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In the present article an endeavor is made to solve the variable order fractional diffusion equations using a powerful method viz., Homotopy Analysis method. It is demonstrated how the method can be used while solving approximately two…

General Mathematics · Mathematics 2026-04-16 Vivek Mishra , S. Das

The Laplace transform method for solving of a wide class of initial value problems for fractional differential equations is introduced. The method is based on the Laplace transform of the Mittag-Leffler function in two parameters. To extend…

funct-an · Mathematics 2007-05-23 Igor Podlubny

The method of separation of variables is significant, it has been applied to physics, engineering , chemistry and other fields. It allows to reduce the diffculity of problems by separating the variables from partial differential equation…

General Mathematics · Mathematics 2020-10-14 Ibraheem Otuf

In this paper we present in one-dimensional space a numerical solution of a partial differential equation of fractional order. This equation describes a process of anomalous diffusion. The process arises from the interactions within the…

Numerical Analysis · Mathematics 2007-05-23 Mariusz Ciesielski , Jacek Leszczynski

The main objective of this paper is to study the existence of solutions to some basic fractional difference equations. The tools employed are Krasnosel'skii fixed point theorem which guarantee at least two positive solutions.

Classical Analysis and ODEs · Mathematics 2016-01-08 Deepak B. Pachpatte , Arif S. Bagwan , Amol D. Khandagale

This paper develops a probabilistic numerical method for solution of partial differential equations (PDEs) and studies application of that method to PDE-constrained inverse problems. This approach enables the solution of challenging inverse…

Methodology · Statistics 2017-07-12 Jon Cockayne , Chris Oates , Tim Sullivan , Mark Girolami

In this short article, we state a Hopf type lemma for fractional equations and the outline of its proof. We believe that it will become a powerful tool in applying the method of moving planes on fractional equations to obtain qualitative…

Analysis of PDEs · Mathematics 2017-05-16 Congming Li , Wenxiong Chen

In this paper, we are interested in the study of a problem with fractional derivatives having boundary conditions of integral types. The problem represents a Caputo type advection-diffusion equation where the fractional order derivative…

Numerical Analysis · Mathematics 2021-02-23 Saadoune Brahimi , Ahcene Merad , Adem Kilicman

We present a systematic method to derive an ordinary differential equation for any Feynman integral, where the differentiation is with respect to an external variable. The resulting differential equation is of Fuchsian type. The method can…

High Energy Physics - Phenomenology · Physics 2015-06-12 Stefan Müller-Stach , Stefan Weinzierl , Raphael Zayadeh

We consider the unified transform method, also known as the Fokas method, for solving partial differential equations. We adapt and modify the methodology, incorporating new ideas where necessary, in order to apply it to solve a large class…

Analysis of PDEs · Mathematics 2018-08-28 Arran Fernandez , Dumitru Baleanu , Athanassios S. Fokas

We investigate the properties of some recently developed variable-order differential operators involving order transition functions of exponential type. Since the characterisation of such operators is performed in the Laplace domain it is…

Numerical Analysis · Mathematics 2023-09-19 Roberto Garrappa , Andrea Giusti

A new method that enables easy and convenient discretization of partial differential equations with derivatives of arbitrary real order (so-called fractional derivatives) and delays is presented and illustrated on numerical solution of…

Numerical Analysis · Mathematics 2009-03-06 Igor Podlubny , Aleksei V. Chechkin , Tomas Skovranek , YangQuan Chen , Blas M. Vinagre Jara

We apply general difference calculus in order to obtain solutions to the functional equations of the second order. We show that factorization method can be successfully applied to the functional case. This method is equivariant under the…

Mathematical Physics · Physics 2010-09-01 Tomasz Golinski , Anatol Odzijewicz

Recently, we have proposed a new diffusive representation for fractional derivatives and, based on this representation, suggested an algorithm for their numerical computation. From the construction of the algorithm, it is immediately…

Numerical Analysis · Mathematics 2022-04-12 Kai Diethelm

We propose a probabilistic construction for the solution of a general class of fractional high order heat-type equations in the one-dimensional case, by using a sequence of random walks in the complex plane with a suitable scaling. A time…

Probability · Mathematics 2017-10-11 Stefano Bonaccorsi , Mirko D'Ovidio , Sonia Mazzucchi

In this paper we explain how to use the Fast Fourier Transform (FFT) to solve partial differential equations (PDEs). We start by defining appropriate discrete domains in coordinate and frequency domains. Then describe the main limitation of…

Numerical Analysis · Mathematics 2025-07-31 Daniela Rodriguez-Lara , Ivan Alvarez-Rios , Francisco S. Guzman

The work considers a system of fractional order partial differential equations. The existence and uniqueness theorems for the classical solution of initial-boundary value problems are proved in two cases: 1) the right-hand side of the…

Analysis of PDEs · Mathematics 2024-03-28 Ravshan Ashurov , Oqila Muhiddinova

We study fractional variational problems in terms of a generalized fractional integral with Lagrangians depending on classical derivatives, generalized fractional integrals and derivatives. We obtain necessary optimality conditions for the…

Optimization and Control · Mathematics 2012-05-15 Tatiana Odzijewicz , Agnieszka B. Malinowska , Delfim F. M. Torres

In this paper, we resort to the Laplace transform method in order to show its efficiency when approaching some types of fractional differential equations. In particular, we present some applications of such methods when applied to possible…

Mathematical Physics · Physics 2015-09-09 Fabio G. Rodrigues , Edmundo C. Oliveira

This article analyzes and develops a method to solve fractional ordinary differential equations using the Monte Carlo Method. A numerical simulation is performed for some differential equations, comparing the results with what exists in the…

Numerical Analysis · Mathematics 2021-10-18 Luverci N. Ferreira , Matheus J. Lazo