相关论文: Splitting ADI scheme for fractional Laplacian wave…
In this paper, we first deal with the general fractional derivatives of arbitrary order defined in the Riemann-Liouville sense. In particular, we deduce an explicit form of their null space and prove the second fundamental theorem of…
An implicit finite difference scheme based on the $L2$-$1_{\sigma}$ formula is presented for a class of one-dimensional time fractional reaction-diffusion equations with variable coefficients and time drift term. The unconditional stability…
The second derivative image (SDI) method is widely applied to sharpen dispersive data features in multi-dimensional spectroscopies such as angle resolved photoemission spectroscopy (ARPES). Here, the SDI function is represented in Fourier…
Many physical problems can be described using the integral equations known as Volterra equations. There exists quite a number of analytical methods that can handle these equations for linear cases. For non-linear cases, a numerical scheme…
In this paper we present in one-dimensional space a numerical solution of a partial differential equation of fractional order. This equation describes a process of anomalous diffusion. The process arises from the interactions within the…
An efficient, iterative semi-implicit (SI) numerical method for the time integration of stiff wave systems is presented. Physics-based assumptions are used to derive a convergent iterative formulation of the SI scheme which enables the…
A splitting scheme for backward doubly stochastic differential equations is proposed. The main idea is to decompose a backward doubly stochastic differential equation into a backward stochastic differential equation and a stochastic…
In this paper, we present numerical procedures to compute solutions of partial differential equations posed on fractals. In particular, we consider the strong form of the equation using standard graph Laplacian matrices and also weak forms…
We present a stochastic method for efficiently computing the solution of time-fractional partial differential equations (fPDEs) that model anomalous diffusion problems of the subdiffusive type. After discretizing the fPDE in space, the…
In this article, two kinds of numerical algorithms are derived for the ultra-slow (or superslow) diffusion equation in one and two space dimensions, where the ultra-slow diffusion is characterized by the Caputo-Hadamard fractional…
Reconfigurable intelligent surface (RIS)-assisted terahertz (THz) communication is emerging as a key technology to support ultra-high data rates in future sixth-generation networks. However, the acquisition of accurate channel state…
A fast algorithm (linear in the degrees of freedom) for the solution of linear variable-coefficient rational-order fractional integral and differential equations is described. The approach is related to the ultraspherical method for…
We investigate thin-slit diffraction problems for two-dimensional lattice waves. The peculiar structure allows us to consider the problems on the semi-infinite triangular lattice, consequently, we study Dirichlet problems for the…
In this paper, we develop fast procedures for solving linear systems arising from discretization of ordinary and partial differential equations with Caputo fractional derivative w.r.t time variable. First, we consider a finite difference…
The fractional Fokker-Planck system with multiple internal states is derived in [Xu and Deng, Math. Model. Nat. Phenom., $\mathbf{13}$, 10 (2018)], where the space derivative is Laplace operator. If the jump length distribution of the…
The low-rank alternating direction implicit (ADI) method is an efficient and effective solver for large-scale standard continuous-time algebraic Riccati equations that admit low-rank solutions. However, the existing low-rank ADI algorithm…
This paper presents a novel method that allows to generalise the use of the Adam-Bashforth to Partial Differential Equations with local and non local operator. The Method derives a two step Adam-Bashforth numerical scheme in Laplace space…
High order discretization schemes play more important role in fractional operators than classical ones. This is because usually for classical derivatives the stencil for high order discretization schemes is wider than low order ones; but…
The purpose of the current work is to find numerical solutions of the steady state inhomogeneous Vlasov equation. This problem has a wide range of applications in the kinetic simulation of non-thermal plasmas. However, the direct…
This paper is concerned with the adaptation of alternating direction implicit (ADI) time discretization schemes for the numerical solution of partial integro-differential equations (PIDEs) with application to the Bates model in finance.…