A robust scheme for Caputo variable-order time-fractional diffusion-type equations

K Sadri, K Hosseini, D Baleanu, S Salahshour… - Journal of Thermal …, 2023 - Springer
The focus of this work is to construct a pseudo-operational Jacobi collocation scheme for
numerically solving the Caputo variable-order time-fractional diffusion-type equations with …

Finite difference schemes for the fourth‐order parabolic equations with different boundary value conditions

X Lu, GH Gao, ZZ Sun - Numerical Methods for Partial …, 2023 - Wiley Online Library
In this paper, the fourth‐order parabolic equations with different boundary value conditions
are studied. Six kinds of boundary value conditions are proposed. Several numerical …

A fast and high-order localized meshless method for fourth-order time-fractional diffusion equations

Y Cao, Z Tan - Communications in Nonlinear Science and Numerical …, 2025 - Elsevier
This paper develops a localized meshless collocation technique for solving the two-
dimensional (2D) fourth-order diffusion equation with the Caputo time-fractional derivative of …

Numerical simulation for a multidimensional fourth-order nonlinear fractional subdiffusion model with time delay

S Nandal, MA Zaky, RH De Staelen, AS Hendy - Mathematics, 2021 - mdpi.com
The purpose of this paper is to develop a numerical scheme for the two-dimensional fourth-
order fractional subdiffusion equation with variable coefficients and delay. Using the L 2− 1 σ …

The compact difference approach for the fourth‐order parabolic equations with the first Neumann boundary value conditions

G Gao, Y Huang, ZZ Sun - Mathematical Methods in the …, 2023 - Wiley Online Library
In this paper, the fourth‐order parabolic equation with the first Neumann boundary value
conditions is concerned, where the values of the first and second spatial derivatives of the …

A Crank–Nicolson Compact Difference Method for Time-Fractional Damped Plate Vibration Equations

C Wu, C Wei, Z Yin, A Zhu - Axioms, 2022 - mdpi.com
This paper discusses the Crank–Nicolson compact difference method for the time-fractional
damped plate vibration problems. For the time-fractional damped plate vibration equations …

An operator splitting method for multi-asset options with the Feynman-Kac formula

J Cho, D Yang, Y Kim, S Lee - Computers & Mathematics with Applications, 2023 - Elsevier
In this paper, we propose an unconditionally stable numerical technique for a multi-
dimensional Black-Scholes equation to price an option with high accuracy. The proposed …