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This paper provides a finite difference discretization for the backward Feynman-Kac equation, governing the distribution of functionals of the path for a particle undergoing both reaction and diffusion [Hou and Deng, J. Phys. A: Math.…

Numerical Analysis · Mathematics 2019-11-01 Daxin Nie , Jing Sun , Weihua Deng

Based on the weighted and shifted Gr\"{u}nwald difference (WSGD) operators [24], we further construct the compact finite difference discretizations for the fractional operators. Then the discretization schemes are used to approximate the…

Numerical Analysis · Mathematics 2014-01-30 Han Zhou , WenYi Tian , Weihua Deng

This paper presents a novel First Order Plus Fractional Diffusive Delay (FOPFDD) model, capable of modeling delay dominant systems with high accuracy. The novelty of the FOPFDD is the Fractional Diffusive Delay (FDD) term, an exponential…

Systems and Control · Electrical Eng. & Systems 2021-11-01 Jasper Juchem , Amélie Chevalier , Kevin Dekemele , Mia Loccufier

In this paper the chaos persistence in a class of discontinuous dynamical systems of fractional-order is analyzed. To that end, the Initial Value Problem is first transformed, by using the Filippov regularization [1], into a set-valued…

Chaotic Dynamics · Physics 2011-03-08 Marius-F. Danca

A numerical scheme is presented for approximating fractional order Poisson problems in two and three dimensions. The scheme is based on reformulating the original problem posed over $\Omega$ on the extruded domain…

Numerical Analysis · Mathematics 2019-05-27 Mark Ainsworth , Christian Glusa

In a fractional Cauchy problem, the usual first order time derivative is replaced by a fractional derivative. The fractional derivative models time delays in a diffusion process. The order of the fractional derivative can be distributed…

Probability · Mathematics 2011-10-14 Mark M. Meerschaert , Erkan Nane , Palaniappan Vellaisamy

The work presents integral solutions of the fractional subdiffusion equation by an integral method, as an alternative approach to the solutions employing hypergeometric functions. The integral solution suggests a preliminary defined profile…

Mathematical Physics · Physics 2011-03-09 Jordan Hristov

A method is presented for the numerical solution of optimal boundary control problems governed by parabolic partial differential equations. The continuous space-time optimal control problem is transcribed into a sparse nonlinear programming…

Optimization and Control · Mathematics 2026-03-17 Alexander M. Davies , Sara Pollock , Miriam E. Dennis , Anil V. Rao

In recent years, the theory for Leibniz integral rule in the fractional sense has not been able to get substantial development. As an urgent problem to be solved, we study a Leibniz integral rule for Riemann-Liouville and Caputo type…

Classical Analysis and ODEs · Mathematics 2020-12-22 Ismail T. Huseynov , Arzu Ahmadova , Nazim I. Mahmudov

This paper is concerned with the designing, analyzing and implementing linear and nonlinear discretization scheme for the distributed optimal control problem (OCP) with the Cahn-Hilliard (CH) equation as constrained. We propose three…

Optimization and Control · Mathematics 2023-07-19 Gobinda Garai , Bankim C. Mandal

In this paper, we are concerned with the numerical solution for the two-dimensional time fractional Fokker-Planck equation with tempered fractional derivative of order $\alpha$. Although some of its variants are considered in many recent…

Numerical Analysis · Mathematics 2022-06-09 Can Wang , Weihua Deng , Xiangong Tang

Distributed order fractional operators offer a rigorous tool for mathematical modelling of multi-physics phenomena, where the differential orders are distributed over a range of values rather than being just a fixed integer/fraction as it…

Numerical Analysis · Mathematics 2016-05-02 Ehsan Kharazmi , Mohsen Zayernouri , George Em Karniadakis

In this paper, we develop two fast implicit difference schemes for solving a class of variable-coefficient time-space fractional diffusion equations with integral fractional Laplacian (IFL). The proposed schemes utilize the graded $L1$…

Numerical Analysis · Mathematics 2021-07-26 Xian-Ming Gu , Hai-Wei Sun , Yanzhi Zhang , Yong-Liang Zhao

In fractional calculus there are two approaches to obtain fractional derivatives. The first approach is by iterating the integral and then defining a fractional order by using Cauchy formula to obtain Riemann fractional integrals and…

Dynamical Systems · Mathematics 2012-10-02 Thabet Abdeljawad , Dumitru Baleanu , Fahd Jarad , Ravi Agarwal

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…

Numerical Analysis · Mathematics 2016-05-09 Christopher N Angstmann , Bruce I Henry , Anna V McGann

The purpose of this work is the development of space-time discretization schemes for phase-field optimal control problems. First, a time discretization of the forward problem is derived using a discontinuous Galerkin formulation. Here, a…

Optimization and Control · Mathematics 2022-03-24 Denis Khimin , Marc C. Steinbach , Thomas Wick

The article is dedicated towards the study of fractional order non-linear differential systems with non-instantaneous impulses involving Riemann-Liouville derivatives with fixed lower limit and appropriate integral type initial conditions…

Optimization and Control · Mathematics 2021-12-15 Lavina Sahijwani , N. Sukavanam , Abdul Haq

Fractional variational approach has gained much attention in recent years. There are famous fractional derivatives such as Caputo derivative, Riesz derivative and Riemann-Liouville derivative. Several versions of fractional variational…

Mathematical Physics · Physics 2010-06-28 Guo-cheng Wu

Fractional differential equations (FDEs) are an extension of the theory of fractional calculus. However, due to the difficulty in finding analytical solutions, there have not been extensive applications of FDEs until recent decades. With…

Numerical Analysis · Mathematics 2020-07-20 Nirupama Bhattacharya , Gabriel A. Silva

This paper presents an improved Matlab routine, FO_LE, for the numerical computation of Lyapunov exponents of fractional-order systems modeled by Caputo's derivative. It is conceived as an enhanced version of the former FO_Lyapunov and…

Chaotic Dynamics · Physics 2026-04-13 Marius-F. Danca