Well-Posedness of Parabolic Differential and Difference Equations with the Fractional Differential Operator

Well-posedness of parabolic differential and difference equations

The stable difference scheme for the approximate solution of the initial value problem ( ) ( ) ( ) ( ) 1 2 , t du t D u t Au t f t dt + + = ( ) 0 1, 0 0 t u < < = for the differential equation in a Banach space E with the strongly positive operator A and fractional operator 1 2 t D is presented. The well-posedness of the difference scheme in difference analogues of spaces of smooth functions is...

Nonlocal Boundary Value Problems for Elliptic-Parabolic Differential and Difference Equations

The abstract nonlocal boundary value problem −d2u t /dt2 Au t g t , 0 < t < 1, du t /dt − Au t f t , 1 < t < 0, u 1 u −1 μ for differential equations in a Hilbert space H with the self-adjoint positive definite operator A is considered. The well-posedness of this problem in Hölder spaces with a weight is established. The coercivity inequalities for the solution of boundary value problems for el...

WELL- POSEDNESS OF THE ROTHE DIFFERENCE SCHEME FOR REVERSE PARABOLIC EQUATIONS

APPROXIMATION OF STOCHASTIC PARABOLIC DIFFERENTIAL EQUATIONS WITH TWO DIFFERENT FINITE DIFFERENCE SCHEMES

We focus on the use of two stable and accurate explicit finite difference schemes in order to approximate the solution of stochastic partial differential equations of It¨o type, in particular, parabolic equations. The main properties of these deterministic difference methods, i.e., convergence, consistency, and stability, are separately developed for the stochastic cases.

The new implicit finite difference scheme for two-sided space-time fractional partial differential equation

Fractional order partial differential equations are generalizations of classical partial differential equations. Increasingly, these models are used in applications such as fluid flow, finance and others. In this paper we examine some practical numerical methods to solve a class of initial- boundary value fractional partial differential equations with variable coefficients on a finite domain. S...