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We consider the initial/boundary value problem for the fractional diffusion and diffusion-wave equations involving a Caputo fractional derivative in time. We develop two "simple" fully discrete schemes based on the Galerkin finite element…

数值分析 · 数学 2015-10-13 Bangti Jin , Raytcho Lazarov , Zhi Zhou

We study a Caputo time fractional degenerate diffusion equation which we prove to be equivalent to the fractional parabolic obstacle problem, showing that its solution evolves for any $\alpha\in(0,1)$ to the same stationary state, the…

偏微分方程分析 · 数学 2020-12-23 Carlo Alberini , Raffaela Capitanelli , Mirko D'Ovidio , Stefano Finzi Vita

We provide sharp error bounds for the difference between the transition densities of some multidimensional Continuous Time Markov Chains (CTMC) and the fundamental solutions of some fractional in time Partial (Integro) Differential…

概率论 · 数学 2015-05-19 M. Kelbert , V. Konakov , S. Menozzi

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…

偏微分方程分析 · 数学 2019-08-05 Moulay Rchid Sidi Ammi , Ismail Jamiai , Delfim F. M. Torres

We study linear parabolic initial-value problems in a space-time variational formulation based on fractional calculus. This formulation uses "time derivatives of order one half" on the bi-infinite time axis. We show that for linear,…

数值分析 · 数学 2015-01-20 Stig Larsson , Christoph Schwab

In this note, we prove or re-prove several important results regarding one dimensional time fractional ODEs following our previous work \cite{fllx17}. Here we use the definition of Caputo derivative proposed in \cite{liliu17frac1,liliu2017}…

经典分析与常微分方程 · 数学 2018-04-03 Yuanyuan Feng , Lei Li , Jian-Guo Liu , Xiaoqian Xu

Let $\Omega$ be a $\mathcal C^2$-bounded domain of $\mathbb R^d$, $d=2,3$, and fix $Q=(0,T)\times\Omega$ with $T\in(0,+\infty]$. In the present paper we consider a Dirichlet initial-boundary value problem associated to the semilinear…

偏微分方程分析 · 数学 2015-10-14 Yavar Kian , Masahiro Yamamoto

The time-fractional diffusion equation is considered, where the time derivative is either of Caputo or Riemann-Liouville type. The solution of a general initial-boundary value problem with time-dependent boundary conditions over bounded and…

偏微分方程分析 · 数学 2023-01-04 M. Rodrigo

A two-point boundary value problem whose highest-order term is a Caputo fractional derivative of order $\delta \in (1,2)$ is considered. Al-Refai's comparison principle is improved and modified to fit our problem. Sharp a priori bounds on…

数值分析 · 数学 2014-05-01 Martin Stynes , José Luis Gracia

We consider a class of porous medium type of equations with Caputo time derivative. The prototype problem reads as $\Dc u=-\A u^m$ and is posed on a bounded Euclidean domain $\Omega\subset\mathbb{R}^N$ with zero Dirichlet boundary…

偏微分方程分析 · 数学 2024-04-03 Matteo Bonforte , Maria Gualdani , Peio Ibarrondo

We consider a class of numerical approximations to the Caputo fractional derivative. Our assumptions permit the use of nonuniform time steps, such as is appropriate for accurately resolving the behavior of a solution whose derivatives are…

数值分析 · 数学 2020-12-23 Hong-lin Liao , William McLean , Jiwei Zhang

In the paper we deal with linear fractional control problems with constant delays in the state. Single-order systems with fractional derivative in Caputo sense of orders between 0 and 1 are considered. The aim is to introduce a new…

数值分析 · 数学 2024-12-20 Josef Rebenda , Zdeněk Šmarda

In this work, we consider a time-fractional Allen-Cahn equation, where the conventional first order time derivative is replaced by a Caputo fractional derivative with order $\alpha\in(0,1)$. First, the well-posedness and (limited) smoothing…

数值分析 · 数学 2019-06-18 Qiang Du , Jiang Yang , Zhi Zhou

In this paper, we consider the finite element approximation to a parabolic Dirichlet boundary control problem and establish new a priori error estimates. In the temporal semi-discretization we apply the DG(0) method for the state and the…

数值分析 · 数学 2023-06-29 Dongdong Liang , Wei Gong , Xiaoping Xie

In this paper, we investigate a fractional differential equation involving sequential Caputo derivatives, motivated by recent research on fractional models with multiple memory effects. Using techniques inspired by earlier works on…

数值分析 · 数学 2026-04-24 Fayziev Yusuf , Jumaeva Shakhnoza

Time-fractional parabolic equations with a Caputo time derivative of order $\alpha\in(0,1)$ are discretized in time using continuous collocation methods. For such discretizations, we give sufficient conditions for existence and uniqueness…

数值分析 · 数学 2024-07-01 Sebastian Franz , Natalia Kopteva

For the fractional diffusion-wave equation with the Caputo-Dzhrbashyan fractional derivative of order $\alpha \in (1,2)$ with respect to the time variable, we prove an analog of the principle of limiting amplitude (well-known for the wave…

偏微分方程分析 · 数学 2014-05-13 Anatoly N. Kochubei

This paper is concerned with numerical solutions of time-fractional nonlinear parabolic problems by a class of $L1$-Galerkin finite element methods. The analysis of $L1$ methods for time-fractional nonlinear problems is limited mainly due…

数值分析 · 数学 2018-03-19 Dongfang Li , Hong-lin Liao , Weiwei Sun , Jilu Wang , Jiwei Zhang

We consider time-fractional parabolic equations with a Caputo time derivative of order $\alpha\in(0,1)$. For such equations, we give an elementary proof of the weak maximum principle under no assumptions on the sign of the reaction…

偏微分方程分析 · 数学 2022-05-20 Natalia Kopteva

The paper is concerned with functional type a posteriori estimates for the initial boundary value problem for a parabolic partial differential equation with an obstacle. We deduce a guaranteed and computable bound of the distance between…

偏微分方程分析 · 数学 2021-09-30 Darya E. Apushkinskaya , Sergey I. Repin