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A new method that enables easy and convenient discretization of partial differential equations with derivatives of arbitrary real order (so-called fractional derivatives) and delays is presented and illustrated on numerical solution of…

In this paper, we present a numerical solution to an ordinary differential equation of a fractional order in one-dimensional space. The solution to this equation can describe a steady state of the process of anomalous diffusion. The process…

数值分析 · 数学 2014-12-03 Mariusz Ciesielski , Jacek Leszczynski

In this paper, an alternating direction implicit (ADI) difference scheme for two-dimensional time-fractional wave equation of distributed-order with a nonlinear source term is presented. The unique solvability of the difference solution is…

数值分析 · 数学 2017-04-11 Jiahui Hu , Jungang Wang , Zhanbin Yuan , Zongze Yang , Yufeng Nie

Recently, a nonlinear Poisson equation has been introduced to model nonlinear and nonlocal hyperpolarization effects in electrostatic solute-solvent interaction for biomolecular solvation analysis. Due to a strong nonlinearity associated…

数值分析 · 数学 2018-01-17 Wufeng Tian

We present a novel artificial diffusion method to circumvent the instabilities associated with the standard finite element approximation of convection-diffusion equations. Motivated by the micromorphic approach, we introduce an auxiliary…

数值分析 · 数学 2025-06-19 Soheil Firooz , B. Daya Reddy , Paul Steinmann

In this paper, we discuss the time-space Caputo-Riesz fractional diffusion equation with variable coefficients on a finite domain. The finite difference schemes for this equation are provided. We theoretically prove and numerically verify…

数值分析 · 数学 2013-04-16 Minghua Chen , Weihua Deng , Yujiang Wu

In this paper we study the stability of explicit finite difference discretizations of linear advection-diffusion equations (ADE) with arbitrary order of accuracy in the context of method of lines. The analysis first focuses on the stability…

数值分析 · 数学 2020-06-17 Xianyi Zeng , Md Mahmudul Hasan

Efficient and accurate numerical simulation of seismic wave propagation is important in various Geophysical applications such as seismic full waveform inversion (FWI) problem. However, due to the large size of the physical domain and…

数值分析 · 计算机科学 2019-03-22 Keran Li , Wenyuan Liao , Yaoting Lin

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…

We present a novel approach that redefines the traditional interpretation of explicit and implicit discretization methods for solving a general class of advection-diffusion equations (ADEs) featuring nonlinear advection, diffusion…

偏微分方程分析 · 数学 2025-06-10 Amin Jafarimoghaddam , Manuel Soler , Irene Ortiz

In this paper, we derive two bound-preserving and mass-conserving schemes based on the fractional-step method and high-order compact (HOC) finite difference method for nonlinear convection-dominated diffusion equations. We split the…

数值分析 · 数学 2024-09-16 Baolin Kuang , Hongfei Fu , Shusen Xie

In this paper, we analyze the spectra of the preconditioned matrices arising from discretized multi-dimensional Riesz spatial fractional diffusion equations. The finite difference method is employed to approximate the multi-dimensional…

数值分析 · 数学 2022-06-07 Xin Huang , Xue-Lei Lin , Michael K. Ng , Hai-Wei Sun

The fully discrete problem for convection-diffusion equation is considered. It comprises compact approximations for spatial discretization, and Crank-Nicolson scheme for temporal discretization. The expressions for the entries of inverse of…

计算金融 · 定量金融 2024-01-30 Anindya Goswami , Kuldip Singh Patel

A fourth-order compact scheme is proposed for a fourth-order subdiffusion equation with the first Dirichlet boundary conditions. The fourth-order problem is firstly reduced into a couple of spatially second-order system and we use an…

数值分析 · 数学 2019-07-04 Jialing Zhong , Hong-lin Liao , Bingquan Ji , Luming Zhang

In this paper, by introducing two temporal-derivative-dependent auxiliary variables, a linearized and decoupled fourth-order compact finite difference method is developed and analyzed for the nonlinear coupled bacterial systems. The…

数值分析 · 数学 2024-08-14 Jie Xu , Shusen Xie , Hongfei Fu

A hybridized discontinuous Galerkin method is proposed for solving 2D fractional convection-diffusion equations containing derivatives of fractional order in space on a finite domain. The Riemann-Liouville derivative is used for the spatial…

数值分析 · 数学 2016-07-12 Shuqin Wang , Jinyun Yuan , Weihua Deng , Yujiang Wu

We consider the multidimensional space-fractional diffusion equations with spatially varying diffusivity and fractional order. Significant computational challenges are encountered when solving these equations due both to the kernel…

数值分析 · 数学 2021-08-31 Hasnaa Alzahrani , George Turkiyyah , Omar Knio , David Keyes

Based on the weighted and shifted Gr\"{u}nwald difference (WSGD) operators [24], we further construct the compact finite difference discretizations for the fractional operators. Then the discretization schemes are used to approximate the…

数值分析 · 数学 2014-01-30 Han Zhou , WenYi Tian , Weihua Deng

In mathematical physics, the space-fractional diffusion equations are of particular interest in the studies of physical phenomena modelled by L\'{e}vy processes, which are sometimes called super-diffusion equations. In this article, we…

数值分析 · 数学 2018-01-03 X. G. Zhu , Z. B. Yuan , F. Liu , Y. F. Nie

The Peaceman-Rachford alternating direction implicit (ADI) scheme for linear time-dependent Maxwell equations is analyzed on a heterogeneous cuboid. Due to discontinuities of the material parameters, the solution of the Maxwell equations is…

数值分析 · 数学 2022-12-29 Konstantin Zerulla , Tobias Jahnke