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We revisit the traditional upwind schemes for linear conservation laws in the viewpoint of jump processes, allowing studying upwind schemes using probabilistic tools. In particular, for Fokker-Planck equations on $\mathbb{R}$, in the case…

数值分析 · 数学 2018-07-24 Lei Li , Jian-Guo Liu

Given a fractional differential equation of order $\alpha \in (0,1]$ with Caputo derivatives, we investigate in a quantitative sense how the associated solutions depend on their respective initial conditions. Specifically, we look at two…

经典分析与常微分方程 · 数学 2022-02-15 Kai Diethelm , Hoang The Tuan

This letter proposes a fractional-order battery model based on the Caputo definition. A closed-form time-domain solution is derived, enabling a simple recursive expression for discrete-time implementation. The model requires only the…

系统与控制 · 电气工程与系统科学 2025-05-20 Yangyang Xu , Hongyu Zhao , Chengzhong Zhang , Chenglin Liao

In this paper we consider a Caputo type fractional derivative with respect to another function. Some properties, like the semigroup law, a relationship between the fractional derivative and the fractional integral, Taylor's Theorem,…

经典分析与常微分方程 · 数学 2016-10-12 Ricardo Almeida

In the case of hyperbolic conservation laws, high-order methods, such as the classical DG method, experience the phenomenon of unwanted high-frequency oscillations in the vicinity of a shock. Shock-capturing methods such as artificial…

数值分析 · 数学 2025-11-04 Sai Shruthi Srinivasan , Siva Nadarajah

In the paper, we present a high order fast algorithm with almost optimum memory for the Caputo fractional derivative, which can be expressed as a convolution of $u'(t)$ with the kernel $(t_n-t)^{-\alpha}$. In the fast algorithm, the…

数值分析 · 数学 2017-05-18 Kun Wang , Jizu Huang

The system of equations of one-dimensional shallow water over uneven bottom in Euler's and Lagrange's variables is considered. Intermediate system of equations is introduced. Hydrodynamic conservation laws of intermediate system of…

可精确求解与可积系统 · 物理学 2018-12-14 Alexander V. Aksenov , Konstantin P. Druzhkov

New implicit and implicit-explicit time-stepping methods for the wave equation in second-order form are described with application to two and three-dimensional problems discretized on overset grids. The implicit schemes are single step,…

In this paper we propose an explicit two-level conservative scheme based on a TE/TM like splitting of the field components in time. Its dispersion properties are adjusted to accelerator problems. It is simpler and faster than the implicit…

计算物理 · 物理学 2009-04-27 M. Dohlus , I. Zagorodnov

The modified Hunter--Saxton equation models the propagation of short capillary-gravity waves. As it involves a mixed derivative, its initial value problem on the periodic domain is much more complicated than the standard evolutionary…

数值分析 · 数学 2018-02-13 Shun Sato

In an earlier work by a subset of the present authors, the method of the so-called neural deflation was introduced towards identifying a complete set of functionally independent conservation laws of a nonlinear dynamical system. Here, we…

斑图形成与孤子 · 物理学 2024-10-10 Shaoxuan Chen , Panayotis G. Kevrekidis , Hong-Kun Zhang , Wei Zhu

Caputo-Fabrizio fractional delta derivatives on an arbitrary time scale are presented. When the time scale is chosen to be the set of real numbers, then the Caputo-Fabrizio fractional derivative is recovered. For isolated or partly…

经典分析与常微分方程 · 数学 2018-12-17 Dorota Mozyrska , Delfim F. M. Torres , Malgorzata Wyrwas

In this paper we consider an initial-boundary value problem with a Caputo time derivative of order $\alpha\in(0,1)$. The solution typically exhibits a weak singularity near the initial time and this causes a reduction in the orders of…

数值分析 · 数学 2024-01-30 J. L. Gracia , E. O'Riordan , M. Stynes

The parabolic-elliptic Keller-Segel equation with sensitivity saturation, because of its pattern formation ability, is a challenge for numerical simulations. We provide two finite-volume schemes whose goals are to preserve, at the discrete…

数值分析 · 数学 2018-10-30 Luís Neves de Almeida , Federica Bubba , Benoît Perthame , Camille Pouchol

An adaptive finite difference scheme for variable-order fractional-time subdiffusion equations in the Caputo form is studied. The fractional time derivative is discretized by the L1 procedure but using nonhomogeneous timesteps. The size of…

数值分析 · 数学 2024-09-20 Joaquín Quintana-Murillo , Santos Bravo Yuste

In this paper, we develop a robust fast method for mobile-immobile variable-order (VO) time-fractional diffusion equations (tFDEs), superiorly handling the cases of small or vanishing lower bound of the VO function. The valid fast…

数值分析 · 数学 2022-06-22 Jia-Li Zhang , Zhi-Wei Fang , Hai-Wei Sun

Numerical schemes for the solution of the Euler equations have recently been developed, which involve the discretisation of the internal energy equation, with corrective terms to ensure the correct capture of shocks, and, more generally,…

数值分析 · 数学 2019-06-28 R. Herbin , T. Gallouët , J. -C Latché , N Therme

We present an explicit temporal discretization of particle-in-cell schemes for the Vlasov equation that results in exact energy conservation when combined with an appropriate spatial discretization. The scheme is inspired by a simple,…

数值分析 · 数学 2024-11-15 Lee F. Ricketson , Jingwei Hu

A new class of semi-implicit numerical schemes for linear advection equation on Cartesian grids is derived that is inspired by so-called $\kappa$-schemes used with fully explicit discretizations for this type of problems. Opposite to fully…

数值分析 · 数学 2016-11-15 Peter Frolkovič , Karol Mikula

The compact finite difference method is a powerful tool for discretizing conservation laws, owing to its inherent flexibility in developing high-resolution and highly stable schemes. In this paper, we propose a framework for the design of…

数值分析 · 数学 2026-03-30 Weifeng Hou , Zhangpeng Sun , Wenqi Yao , Liupeng Wang