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The differentiation by integration method with Jacobi polynomials was originally introduced by Mboup, Join and Fliess. This paper generalizes this method from the integer order to the fractional order for estimating the fractional order…

Numerical Analysis · Mathematics 2012-09-07 Da-Yan Liu , Olivier Gibaru , Wilfrid Perruquetti , Taous-Meriem Laleg-Kirati

The modulating functions method has been used for the identification of linear and nonlinear systems. In this paper, we generalize this method to the on-line identification of fractional order systems based on the Riemann-Liouville…

Numerical Analysis · Mathematics 2013-03-18 Da-Yan Liu , Taous-Meriem Laleg-Kirati , Olivier Gibaru , Wilfrid Perruquetti

We introduce a new numerical method, based on Bernoulli polynomials, for solving multiterm variable-order fractional differential equations. The variable-order fractional derivative was considered in the Caputo sense, while the…

Numerical Analysis · Mathematics 2021-11-18 Somayeh Nemati , Pedro M. Lima , Delfim F. M. Torres

In this paper, the numerical differentiation by integration method based on Jacobi polynomials originally introduced by Mboup, Fliess and Join is revisited in the central case where the used integration window is centered. Such method based…

Numerical Analysis · Mathematics 2011-03-04 Da-Yan Liu , Olivier Gibaru , Wilfrid Perruquetti

In this paper, we consider some aspects of the numerical analysis of the mathematical model of fractional Duffing with a derivative of variable fractional order of the Riemann-Liouville type. Using numerical methods: an explicit…

Numerical Analysis · Mathematics 2022-07-06 Valentine Kim , Roman Parovik

\noindent{\bf Abstract} We establish the long-time asymptotic formula of solutions to the $(1+\alpha)$--order fractional differential equation ${}_{0}^{\>i}{\cal O}_{t}^{1+\alpha}x+a(t)x=0$, $t>0$, under some simple restrictions on the…

Mathematical Physics · Physics 2010-10-25 Dumitru Baleanu , Octavian G. Mustafa , Ravi P. Agarwal

We consider a nonlinear parabolic equation of fractional order in space and propose its numerical discretization. The fractional derivative is defined through a functional analytic setting, rather than the traditional definition of…

Numerical Analysis · Mathematics 2026-03-31 Chien-Hong Cho , Hisashi Okamoto

We obtain approximation formulas for fractional integrals and derivatives of Riemann-Liouville and Marchaud types with a variable fractional order. The approximations involve integer-order derivatives only. An estimation for the error is…

Classical Analysis and ODEs · Mathematics 2013-10-29 Ricardo Almeida , Delfim F. M. Torres

We present a computationally efficient algorithm for stable numerical differentiation from noisy, uniformly-sampled data on a bounded interval. The method combines multi-interval Fourier extension approximations with an adaptive domain…

Numerical Analysis · Mathematics 2025-08-29 Zhenyu Zhao , Yanfei Wang , Xinran Liu

Two approximations, derived from continuous expansions of Riemann-Liouville fractional derivatives into series involving integer order derivatives, are studied. Using those series, one can formally transform any problem that contains…

Optimization and Control · Mathematics 2013-05-10 Shakoor Pooseh , Ricardo Almeida , Delfim F. M. Torres

In this paper, we study a fractional-order variant of the asymptotical regularization method, called {\it Fractional Asymptotical Regularization (FAR)}, for solving linear ill-posed operator equations in a Hilbert space setting. We assign…

Numerical Analysis · Mathematics 2019-07-16 Ye Zhang , Bernd Hofmann

Identification of fractional order systems is considered from an algebraic point of view. It allows for a simultaneous estimation of model parameters and fractional (or integer) orders from input and output data. It is exact in that no…

Optimization and Control · Mathematics 2013-02-19 Nicole Gehring , Joachim Rudolph

As the conclusion of a line of investigation undertaken in two previous papers, we compute asymptotic frequencies for the values taken by numerators of differences of consecutive Farey fractions with denominators restricted to lie in…

Number Theory · Mathematics 2009-07-02 Dmitry A. Badziahin , Alan K. Haynes

This article analysis differential equations which represents damped and fractional oscillators. First, it is shown that prior to using physical quantities in fractional calculus, it is imperative that they are turned dimensionless.…

In this paper we propose an algorithm for the numerical solution of arbitrary differential equations of fractional order. The algorithm is obtained by using the following decomposition of the differential equation into a system of…

Numerical Analysis · Mathematics 2025-10-20 Leszczynski Jacek , Ciesielski Mariusz

In this paper, two kinds of high-order compact finite difference schemes for second-order derivative are developed. Then a second-order numerical scheme for Riemann-Liouvile derivative is established based on fractional center difference…

Numerical Analysis · Mathematics 2016-11-22 Hengfei Ding , Changpin Li

There are many functions which are continuous everywhere but not differentiable at some points, like in physical systems of ECG, EEG plots, and cracks pattern and for several other phenomena. Using classical calculus those functions cannot…

Classical Analysis and ODEs · Mathematics 2015-05-26 Uttam Ghosh , Srijan Sengupta , Susmita Sarkar , Shantanu Das

We introduce the linear operators of fractional integration and fractional differentiation in the framework of the Riemann-Liouville fractional calculus. Particular attention is devoted to the technique of Laplace transforms for treating…

Mathematical Physics · Physics 2008-05-27 Rudolf Gorenflo , Francesco Mainardi

We consider a higher-order Milstein scheme for stochastic partial differential equations with trace class noise which fulfill a certain commutativity condition. A novel technique to generally improve the order of convergence of Taylor…

Numerical Analysis · Mathematics 2018-08-15 Claudine Leonhard , Andreas Rößler

Diffusive representations of fractional differential and integral operators can provide a convenient means to construct efficient numerical algorithms for their approximate evaluation. In the current literature, many different variants of…

Numerical Analysis · Mathematics 2024-07-15 Kai Diethelm
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