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This paper analyzes a space-time finite element method for fractional wave problems. The method uses a Petrov-Galerkin type time-stepping scheme to discretize the time fractional derivative of order $ \gamma $ ($1<\gamma<2$). We establish…

数值分析 · 数学 2018-03-12 Binjie Li , Hao Luo , Xiaoping Xie

In this work, a time-fractional nonlocal diffusion equation is considered. Based on the $L2$-$1_{\sigma}$ scheme on a graded mesh in time and the standard finite element method (FEM) in space, the fully-discrete $L2$-$1_{\sigma}$ finite…

数值分析 · 数学 2023-06-06 Pari J. Kundaliya

In this paper, we consider the backward problem for fractional in time evolution equations $\partial_t^\alpha u(t)= A u(t)$ with the Caputo derivative of order $0<\alpha \le 1$, where $A$ is a self-adjoint and bounded above operator on a…

偏微分方程分析 · 数学 2022-11-30 S. E. Chorfi , L. Maniar , M. Yamamoto

This work develops Monte Carlo Euler adaptive time stepping methods for the weak approximation problem of jump diffusion driven stochastic differential equations. The main result is the derivation of a new expansion for the omputational…

数值分析 · 数学 2007-05-23 E. Mordecki , A. Szepessy , R. Tempone , G. E. Zouraris

In this article, we consider discrete schemes for a fractional diffusion equation involving a tempered fractional derivative in time. We present a semi-discrete scheme by using the local discontinuous Galerkin (LDG) discretization in the…

数值分析 · 数学 2017-04-27 Xiaorui Sun , Fengfqun Zhao , Can Li

The first part of this paper introduces sufficient conditions to determine conservation laws of diffusion equations of arbitrary fractional order in time. Numerical methods that satisfy a discrete analogue of these conditions have…

数值分析 · 数学 2022-03-07 Angelamaria Cardone , Gianluca Frasca-Caccia

A linearized numerical scheme is proposed to solve the nonlinear time fractional parabolic problems with time delay. The scheme is based on the standard Galerkin finite element method in the spatial direction, the fractional Crank-Nicolson…

数值分析 · 数学 2021-09-10 Lili Li , Mianfu She , Yuanling Niu

In this paper, we propose and analyze an explicit time-stepping scheme for a spatial discretization of stochastic Cahn--Hilliard equation with additive noise. The fully discrete approximation combines a spectral Galerkin method in space…

数值分析 · 数学 2023-08-31 Meng Cai , Ruisheng Qi , Xiaojie Wang

In this paper we consider a sub-diffusion problem where the fractional time derivative is approximated either by the L1 scheme or by Convolution Quadrature. We propose new interpretations of the numerical schemes which lead to a posteriori…

数值分析 · 数学 2022-03-02 Lehel Banjai , Charalambos G. Makridakis

In this paper, we consider the numerical approximation of a time-fractional stochastic Cahn--Hilliard equation driven by an additive fractionally integrated Gaussian noise. The model involves a Caputo fractional derivative in time of order…

数值分析 · 数学 2024-02-07 Mariam Al-Maskari , Samir Karaa

In this paper we present a numerical solution of a two-phase fractional Stefan problem with time derivative described in the Caputo sense. In the proposed algorithm, we use a special case of front-fixing method supplemented by the iterative…

数值分析 · 数学 2018-10-30 Marek Błasik

Efficient and energy stable high order time marching schemes are very important but not easy to construct for the study of nonlinear phase dynamics. In this paper, we propose and study two linearly stabilized second order semi-implicit…

数值分析 · 数学 2019-09-04 Lin Wang , Haijun Yu

We derive optimal $L^2$-error estimates for semilinear time-fractional subdiffusion problems involving Caputo derivatives in time of order $\alpha\in (0,1)$, for cases with smooth and nonsmooth initial data. A general framework is…

数值分析 · 数学 2020-04-28 Samir Karaa

In this paper, we consider Caputo type fractional stochastic time-delay system with permutable matrices. We derive stochastic analogue of variation of constants formula via a newly defined delayed Mittag-Leffer type matrix function. Thus,…

动力系统 · 数学 2020-09-23 Arzu Ahmadova , Ismail T. Huseynov , Nazim I. Mahmudov

In this work, the global-in-time $H^1$-stability of a fast L2-1$_\sigma$ method on general nonuniform meshes is studied for subdiffusion equations, where the convolution kernel in the Caputo fractional derivative is approximated by sum of…

数值分析 · 数学 2022-12-06 Chaoyu Quan , Xu Wu , Jiang Yang

We apply a composite idea of semi-discrete finite difference approximation in time and Galerkin finite element method in space to solve the Navier-Stokes equations with Caputo derivative of order 0 < {\alpha} < 1. The stability properties…

数值分析 · 数学 2018-02-28 Guang-an Zou , Yong Zhou , Bashir Ahmad , Ahmed Alsaedi

The multi-term time-fractional mixed diffusion-wave equations (TFMDWEs) are considered and the numerical method with its error analysis is presented in this paper. First, a $L2$ approximation is proved with first order accuracy to the…

数值分析 · 数学 2016-07-26 Zhao-peng Hao , Guang Lin

This paper presents a new method to approximate the time-dependent convection-diffusion equations using conforming finite element methods, ensuring that the discrete solution respects the physical bounds imposed by the differential…

数值分析 · 数学 2025-03-06 Abdolreza Amiri , Gabriel R. Barrenechea , Tristan Pryer

In this article, a fast algorithm based on time two-mesh (TT-M) finite element (FE) scheme, which aims at solving nonlinear problems quickly, is considered to numerically solve the nonlinear space fractional Allen-Cahn equations with smooth…

数值分析 · 数学 2019-01-30 Baoli Yin , Yang Liu , Hong Li , Siriguleng He

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