by the fine propagator in each iteration of the plain parareal method together…
A computational tool for coarse-graining nonlinear systems of ordinary differential equations in time is discussed. Three illustrative model examples are worked out that demonstrate the range of capability of the method. This includes the…
To approximate convolutions which occur in evolution equations with memory terms, a variable-stepsize algorithm is presented for which advancing N steps requires only O(N log(N)) operations and O(log(N)) active memory, in place of O(N^2)…
Time-varying stochastic optimization problems frequently arise in machine learning practice (e.g. gradual domain shift, object tracking, strategic classification). Although most problems are solved in discrete time, the underlying process…
Numerical solutions to fractional differential equations can be extremely computationally intensive due to the effect of non-local derivatives in which all previous time points contribute to the current iteration. In finite difference…
We investigate a local modification of a variable-order fractional wave equation, which describes the propagation of diffusive wave in viscoelastic media with evolving physical property. We incorporate an equivalent formulation to prove the…
This paper develops strong solutions and stochastic solutions for the tempered fractional diffusion equation on bounded domains. First the eigenvalue problem for tempered fractional derivatives is solved. Then a separation of variables, and…
Ordinary differential equations (ODEs) are widely used to describe dynamical systems in science, but identifying parameters that explain experimental measurements is challenging. In particular, although ODEs are differentiable and would…
We study the long-time behavior of solutions to a class of evolution equations arising from random-time changes driven by subordinators. Our focus is on fractional diffusion equations involving mixed local and nonlocal operators. By…
In this paper we define a discrete dynamical system that governs the evolution of a population of agents. From the dynamical system, a variant of Differential Evolution is derived. It is then demonstrated that, under some assumptions on the…
This note contains a short and simple proof of Wormald's differential equation method (that yields slightly improved approximation guarantees and error probabilities). This powerful method uses differential equations to approximate the…
The prime aim of the present paper is to continue developing the theory of tempered fractional integrals and derivatives of a function with respect to another function. This theory combines the tempered fractional calculus with the…
In the present article, a new method for the evaluation of fractional derivatives of arbitrary real order is proposed. Numerous but inequivalent formulations have been given in the past. Some of them exhibit unsatisfactory properties such…
In this papers, we couple the parareal algorithm with projection methods of the trajectory on a specific manifold, defined by the preservation of some conserved quantities of the differential equations. First, projection methods are…