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An equation containing a fractional power of an elliptic operator of second order is studied for Dirichlet boundary conditions. Finite difference approximations in space are employed. The proposed numerical algorithm is based on solving an…

数值分析 · 计算机科学 2015-05-18 Petr N. Vabishchevich

An unsteady problem is considered for a space-fractional diffusion equation in a bounded domain. A first-order evolutionary equation containing a fractional power of an elliptic operator of second order is studied for general boundary…

数值分析 · 计算机科学 2014-12-19 Petr N. Vabishchevich

An unsteady problem is considered for a space-fractional equation in a bounded domain. A first-order evolutionary equation involves the square root of an elliptic operator of second order. Finite element approximation in space is employed.…

数值分析 · 数学 2015-10-29 Petr N. Vabishchevich

A boundary value problem for a fractional power of the second-order elliptic operator is considered. It is solved numerically using a time-dependent problem for a pseudo-parabolic equation. For the auxiliary Cauchy problem, the standard…

数值分析 · 计算机科学 2015-06-18 Petr N. Vabishchevich

Several applied problems are characterized by the need to numerically solve equations with an operator function (matrix function). In particular, in the last decade, mathematical models with a fractional power of an elliptic operator and…

数值分析 · 数学 2021-05-24 Petr N. Vabishchevich

We study Cauchy problems of fractional differential equations in both space and time variables by expressing the solution in terms of ``stochastic composition" of the solutions to two simpler problems. These Cauchy sub-problems respectively…

概率论 · 数学 2024-11-13 Fabrizio Cinque , Enzo Orsingher

An unsteady problem is considered for a space-fractional equation in a bounded domain. A first-order evolutionary equation involves a fractional power of an elliptic operator of second order. Finite element approximation in space is…

数值分析 · 计算机科学 2018-05-09 Petr N. Vabishchevich

In approximating solutions of nonstationary problems, various approaches are used to compute the solution at a new time level from a number of simpler (sub-)problems. Among these approaches are splitting methods. Standard splitting schemes…

数值分析 · 数学 2020-08-20 Yalchin Efendiev , Petr N. Vabishchevich

In this paper we explore the theory of fractional powers of non-negative (and not necessarily self-adjoint) operators and its amazing relationship with the Chebyshev polynomials of the second kind to obtain results of existence, regularity…

偏微分方程分析 · 数学 2021-07-12 Flank D. M. Bezerra , Lucas A. Santos

We derive the explicit solution operator of an abstract Cauchy problem involving a time-variable coefficient and a fractional power of an almost sectorial operator. The time-variable coefficient is recovered by solving the inverse abstract…

偏微分方程分析 · 数学 2026-02-26 Joel E. Restrepo

Stable computational algorithms for the approximate solution of the Cauchy problem for nonstationary problems are based on implicit time approximations. Computational costs for boundary value problems for systems of coupled multidimensional…

数值分析 · 数学 2024-03-28 P. N. Vabishchevich

We investigate the following fractional order in time Cauchy problem \begin{equation*} \begin{cases} \mathbb{D}_{t}^{\alpha }u(t)+Au(t)=f(u(t)), & 1<\alpha <2, \\ u(0)=u_{0},\,\,\,u^{\prime }(0)=u_{1}. & \end{cases}% \end{equation*}% where…

偏微分方程分析 · 数学 2025-09-04 Edgardo Alvarez , Ciprian G. Gal , Valentin Keyantuo , Mahamadi Warma

We consider the Cauchy problem for a second-order evolution equation, in which the problem operator is the sum of two self-adjoint operators. The main feature of the problem is that one of the operators is represented in the form of the…

数值分析 · 数学 2020-11-18 Petr N. Vabishchevich

The purpose of this work is to study an approximation to an abstract Bessel-type problem, which is a generalization of the extension problem associated with fractional powers of the Laplace operator. Motivated by the success of such…

数值分析 · 数学 2019-09-11 Joshua L Padgett

In many recent applications when new materials and technologies are developed it is important to describe and simulate new nonlinear and nonlocal diffusion transport processes. A general class of such models deals with nonlocal fractional…

数值分析 · 数学 2024-12-20 Raimondas Ciegis , Petr Vabishchevich

Fractional Cauchy problems replace the usual first-order time derivative by a fractional derivative. This paper develops classical solutions and stochastic analogues for fractional Cauchy problems in a bounded domain $D\subset\mathbb{R}^d$…

概率论 · 数学 2009-07-24 Mark M. Meerschaert , Erkan Nane , P. Vellaisamy

Some mathematical models of applied problems lead to the need of solving boundary value problems with a fractional power of an elliptic operator. In a number of works, approximations of such a nonlocal operator are constructed on the basis…

数值分析 · 计算机科学 2019-05-28 Petr N. Vabishchevich

In a fractional Cauchy problem, the usual first order time derivative is replaced by a fractional derivative. This problem was first considered by \citet{nigmatullin}, and \citet{zaslavsky} in $\mathbb R^d$ for modeling some physical…

概率论 · 数学 2016-11-29 Erkan Nane

The approximate solution of the Cauchy problem for second-order evolution equations is performed, first of all, using three-level time approximations. Such approximations are easily constructed and relatively uncomplicated to investigate…

数值分析 · 数学 2023-03-02 P. N. Vabishchevich

Schemes with the second-order approximation in time are considered for numerical solving the Cauchy problem for an evolutionary equation of first order with a self-adjoint operator. The implicit two-level scheme based on the Pad\'{e}…

数值分析 · 计算机科学 2015-04-17 P. N. Vabishchevich
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