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We introduce a notion of fractional (noninteger order) derivative on an arbitrary nonempty closed subset of the real numbers (on a time scale). Main properties of the new operator are proved and several illustrative examples given.

Classical Analysis and ODEs · Mathematics 2016-09-06 Benaoumeur Bayour , Delfim F. M. Torres

In the following document, we present a way to obtain the order of convergence of the Fractional Newton-Raphson (F N-R) method, which seems to have an order of convergence at least linearly for the case in which the order $\alpha$ of the…

Numerical Analysis · Mathematics 2024-03-27 A. Torres-Hernandez , F. Brambila-Paz , U. Iturrarán-Viveros , R. Caballero-Cruz

In this paper, given a certain regularity of a function $v$, we derive an explicit formula relating the order $\nu_0\in(0,1)$ of the leading fractional derivative in a fractional differential operator $\mathbf{D_t}$ with the variable…

Analysis of PDEs · Mathematics 2026-03-26 Vasyl Semenov , Nataliya Vasylyeva

The concept of fractional order derivative can be found in extensive range of many different subject areas. For this reason, the concept of fractional order derivative should be examined. After giving different methods mostly used in…

General Mathematics · Mathematics 2013-06-25 Ali Karci

In mathematical modeling of the non-squared frequency-dependent diffusions, also known as the anomalous diffusions, it is desirable to have a positive real Fourier transform for the time derivative of arbitrary fractional or odd integer…

Computational Engineering, Finance, and Science · Computer Science 2007-05-23 W Chen

Determining the unknown order of the fractional derivative in differential equations simulating various processes is an important task of modern applied mathematics. In the last decade, this problem has been actively studied by specialists.…

Analysis of PDEs · Mathematics 2024-12-02 Shavkat Alimov , Ravshan Ashurov

We deal with the higher-order fractional Laplacians by two methods: the integral method and the system method. The former depends on the integral equation equivalent to the differential equation. The latter works directly on the…

Analysis of PDEs · Mathematics 2018-02-07 Ran Zhuo , Yan Li

A fractional Adomian decomposition method for fractional nonlinear differential equations is proposed. The iteration procedure is based on Jumarie's fractional derivative. An example is given to elucidate the solution procedure, and the…

Mathematical Physics · Physics 2013-04-25 Guo-cheng Wu , Ji-Huan He

In this paper we describe a method to solve the linear non-homogeneous fractional differential equations (FDE), composed with Jumarie type Fractional Derivative, and describe this method developed by us, to find out Particular Integrals,…

Classical Analysis and ODEs · Mathematics 2016-03-14 Uttam Ghosh , Susmita Sarkar , Shantanu Das

A one dimensional fractional diffusion model with the Riemann-Liouville fractional derivative is studied. First, a second order discretization for this derivative is presented and then an unconditionally stable weighted average finite…

Numerical Analysis · Mathematics 2011-09-13 Ercília Sousa , Can Li

This paper is devoted to studying the first-order variational analysis of non-convex and non-differentiable functions that may not be subdifferentially regular. To achieve this goal, we entirely rely on two concepts of directional…

Optimization and Control · Mathematics 2022-04-22 Ashkan Mohammadi

We use the displacement operator to derive an infinite series of integer order derivatives for the Gr\"{u}nwald-Letnikov fractional derivative and show its correspondence to the Riemann-Liouville and Caputo fractional derivatives. We…

Numerical Analysis · Mathematics 2018-01-12 Anastasia Gladkina , Gavriil Shchedrin , U. Al Khawaja , Lincoln D. Carr

In this paper we deal with a second order multidimensional fractional differential operator. We consider a case where the leading term represented by the uniformly elliptic operator and the final term is the Kipriyanov operator of…

Functional Analysis · Mathematics 2020-02-06 M. V. Kukushkin

Numerical causal derivative estimators from noisy data are essential for real time applications especially for control applications or fluid simulation so as to address the new paradigms in solid modeling and video compression. By using an…

Numerical Analysis · Mathematics 2011-06-14 Da-Yan Liu , Olivier Gibaru , Wilfrid Perruquetti

In this paper, we present a scheme for uncovering hidden chaotic attrac- tors in nonlinear autonomous systems of fractional order. The stability of equilibria of fractional-order systems is analyzed. The underlying initial value problem is…

Chaotic Dynamics · Physics 2018-05-01 Marius-F. Danca

We propose a third-order numerical integrator based on the Neumann series and the Filon quadrature, designed mainly for highly oscillatory partial differential equations. The method can be applied to equations that exhibit small or moderate…

Numerical Analysis · Mathematics 2024-06-21 Rafał Perczyński , Grzegorz Madejski

We derive an asymptotic expansion for the quadratic variation of a stochastic process satisfying a stochastic differential equation driven by a fractional Brownian motion, based on the theory of asymptotic expansion of Skorohod integrals…

Probability · Mathematics 2022-06-02 Hayate Yamagishi , Nakahiro Yoshida

We study asymptotic error distributions associated with standard approximation scheme for one-dimensional stochastic differential equations driven by fractional Brownian motions. This problem was studied by, for instance, Gradinaru-Nourdin…

Probability · Mathematics 2019-11-27 Shigeki Aida , Nobuaki Naganuma

This study investigates the use of fractional order differential models to simulate the dynamic response of non-homogeneous discrete systems and to achieve efficient and accurate model order reduction. The traditional integer order approach…

Numerical Analysis · Mathematics 2016-12-22 John P. Hollkamp , Mihir Sen , Fabio Semperlotti

We devise a three-parameter random search strategy to obtain accurate estimates of the large-coupling amplitude and exponent of an observable from its divergent Taylor expansion, known to some desired order. The endeavor exploits the power…

Computational Physics · Physics 2019-11-14 Sharmistha Dhatt , Kamal Bhattacharyya