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This article aims to develop a direct numerical approach to solve the space-fractional partial differential equations (PDEs) based on a new differential quadrature (DQ) technique. The fractional derivatives are approximated by the weighted…

数值分析 · 数学 2017-01-24 X. G. Zhu , Y. F. Nie

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

This article studies a direct numerical approach for fractional advection-diffusion equations (ADEs). Using a set of cubic trigonometric B-splines as test functions, a differential quadrature (DQ) method is firstly proposed for the 1D and…

数值分析 · 数学 2017-10-19 X. G. Zhu , Y. F. Nie , W. W. Zhang

In this paper, we develop regularized discrete least squares collocation and finite volume methods for solving two-dimensional nonlinear time-dependent partial differential equations on irregular domains. The solution is approximated using…

数值分析 · 数学 2019-06-26 Fanhai Zeng , Ian Turner , Kevin Burrage , Stephen J. Wright

In this paper, we propose a novel unstructured mesh control volume method to deal with the space fractional derivative on arbitrarily shaped convex domains, which to the best of our knowledge is a new contribution to the literature.…

数值分析 · 数学 2024-12-20 Libo Feng , Fawang Liu , Ian Turner

We propose a new discretization method for PDEs on moving domains in the setting of unfitted finite element methods, which is provably higher-order accurate in space and time. In the considered setting, the physical domain that evolves…

数值分析 · 数学 2022-02-18 Yimin Lou , Christoph Lehrenfeld

We consider the initial/boundary value problem for a diffusion equation involving multiple time-fractional derivatives on a bounded convex polyhedral domain. We analyze a space semidiscrete scheme based on the standard Galerkin finite…

数值分析 · 数学 2015-06-18 Bangti Jin , Raytcho Lazarov , Yikan Liu , Zhi Zhou

We present a new method based on functional tensor decomposition and dynamic tensor approximation to compute the solution of a high-dimensional time-dependent nonlinear partial differential equation (PDE). The idea of dynamic approximation…

数值分析 · 数学 2021-04-14 Alec Dektor , Daniele Venturi

Derivative boundary conditions introduce challenges for mesh-free discretizations of PDEs on surfaces, especially when the domain is represented by randomly sampled point clouds. The recently developed two-step tangent-space RBF-generated…

数值分析 · 数学 2026-03-31 Peng Chen , Shixiao Willing Jiang , Rongji Li , Qile Yan

Time fractional PDEs have been used in many applications for modeling and simulations. Many of these applications are multiscale and contain high contrast variations in the media properties. It requires very small time step size to perform…

数值分析 · 数学 2021-08-31 Jiuhua Hu , Anatoly Alikhanov , Yalchin Efendiev , Wing Tat Leung

The time-fractional Black-Scholes equation (TFBSE) is intended to price the options for which the underlying price fluctuates within a correlated fractal transmission system. Although the TFBSE is an influential approach for grasping the…

数值分析 · 数学 2025-08-12 Nizamudheen V , Riyasudheen TK , Noufal Asharaf , Shefeeq T

The multiscale complexity of modern problems in computational science and engineering can prohibit the use of traditional numerical methods in multi-dimensional simulations. Therefore, novel algorithms are required in these situations to…

数值分析 · 数学 2021-06-15 Cale Harnish , Luke Dalessandro , Karel Matous , Daniel Livescu

We present a novel approach for high-order accurate numerical differentiation on unstructured meshes of quadrilateral elements. To differentiate a given function, an auxiliary function with greater smoothness properties is defined which…

数值分析 · 数学 2022-05-11 Yulong Pan , Per-Olof Persson

We develop a rapid and accurate contour method for the solution of time-fractional PDEs. The method inverts the Laplace transform via an optimised stable quadrature rule, suitable for infinite-dimensional operators, whose error decreases…

数值分析 · 数学 2022-02-09 Matthew J. Colbrook , Lorna J. Ayton

We present a high-order radial basis function finite difference (RBF-FD) framework for the solution of advection-diffusion equations on time-varying domains. Our framework is based on a generalization of the recently developed Overlapped…

数值分析 · 数学 2021-09-15 Varun Shankar , Grady B. Wright , Aaron L. Fogelson

In the present paper invariant subspace method has been extended for solving systems of multi-term fractional partial differential equations (FPDEs) involving both time and space fractional derivatives. Further the method has also been…

偏微分方程分析 · 数学 2019-04-02 Sangita Choudhary , Varsha Daftardar-Gejji

In this paper, a multiscale approach with partially explicit time discretization is proposed. The idea is to use a partially explicit time scheme, considering a filtration problem in a fractured medium, where the implicit scheme is used for…

数值分析 · 数学 2024-02-06 Djulustan Nikiforov

The paper introduces a new finite element numerical method for the solution of partial differential equations on evolving domains. The approach uses a completely Eulerian description of the domain motion. The physical domain is embedded in…

数值分析 · 数学 2018-08-03 Christoph Lehrenfeld , Maxim A. Olshanskii

Nonlinear time fractional partial differential equations are widely used in modeling and simulations. In many applications, there are high contrast changes in media properties. For solving these problems, one often uses coarse spatial grid…

数值分析 · 数学 2022-07-13 Wenyuan Li , Anatoly Alikhanov , Yalchin Efendiev , Wing Tat Leung

In this paper, a non-uniform time-stepping convex-splitting numerical algorithm for solving the widely used time-fractional Cahn-Hilliard equation is introduced. The proposed numerical scheme employs the $L1^+$ formula for discretizing the…

数值分析 · 数学 2020-06-04 Jun Zhang , Jia Zhao , JinRong Wang
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