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In this paper, we consider a fast and second-order implicit difference method for approximation of a class of time-space fractional variable coefficients advection-diffusion equation. To begin with, we construct an implicit difference…

数值分析 · 数学 2019-07-12 Yong-Liang Zhao , Ting-Zhu Huang , Xian-Ming Gu , Wei-Hua Luo

In this paper, we develop a second-order accurate time-stepping scheme for the tempered time-fractional advection-dispersion equation based on a sum-of-exponentials (SOE) approximation to the convolution kernel involved in the fractional…

数值分析 · 数学 2026-02-10 Liangcai Huang , Lin Li , Shujuan Lü

In this article, we propose a linearized fully-discrete scheme for solving a time fractional nonlocal diffusion-wave equation of Kirchhoff type. The scheme is established by using the finite element method in space and the $L1$ scheme in…

数值分析 · 数学 2023-01-05 Pari J. Kundaliya , Sudhakar Chaudhary

The main purpose of this paper is to study the fractional-order model with Caputo derivative associated to Lagrange system. For this fractional-order system we investigate the existence and uniqueness of solutions of initial value problem,…

动力系统 · 数学 2022-11-22 Mihai Ivan

In this paper, we investigate the numerical approximation of Hamilton-Jacobi equations with the Caputo time-fractional derivative. We introduce an explicit in time discretization of the Caputo derivative and a finite difference scheme for…

数值分析 · 数学 2019-12-20 Fabio Camilli , Serikbolsyn Duisembay

In this paper, we discuss the maximum principle for a time-fractional diffusion equation $$ \partial_t^\alpha u(x,t) = \sum_{i,j=1}^n \partial_i(a_{ij}(x)\partial_j u(x,t)) + c(x)u(x,t) + F(x,t),\ t>0,\ x \in \Omega \subset {\mathbb R}^n$$…

偏微分方程分析 · 数学 2021-03-12 Yuri Luchko , Masahiro Yamamoto

In arXiv:2305.03945 [math.NA], a first-order optimization algorithm has been introduced to solve time-implicit schemes of reaction-diffusion equations. In this research, we conduct theoretical studies on this first-order algorithm equipped…

数值分析 · 数学 2025-04-01 Shu Liu , Xinzhe Zuo , Stanley Osher , Wuchen Li

In the past decades, the finite difference methods for space fractional operators develop rapidly; to the best of our knowledge, all the existing finite difference schemes, including the first and high order ones, just work on uniform…

数值分析 · 数学 2016-04-04 Lijing Zhao , Weihua Deng

We couple the L1 discretization for Caputo derivative in time with spectral Galerkin method in space to devise a scheme that solves quasilinear subdiffusion equations. Both the diffusivity and the source are allowed to be nonlinear…

数值分析 · 数学 2022-11-30 Łukasz Płociniczak

We consider an initial-boundary value problem for $\partial_tu-\partial_t^{-\alpha}\nabla^2u=f(t)$, that is, for a fractional diffusion ($-1<\alpha<0$) or wave ($0<\alpha<1$) equation. A numerical solution is found by applying a…

数值分析 · 数学 2016-02-02 Kassem Mustapha , William McLean

In this paper, we propose high order numerical methods to solve a 2D advection diffusion equation, in the highly oscillatory regime. We use an integrator strategy that allows the construction of arbitrary high-order schemes {leading} to an…

数值分析 · 数学 2024-11-11 Clarissa Astuto

In this paper we study some cases of time-fractional nonlinear dispersive equations (NDEs) involving Caputo derivatives, by means of the invariant subspace method. This method allows to find exact solutions to nonlinear time-fractional…

数学物理 · 物理学 2014-10-30 P. Artale Harris , R. Garra

In this work, we investigate a variational formulation for a time-fractional Fokker-Planck equation which arises in the study of complex physical systems involving anomalously slow diffusion. The model involves a fractional-order Caputo…

数值分析 · 数学 2020-06-05 Manh Hong Duong , Bangti Jin

In this paper, we investigate the well-posedness and the long-time asymptotic behavior for the initial-boundary value problem for multi-term time-fractional diffusion equations, where the time differentiation consists of a finite summation…

偏微分方程分析 · 数学 2023-01-02 Zhiyuan Li , Yikan Liu , Masahiro Yamamoto

We propose two stable and one conditionally stable finite difference schemes of second-order in both time and space for the time-fractional diffusion-wave equation. In the first scheme, we apply the fractional trapezoidal rule in time and…

数值分析 · 数学 2014-11-11 Fanhai Zeng

This paper is devoted to an in deep investigation of the first fundamental solution to the linear multi-dimensional space-time-fractional diffusion-wave equation. This equation is obtained from the diffusion equation by replacing the first…

偏微分方程分析 · 数学 2021-03-12 Yuri Luchko

This paper is devoted to the error analysis of a time-spectral algorithm for fractional diffusion problems of order $\alpha$ ($0 < \alpha < 1$). The solution regularity in the Sobolev space is revisited, and new regularity results in the…

数值分析 · 数学 2021-06-08 Hao Luo , Xiaoping Xie

We present the validation of a recent fractional mathematical model for erythrocyte sedimentation proposed by Sharma et al. \cite{GMR}. The model uses a Caputo fractional derivative to build a time fractional diffusion equation suitable to…

组织与器官 · 定量生物学 2018-02-14 J. Vanterler da C. Sousa , Magun N. N. dos Santos , L. A. Magna , E. Capelas de Oliveira

We propose a probabilistic construction for the solution of a general class of fractional high order heat-type equations in the one-dimensional case, by using a sequence of random walks in the complex plane with a suitable scaling. A time…

概率论 · 数学 2017-10-11 Stefano Bonaccorsi , Mirko D'Ovidio , Sonia Mazzucchi

The time fractional diffusion equation is obtained from the standard diffusion equation by replacing the first-order time derivative with a fractional derivative of order $\beta \in (0,1)$. The fundamental solution for the Cauchy problem is…

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