相关论文: Exact solutions of fractional partial differential…

In this paper, we present a new numerical method to solve fractional differential equations. Given a fractional derivative of arbitrary real order, we present an approximation formula for the fractional operator that involves integer-order…

We consider the unified transform method, also known as the Fokas method, for solving partial differential equations. We adapt and modify the methodology, incorporating new ideas where necessary, in order to apply it to solve a large class…

In this work, we develop a localized numerical scheme with low regularity requirements for solving time-fractional integro-differential equations. First, a fully discrete numerical scheme is constructed. Specifically, for temporal…

The Finite Element Method (FEM) is the gold standard for spatial discretization in numerical simulations for a wide spectrum of real-world engineering problems. Prototypical areas of interest include linear heat transfer and linear…

This article introduces a framework for measuring the uncertain behaviour of a changing system in terms of the solution of a class of fractional stochastic differential equations (fsDEs). This is accomplished via operational matrices based…

In this note, we present a new numerical method for solving backward stochastic differential equations. Our method can be viewed as an analogue of the classical finite element method solving deterministic partial differential equations.

This manuscript proposes a class of fractional stochastic integro-differential equation (FSIDE) with non-instantaneous impulses in an arbitrary separable Hilbert space. We use a projection scheme of increasing sequence of finite dimensional…

Fractional diffusion has become a fundamental tool for the modeling of multiscale and heterogeneous phenomena. However, due to its nonlocal nature, its accurate numerical approximation is delicate. We survey our research program on the…

Stochastic differential equations (sdes) play an important role in physics but existing numerical methods for solving such equations are of low accuracy and poor stability. A general strategy for developing accurate and efficient schemes…

We develop a fully discrete scheme for time-fractional diffusion equations by using a finite difference method in time and a finite element method in space. The fractional derivatives are used in Caputo sense. Stability and error estimates…

In this article, a numerical scheme is introduced for solving the fractional partial differential equation (FPDE) arising from electromagnetic waves in dielectric media (EMWDM) by using an efficient class of finite difference methods. The…

In this study, we combine two novel methods, the conformable double Laplace-Sumudu transform (CDLST) and the modified decomposition technique. We use the new approach called conformable double Laplace-Sumudu modified decomposition (CDLSMD)…

The computation time required by standard finite difference methods with fixed timesteps for solving fractional diffusion equations is usually very large because the number of operations required to find the solution scales as the square of…

We propose a new, unified approach to solving jump-diffusion partial integro-differential equations (PIDEs) that often appear in mathematical finance. Our method consists of the following steps. First, a second-order operator splitting on…

An implicit finite difference method with non-uniform timesteps for solving the fractional diffusion equation in the Caputo form is proposed. The method allows one to build adaptive methods where the size of the timesteps is adjusted to the…

The Adomian decomposition method is a semi-analytical method for solving ordinary and partial nonlinear differential equations. The aim of this paper is to apply Adomian decomposition method to obtain approximate solutions of nonlinear…

We study an approximation method to solve nonlinear multi-term fractional differential equations with initial conditions or boundary conditions. First, we transform the nonlinear multi-term fractional differential equations with initial…

This paper presents a novel semi-analytical collocation method to solve multi-term variable-order time fractional partial differential equations (VOTFPDEs). In the proposed method it employs the Fourier series expansion for spatial…

Traditional numerical techniques for solving time-dependent partial-differential-equation (PDE) initial-value problems (IVPs) store a truncated representation of the function values and some number of their time derivatives at each time…

In this paper, we introduce a novel approach called the Iterative Aboodh Transform Method (IATM) which utilizes Daftardar--Jafari polynomials for solving non-linear problems. Such method is employed to derive solutions for non-linear…