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We investigate a second-order accurate time-stepping scheme for solving a time-fractional diffusion equation with a Caputo derivative of order~$\alpha \in (0,1)$. The basic idea of our scheme is based on local integration followed by linear…

数值分析 · 数学 2024-07-10 Kassem Mustapha , William McLean , Josef Dick

We study a critical case of Coagulation-Fragmentation equations with multiplicative coagulation kernel and constant fragmentation kernel. Our method is based on the study of viscosity solutions to a new singular Hamilton-Jacobi equation,…

偏微分方程分析 · 数学 2020-07-02 Hung V. Tran , Truong-Son Van

In this paper, we are primarily concerned with the study of entire and analytical solutions of abstract degenerate (multi-term) fractional differential equations with Caputo time-fractional derivatives. We also analyze systems of such…

泛函分析 · 数学 2018-09-10 Marko Kostic

In this paper we construct a new difference analog of the Caputo fractional derivative (called the $L2$-$1_\sigma$ formula). The basic properties of this difference operator are investigated and on its basis some difference schemes…

数值分析 · 数学 2014-10-20 A. A. Alikhanov

In this paper we present a new type of fractional operator, the Caputo-Katugampola derivative. The Caputo and the Caputo-Hadamard fractional derivatives are special cases of this new operator. An existence and uniqueness theorem for a…

经典分析与常微分方程 · 数学 2016-07-26 Ricardo Almeida , Agnieszka B. Malinowska , Tatiana Odzijewicz

Here, we study quantitative homogenization of first-order convex Hamilton-Jacobi equations with $(u/\varepsilon)$-periodic Hamiltonians which typically appear in dislocation dynamics. Firstly, we establish the optimal convergence rate by…

偏微分方程分析 · 数学 2025-07-02 Hiroyoshi Mitake , Panrui Ni , Hung V. Tran

In this paper, an efficient technique is employed to study the modified Boussinesq and approximate long wave equations of the Caputo fractional time derivative, namely q-homotopy analysis transform method. These equations are playing a…

偏微分方程分析 · 数学 2019-04-03 P. Veeresha , D. G. Prakasha , M. A. Qurashi , D. Baleanu

In this paper, we numerically address the inverse problem of identifying a time-dependent coefficient in the time-fractional diffusion equation. An a priori estimate is established to ensure uniqueness and stability of the solution. A fully…

数值分析 · 数学 2026-01-27 Arshyn Altybay

In this paper, we apply the geometric Hamilton--Jacobi theory to obtain solutions of Hamiltonian systems in Classical Mechanics, that are either compatible with a cosymplectic or a contact structure. As it is well known, the first structure…

数学物理 · 物理学 2016-07-06 M. de León , C. Sardón

We improve the time decay estimates of solutions to the one-dimensional fractional diffusion equation involving the Caputo derivative. The equation is considered on the half-line. Depending on the boundary condition, we show that solutions…

偏微分方程分析 · 数学 2025-11-11 Barbara Łupińska , Piotr Rybka

In this paper, we develop fast procedures for solving linear systems arising from discretization of ordinary and partial differential equations with Caputo fractional derivative w.r.t time variable. First, we consider a finite difference…

偏微分方程分析 · 数学 2018-02-01 Zhengguang Liu , Aijie Cheng , Xiaoli Li , Hong Wang

We begin with a treatment of the Caputo time-fractional diffusion equation, by using the Laplace transform, to obtain a Volterra intego-differential equation where we may examine the weakly singular nature of this convolution…

数值分析 · 数学 2020-01-27 Wesley Davis , Richard Noren , Ke Shi

The quantization method based on the quantum Hamiltonian Jacobi equation, is extended to two-dimensional non-separable but integrable Hamiltonians. It is shown that each wave function for those systems corresponds to a well-defined family…

量子物理 · 物理学 2019-09-17 Mario Fusco Girard

The main contribution of this work is to construct and analyze stable and high order schemes to efficiently solve the two-dimensional time Caputo-Fabrizio fractional diffusion equation. Based on a third-order finite difference method in…

数值分析 · 数学 2020-08-24 Fan Yu , Minghua Chen

We construct and study a time--semidiscretization scheme for the Cauchy problem associated with a linear homogeneous differential equation with the Caputo fractional time derivative of order $\alpha\in(0,1)$ and a spatial sectorial operator…

数值分析 · 数学 2017-12-11 M. M. Kokurin

In the first part of the paper, we propose and rigorously analyze a mixed finite element method for the approximation of the periodic strong solution to the fully nonlinear second-order Hamilton--Jacobi--Bellman equation with coefficients…

数值分析 · 数学 2021-06-18 Dietmar Gallistl , Timo Sprekeler , Endre Süli

We propose and analyze a structure-preserving approximation of the non-isothermal Cahn-Hilliard equation using conforming finite elements for the spatial discretization and a problem-specific mixed explicit-implicit approach for the…

数值分析 · 数学 2026-02-05 Aaron Brunk , Dennis Höhn , Mária Lukáčová-Medvidová

As we are aware, various types of methods have been proposed to approximate the Caputo fractional derivative numerically. A common challenge of the methods is the non-local property of the Caputo fractional derivative which leads to the…

数值分析 · 数学 2023-09-11 Hassan Khosravian-Arab , Mehdi Dehghan

In this article, we provide a numerical method based on fitted finite volume method to approximate the Hamilton-Jacobi-Bellman (HJB) equation coming from stochastic optimal control problems. The computational challenge is due to the nature…

数值分析 · 数学 2020-02-21 Christelle Dleuna Nyoumbi , Antoine Tambue

We establish that a viscosity solution to a multidimensional Hamilton-Jacobi equation with a convex non-degenerate hamiltonian and Bohr almost periodic initial data decays to its infimum as time $t\to+\infty$.

偏微分方程分析 · 数学 2017-11-13 Evgeny Yu. Panov