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This paper is devoted to the numerical analysis of a piecewise constant discontinuous Galerkin method for time fractional subdiffusion problems. The regularity of weak solution is firstly established by using variational approach and…

数值分析 · 数学 2022-02-22 Binjie Li , Hao Luo , Xiaoping Xie

A time-stepping L1 scheme for subdiffusion equation with a Riemann--Liouville time-fractional derivative is developed and analyzed. This is the first paper to show that the L1 scheme for the model problem under consideration is second-order…

数值分析 · 数学 2019-09-17 Kassem Mustapha

This paper is devoted to the general theory of systems of time-fractional differential-operator equations. The representation formulas for solutions of systems of ordinary differential equations with single (commensurate) fractional order…

经典分析与常微分方程 · 数学 2024-02-06 Sabir Umarov

In this paper, we consider stochastic reaction-diffusion equations with super-linear drift on the real line $\mathbb{R}$ driven by space-time white noise. A Freidlin-Wentzell large deviation principle is established by a modified weak…

概率论 · 数学 2025-02-12 Yue Li , Shijie Shang , Jianliang Zhai

The convective Brinkman-Forchheimer (CBF) equations characterize the motion of incompressible fluid flows in a saturated porous medium. The small noise asymptotic for the two-time-scale stochastic convective Brinkman-Forchheimer (SCBF)…

概率论 · 数学 2020-10-20 Manil T. Mohan

Including the effect of thermal fluctuations in traditional computational fluid dynamics requires developing numerical techniques for solving the stochastic partial differential equations of fluctuating hydrodynamics. These Langevin…

计算物理 · 物理学 2015-06-12 S. Delong , B. E. Griffith , E. Vanden-Eijnden , A. Donev

Fractional diffusion and Fokker-Planck equations are widely used tools to describe anomalous diffusion in a large variety of complex systems. The equivalent formulations in terms of Caputo or Riemann-Liouville fractional derivatives can be…

统计力学 · 物理学 2023-08-17 Qing Wei , Wei Wang , Hongwei Zhou , Ralf Metzler , Aleksei Chechkin

We utilize the weak convergence method to establish the Freidlin--Wentzell large deviations principle (LDP) for stochastic delay differential equations (SDDEs) with super-linearly growing coefficients, which covers a large class of cases…

概率论 · 数学 2022-01-04 Diancong Jin , Ziheng Chen , Tau Zhou

In this paper, we introduce a delayed Mittag-Leffler type function. With the help of the delayed Mittag-Leffler type functions, we give an explicit formula of solutions to linear nonhomogeneous fractional time-delay Langevin equations…

动力系统 · 数学 2019-07-04 N. I. Mahmudov

It is well-known that one-dimensional time fractional diffusion-wave equations with variable coefficients can be reduced to ordinary fractional differential equations and systems of linear fractional differential equations via scaling…

经典分析与常微分方程 · 数学 2019-05-07 Khongorzul Dorjgotov , Hiroyuki Ochiai , Uuganbayar Zunderiya

We consider the Dirichlet-Neumann iteration for partitioned simulation of thermal fluid-structure interaction, also called conjugate heat transfer. We analyze its convergence rate for two coupled fully discretized 1D linear heat equations…

数值分析 · 数学 2017-05-16 Azahar Monge , Philipp Birken

We introduce the linear operators of fractional integration and fractional differentiation in the framework of the Riemann-Liouville fractional calculus. Particular attention is devoted to the technique of Laplace transforms for treating…

数学物理 · 物理学 2008-05-27 Rudolf Gorenflo , Francesco Mainardi

A numerical method to solve the fractional diffusion equation, which could also be easily extended to many other fractional dynamics equations, is considered. These fractional equations have been proposed in order to describe anomalous…

数值分析 · 数学 2025-10-20 S. B. Yuste , L. Acedo

This paper investigates the application of a fast-wave slow-wave spectral deferred correction time-stepping method (FWSW-SDC) to the compressible Euler equations. The resulting model achieves arbitrary order accuracy in time, demonstrating…

This work studies exact solvability of a class of fractional reaction-diffusion equation with the Riemann-Liouville fractional derivatives on the half-line in terms of the similarity solutions. We derived the conditions for the equation to…

统计力学 · 物理学 2024-03-12 C. -L. Ho

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

Nowadays, there is a series of complexities in biophysics that require a suitable approach to determine the measurable quantity. In this way, the superstatistics has been an important tool to investigate dynamic aspects of particles,…

统计力学 · 物理学 2020-02-26 Maike A. F. dos Santos

In this note, a numerical method based on finite differences to solve a class of nonlinear advection-diffusion fractional differential equation is proposed. The fractional operator considered here is the fractional Riemann-Liouville…

偏微分方程分析 · 数学 2020-10-09 Jocemar Q. Chagas , Giuliano G. La Guardia , Ervin K. Lenzi

We study the following time-fractional heat equation: \begin{equation*} ^{C}\partial_{t}^{\alpha}u(t)+\mathscr{L}u(t)=0,\quad u(0)=u_0\in X, \quad t\in[0,T],\quad T>0,\quad 0<\alpha<1, \end{equation*} where $^{C}\partial_{t}^{\alpha}$ is…

偏微分方程分析 · 数学 2025-01-29 Joel E. Restrepo

We prove the uniqueness in determining both orders of fractional time derivatives and spatial derivatives in diffusion equations by pointwise data. The proof relies on the eigenfunction expansion and the asymptotics of the Mittag-Leffler…

偏微分方程分析 · 数学 2020-06-29 Masahiro Yamamoto