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We develop proper correction formulas at the starting $k-1$ steps to restore the desired $k^{rm th}$-order convergence rate of the $k$-step BDF convolution quadrature for discretizing evolution equations involving a fractional-order derivative in time. The desired $k^{rm th}$-order convergence rate can be achieved even if the source term is not compatible with the initial data, which is allowed to be nonsmooth. We provide complete error estimates for the subdiffusion case $alphain (0,1)$, and sketch the proof for the diffusion-wave case $alphain(1,2)$. Extensive numerical examples are provided to illustrate the effectiveness of the proposed scheme.
In this paper, we propose third-order semi-discretized schemes in space based on the tempered weighted and shifted Grunwald difference (tempered-WSGD) operators for the tempered fractional diffusion equation. We also show stability and convergence an
In mathematical physics, the space-fractional diffusion equations are of particular interest in the studies of physical phenomena modelled by L{e}vy processes, which are sometimes called super-diffusion equations. In this article, we develop the diff
This article aims to develop a direct numerical approach to solve the space-fractional partial differential equations (PDEs) based on a new differential quadrature (DQ) technique. The fractional derivatives are approximated by the weighted linear com
We investigate the quality of space approximation of a class of stochastic integral equations of convolution type with Gaussian noise. Such equations arise, for example, when considering mild solutions of stochastic fractional order partial different
We introduce a high-order numerical scheme for fractional ordinary differential equations with the Caputo derivative. The method is developed by dividing the domain into a number of subintervals, and applying the quadratic interpolation on each subin