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The numerical analysis of time fractional evolution equations with the second-order elliptic operator including general time-space dependent variable coefficients is challenging, especially when the classical weak initial singularities are taken into account. In this paper, we introduce a concise technique to construct efficient time-stepping schemes with variable time step sizes for two-dimensional time fractional sub-diffusion and diffusion-wave equations with general time-space dependent variable coefficients. By means of the novel technique, the nonuniform Alikhanov type schemes are constructed and analyzed for the sub-diffusion and diffusion-wave problems. For the diffusion-wave problem, our scheme is constructed by employing the recently established symmetric fractional-order reduction (SFOR) method. The unconditional stability of proposed schemes is rigorously discussed under mild assumptions on variable coefficients and, based on reasonable regularity assumptions and weak time mesh restrictions, the second-order convergence is obtained with respect to discrete $H^1$-norm. Numerical experiments are given to demonstrate the theoretical statements.

We introduce a symmetric fractional-order reduction (SFOR) method to construct numerical algorithms on general nonuniform temporal meshes for semilinear fractional diffusion-wave equations. By using the novel order reduction method, the governing problem is transformed to an equivalent coupled system, where the explicit orders of time-fractional derivatives involved are all $\alpha/2$ $(1<\alpha<2)$. The linearized L1 scheme and Alikhanov scheme are then proposed on general time meshes. Under some reasonable regularity assumptions and weak restrictions on meshes, the optimal convergence is derived for the two kinds of difference schemes by $H^2$ energy method. An adaptive time stepping strategy which based on the (fast linearized) L1 and Alikhanov algorithms is designed for the semilinear diffusion-wave equations. Numerical examples are provided to confirm the accuracy and efficiency of proposed algorithms.

We study exponential stability for a kind of neural networks having time-varying delay. By extending the auxiliary function-based integral inequality, a novel integral inequality is derived by using weighted orthogonal functions of which one is discontinuous. Then, the new inequality is applied to investigate the exponential stability of time-delay neural networks via Lyapunov-Krasovskii functional (LKF) method. Numerical examples are given to verify the advantages of the proposed criterion., Comment: 22 pages, 2 figures

In this paper, a second order finite difference scheme is investigated for time-dependent one-side space fractional diffusion equations with variable coefficients. The existing schemes for the equation with variable coefficients have temporal convergence rate no better than second order and spatial convergence rate no better than first order, theoretically. In the presented scheme, the Crank-Nicolson temporal discretization and a second-order weighted-and-shifted Gr\"unwald-Letnikov spatial discretization are employed. Theoretically, the unconditional stability and the second-order convergence in time and space of the proposed scheme are established under some conditions on the diffusion coefficients. Moreover, a Toeplitz preconditioner is proposed for linear systems arising from the proposed scheme. The condition number of the preconditioned matrix is proven to be bounded by a constant independent of the discretization step-sizes so that the Krylov subspace solver for the preconditioned linear systems converges linearly. Numerical results are reported to show the convergence rate and the efficiency of the proposed scheme.

We consider difference schemes for nonlinear time fractional Klein-Gordon type equations in this paper. A linearized scheme is proposed to solve the problem. As a result, iterative method need not be employed. One of the main difficulties for the analysis is that certain weight averages of the approximated solutions are considered in the discretization and standard energy estimates cannot be applied directly. By introducing a new grid function, which further approximates the solution, and using ideas in some recent studies, we show that the method converges with second-order accuracy in time.

We study a second order scheme for spatial fractional differential equations with variable coefficients. Previous results mainly concentrate on equations with diffusion coefficients that are proportional to each other. In this paper, by further study on the generating function of the discretization matrix, second order convergence of the scheme is proved for diffusion coefficients satisfying a certain condition but are not necessary to be proportional. The theoretical results are justified by numerical tests.

Based on our recent results, in this paper, a compact finite difference scheme is derived for a time fractional differential equation subject to the Neumann boundary conditions. The proposed scheme is second order accurate in time and fourth order accurate in space. In addition, a high order alternating direction implicit (ADI) scheme is also constructed for the two-dimensional case. Stability and convergence of the schemes are analyzed using their matrix forms., Comment: 18 pages, 2 figures

In this paper, a compact alternating direction implicit (ADI) finite difference scheme for the two-dimensional time fractional diffusion-wave equation is developed, with temporal and spatial accuracy order equal to two and four respectively. The second order accuracy in the time direction has not been achieved in previous studies., Comment: 10 pages, 1 figure

In this paper, compact finite difference schemes for the modified anomalous fractional sub-diffusion equation and fractional diffusion-wave equation are studied. Schemes proposed previously can at most achieve temporal accuracy of order which depends on the order of fractional derivatives in the equations and is usually less than two. Based on the idea of weighted and shifted Grunwald difference operator, we establish schemes with temporal and spatial accuracy order equal to two and four respectively., Comment: 20 pages, 1 figures