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The aim of this study to investigate the existence of solutions for the following nonlocal integral boundary value problem of Caputo type fractional differential inclusions. To achieve our goals, we take advantage of fixed point theorems…
In this paper, we propose a novel machine learning method based on adaptive tensor neural network subspace to solve linear time-fractional diffusion-wave equations and nonlinear time-fractional partial integro-differential equations. In…
We explain how the invariant subspace method can be extended to a scalar and coupled system of time-space fractional partial differential equations. The effectiveness and applicability of the method have been illustrated through time-space…
The solution of a Caputo time fractional diffusion equation of order $0<\alpha<1$ is expressed in terms of the solution of a corresponding integer order diffusion equation. We demonstrate a linear time mapping between these solutions that…
The Black-Scholes (B-S) equation has been recently extended as a kind of tempered time-fractional B-S equations, which becomes an interesting mathematical model in option pricing. In this study, we provide a fast numerical method to…
As we are aware, various types of methods have been proposed to approximate the Caputo fractional derivative numerically. A common challenge of the methods is the non-local property of the Caputo fractional derivative which leads to the…
We introduce a high-order numerical scheme for fractional ordinary differential equations with the Caputo derivative. The method is developed by dividing the domain into a number of subintervals, and applying the quadratic interpolation on…
For terminal value problems of fractional differential equations of order $\alpha \in (0,1)$ that use Caputo derivatives, shooting methods are a well developed and investigated approach. Based on recently established analytic properties of…
In this article we present robust, efficient and accurate fully implicit time-stepping schemes and nonlinear solvers for systems of reaction-diffusion equations. The applications of reaction-diffusion systems is abundant in the literature,…
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…
Lie group method provides an efficient tool to solve a differential equation. This paper suggests a fractional partner for fractional partial differential equations using a fractional characteristic method. A space-time fractional diffusion…
Weighted averaged finite difference methods for solving fractional diffusion equations are discussed and different formulae of the discretization of the Riemann-Liouville derivative are considered. The stability analysis of the different…
We present a stochastic method for efficiently computing the solution of time-fractional partial differential equations (fPDEs) that model anomalous diffusion problems of the subdiffusive type. After discretizing the fPDE in space, the…
We present an exponentially convergent numerical method to approximate the solution of the Cauchy problem for the inhomogeneous fractional differential equation with an unbounded operator coefficient and Caputo fractional derivative in…
In this article, we propose an exponential B-spline collocation method to approximate the solution of the fractional sub-diffusion equation of Caputo type. The present method is generated by use of the Gorenflo-Mainardi-Moretti-Paradisi…
We develop a recursive approach for deriving closed-form solutions to both conditional and unconditional moments of affine jump diffusions with state-independent jump intensities. Using these moment solutions, we construct closed-form…
In this paper, we propose a novel numerical scheme for solving time-fractional reaction-diffusion problems with Robin boundary conditions, where the time derivative is in the Caputo sense of order $\alpha\in(0,1)$. The existence and…
A method for the numerical solution of variable order (VO) fractional differential equations (FDE) is presented. The method applies to linear as well as to nonlinear VO-FDEs. The Caputo type VO fractional derivative is employed. First, an…
In the recent literature, the g-subdiffusion equation involving Caputo fractional derivatives with respect to another function has been studied in relation to anomalous diffusions with a continuous transition between different subdiffusive…
We present a method to solve fractional optimal control problems, where the dynamic depends on integer and Caputo fractional derivatives. Our approach consists to approximate the initial fractional order problem with a new one that involves…