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We propose a novel Caputo fractional derivative-based optimization algorithm. Upon defining the Caputo fractional gradient with respect to the Cartesian coordinate, we present a generic Caputo fractional gradient descent (CFGD) method. We…

最优化与控制 · 数学 2021-04-07 Yeonjong Shin , Jérôme Darbon , George Em Karniadakis

Monotone finite difference methods provide stable convergent discretizations of a class of degenerate elliptic and parabolic Partial Differential Equations (PDEs). These methods are best suited to regular rectangular grids, which leads to…

数值分析 · 数学 2015-11-19 Adam M. Oberman , Ian Zwiers

This article introduces the Generalized Fourier Series (GFS), a novel spectral method that extends the clas- sical Fourier series to non-periodic functions. GFS addresses key challenges such as the Gibbs phenomenon and poor convergence in…

数值分析 · 数学 2025-10-17 Narsimha Reddy Rapakaa , Mohamed Kamel Riahi

In this paper, we develop a fully discrete Galerkin method for solving initial value fractional integro-differential equations(FIDEs). We consider Generalized Jacobi polynomials(GJPs) with indexes corresponding to the number of homogeneous…

数值分析 · 数学 2015-01-13 P. Mokhtary

There has recently been considerable interest in using a nonstandard piecewise approximation to formulate fractional order differential equations as difference equations that describe the same dynamical behaviour and are more amenable to a…

数值分析 · 数学 2016-05-09 Christopher N Angstmann , Bruce I Henry , Anna V McGann

In this work, we propose a generalized, second-order, nonstandard finite difference (NSFD) method for non-autonomous dynamical systems. The proposed method combines the NSFD framework with a new non-local approximation of the right-hand…

数值分析 · 数学 2025-10-07 Manh Tuan Hoang , Matthias Ehrhardt

The main objective of this paper is to introduce an algorithm for solving fractional and classical differential equations based on a new generalized fractional power series. The algorithm relies on expanding the solution of an FDE or an ODE…

综合数学 · 数学 2024-06-26 Youness Assebbane , Mohamed Echchehira , Mohamed Bouaouid , Mustapha Atraoui

The Finite-Difference Time-Domain (FDTD) method is a well-known technique for the analysis of quantum devices. It solves a discretized Schrodinger equation in an explicitly iterative process. However, the method requires the spatial grid…

量子物理 · 物理学 2012-12-05 Frederick Ira Moxley , Weizhong Dai

The main contribution of this work is to construct and analyze stable and high order schemes to efficiently solve the two-dimensional time Caputo-Fabrizio fractional diffusion equation. Based on a third-order finite difference method in…

数值分析 · 数学 2020-08-24 Fan Yu , Minghua Chen

We introduce an efficient and accurate staggered-grid finite-difference (SGFD) method to solve the two-dimensional elastic wave equation. We use a coupled first-order stress-velocity formulation. In the standard implementation of SGFD…

数值分析 · 数学 2020-12-15 Wenquan Liang , Yanfei Wang , Ursula Iturrarán-Viveros

The generalised Gegenbauer functions of fractional degree (GGF-Fs), denoted by ${}^{r\!}G^{(\lambda)}_\nu(x)$ (right GGF-Fs) and ${}^{l}G^{(\lambda)}_\nu(x)$ (left GGF-Fs) with $x\in (-1,1),$ $\lambda>-1/2$ and real $\nu\ge 0,$ are special…

数值分析 · 数学 2020-06-02 Wenjie Liu , Li-Lian Wang

Advances in deep learning have enabled physics-informed neural networks to solve partial differential equations. Numerical differentiation using the finite-difference (FD) method is efficient in physics-constrained designs, even in…

机器学习 · 计算机科学 2024-12-02 Yiye Zou , Tianyu Li , Lin Lu , Jingyu Wang , Shufan Zou , Laiping Zhang , Xiaogang Deng

We introduce generalised finite difference methods for solving fully nonlinear elliptic partial differential equations. Methods are based on piecewise Cartesian meshes augmented by additional points along the boundary. This allows for…

数值分析 · 数学 2017-06-26 Brittany D. Froese , Tiago Salvador

In this paper, a non-polynomial spectral Petrov-Galerkin method and associated collocation method for substantial fractional differential equations (FDEs) are proposed, analyzed, and tested. We extend a class of generalized Laguerre…

数值分析 · 数学 2014-08-27 Can Huang , Qingshuo Song , Zhimin Zhang

We introduce a method which provides accurate numerical solutions to fractional-in-time partial differential equations posed on $[0,T] \times \Omega$ with $\Omega \subset \mathbb{R}^d$ without the excessive memory requirements associated…

数值分析 · 数学 2023-10-12 Timon S. Gutleb , José A. Carrillo

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…

数值分析 · 数学 2024-02-27 Nicolas L. Guidotti , Juan Acebrón , José Monteiro

The Fractional Diffusion Equation (FDE) is a mathematical model that describes anomalous transport phenomena characterized by non-local and long-range dependencies which deviate from the traditional behavior of diffusion. Solving this…

数值分析 · 数学 2023-11-14 Mohammad Partohaghighi , Emmanuel Asante-Asamani , Olaniyi S. Iyiola

Finite Difference methods (FD) are one of the oldest and simplest methods for solving partial differential equations (PDE). Block Finite Difference methods (BFD) are FD methods in which the domain is divided into blocks, or cells,…

数值分析 · 数学 2024-07-08 Adi Ditkowski , Anne Le Blanc , Chi-Wang Shu

Finite Difference methods (FD) are one of the oldest and simplest methods for solving partial differential equations (PDE). Block Finite Difference methods (BFD) are FD methods in which the domain is divided into blocks, or cells,…

数值分析 · 数学 2024-05-21 Adi Ditkowski , Anne Le Blanc , Chi-Wang Shu

Simulation of 3D low-frequency electromagnetic fields propagating in the Earth is computationally expensive. We present a fictitious wave domain high-order finite-difference time-domain (FDTD) modelling method on nonuniform grids to compute…

数值分析 · 数学 2023-02-13 Pengliang Yang , Rune Mittet