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We present difference schemes for stochastic transport equations with low-regularity velocity fields. We establish $L^2$ stability and convergence of the difference approximations under conditions that are less strict than those required…

数值分析 · 数学 2025-01-27 Ulrik S. Fjordholm , Kenneth H. Karlsen , Peter H. C. Pang

The solution of a Caputo time fractional diffusion equation of order $0<\alpha<1$ is expressed in terms of the solution of a corresponding integer order diffusion equation. We demonstrate a linear time mapping between these solutions that…

计算物理 · 物理学 2015-04-28 Peter W. Stokes , Bronson Philippa , Wayne Read , Ronald D. White

In this paper, we consider the variable-order time fractional mobile/immobile diffusion (TF-MID) equation in two-dimensional spatial domain, where the fractional order $\alpha(t)$ satisfies $0<\alpha_{*}\leq \alpha(t)\leq \alpha^{*}<1$. We…

数值分析 · 数学 2023-10-05 Xiao Ye , Jun Liu , Bingyin Zhang , Hongfei Fu , Yue Liu

The paper is devoted to the development of control procedures with a guide for conflict-controlled dynamical systems described by ordinary fractional differential equations with the Caputo derivative of an order $\alpha \in (0, 1).$ For the…

最优化与控制 · 数学 2019-01-10 Mikhail Gomoyunov

The stochastic Cahn-Hilliard equation driven by a fractional Brownian sheet provides a more accurate model for correlated space-time random perturbations. This study delves into two key aspects: first, it rigorously examines the regularity…

数值分析 · 数学 2026-02-16 Nan Deng , Wanrong Cao

In this paper, we investigate and analyze numerical solutions for the Volterra integrodifferential equations with tempered multi-term kernels. Firstly we derive some regularity estimates of the exact solution. Then a temporal-discrete…

数值分析 · 数学 2023-05-03 Wenlin Qiu

We present and investigate a new type of implicit fractional linear multistep method of order two for fractional initial value problems. The method is obtained from the second order super convergence of the Gr\"unwald-Letnikov approximation…

数值分析 · 数学 2022-01-25 H. M. Nasir , Khadija Al Hasani

The momentous objective of this work is to discuss some qualitative properties of solutions such as the estimate on the solutions, the continuous dependence of the solutions on initial conditions as well as the existence and uniqueness of…

泛函分析 · 数学 2021-09-01 Choukri Derbazi , Qasem M. Al-Mdallal , Fahd Jarad , Zidane Baitiche

The fractional quantization of singular systems with second order Lagrangian is examined. The fractional singular Lagrangian is presented. The equations of motion are written as total differential equations within fractional calculus. Also,…

综合数学 · 数学 2025-04-29 Eyad Hasan Hasan , Osama Abdalla Abu-Haija

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

We consider fractional differential equations of order $\alpha \in (0,1)$ for functions of one independent variable $t\in (0,\infty)$ with the Riemann-Liouville and Caputo-Dzhrbashyan fractional derivatives. A precise estimate for the order…

经典分析与常微分方程 · 数学 2008-11-22 Anatoly N. Kochubei

In this work, we propose an exponentially convergent numerical method for the Caputo fractional propagator $S_\alpha(t)$ and the associated mild solution of the Cauchy problem with time-independent sectorial operator coefficient $A$ and…

数值分析 · 数学 2025-04-08 Dmytro Sytnyk

In this article, a three-time levels compact scheme is proposed to solve the partial integro-differential equation governing the option prices under jump-diffusion models. In the proposed compact scheme, the second derivative approximation…

计算金融 · 定量金融 2018-04-23 Kuldip Singh Patel , Mani Mehra

Fractional vector calculus is the building block of the fractional partial differential equations that model non-local or long-range phenomena, e.g., anomalous diffusion, fractional electromagnetism, and fractional advection-dispersion. In…

数值分析 · 数学 2024-01-29 Alon Jacobson , Xiaozhe Hu

In this paper, a class of high-order compact finite difference Hermite scheme is presented for the simulation of double-diffusive convection. To maintain linear stability, the convective fluxes are split into positive and negative parts,…

数值分析 · 数学 2025-06-25 Jianqing Yang , Jianxian Qiu

In this work, we introduce semi-implicit or implicit finite difference schemes for the continuity equation with a gradient flow structure. Examples of such equations include the linear Fokker-Planck equation and the Keller-Segel equations.…

数值分析 · 数学 2022-03-25 Jingwei Hu , Xiangxiong Zhang

A fully implicit numerical scheme is established for solving the time fractional Swift-Hohenberg (TFSH) equation with a Caputo time derivative of order $\alpha\in(0,1)$. The variable-step L1 formula and the finite difference method are…

数值分析 · 数学 2023-03-08 Xuan Zhao , Ran Yang , Ren-jun Qi , Hong Sun

Adaptive structures are characterized by their ability to adjust their geometrical and other properties to changing loads or requirements during service. This contribution deals with a method for the design of quasi-static motions of…

计算工程、金融与科学 · 计算机科学 2020-12-08 Renate Sachse , Manfred Bischoff

In this work, a new relationship is established between the solutions of higher fractional differential equations and a Wright-type transformation. Solutions could be interpreted as expected values of functions in a random time process. As…

数值分析 · 数学 2024-04-02 M. Nacianceno , T. Oraby , H. Rodrigo , Y. Sepulveda , J. Sifuentes , E. Suazo , T. Stuck , J. Williams

Fractional diffusion and Fokker-Planck equations are widely used tools to describe anomalous diffusion in a large variety of complex systems. The equivalent formulations in terms of Caputo or Riemann-Liouville fractional derivatives can be…

统计力学 · 物理学 2023-08-17 Qing Wei , Wei Wang , Hongwei Zhou , Ralf Metzler , Aleksei Chechkin
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