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We provide a numerical algorithm for the model characterizing anomalous diffusion in expanding media, which is derived in [F. Le Vot, E. Abad, and S. B. Yuste, Phys. Rev. E {\bf96} (2017) 032117]. The Sobolev regularity for the equation is…

Numerical Analysis · Mathematics 2020-11-13 Daxin Nie , Jing Sun , Weihua Deng

The article is devoted to the nonparametric estimation of the quadratic covariation of non-synchronously observed It\^o processes in an additive microstructure noise model. In a high-frequency setting, we aim at establishing an asymptotic…

Statistics Theory · Mathematics 2011-06-22 Markus Bibinger

The accuracy of the numerical solution of a fractional differential equation depends on the differentiability class of the solution. The derivatives of the solutions of fractional differential equations often have a singularity at the…

Numerical Analysis · Mathematics 2015-03-11 Yuri Dimitrov

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

In this article, the existence and uniqueness about the solution for a class of stochastic fractional-order differential equation systems are investigated, where the fractional derivative is described in Caputo sense. The fractional…

Numerical Analysis · Mathematics 2016-11-24 Guang-an Zou , Bo Wang

In this paper we prove the well-posedness and we study the asymptotic behavior of nonoscillatory $L^p$-solutions for a third order nonlinear scalar differential equation. The equation consists of two parts: a linear third order with…

Dynamical Systems · Mathematics 2016-12-06 Aníbal Coronel , Fernando Huancas , Manuel Pinto

We study the new class of q-fractional integral operator. In the aid of iterated Cauchy integral approach to fractional integral operator, we applied t^pf(t) instead of f(t) in these integrals and with parameter p a new class of…

General Mathematics · Mathematics 2019-04-29 Mohammad Momenzadeh , Nazim Mahmudov

In the context of non-Gaussian analysis, Schneider [27] introduced grey noise measures, built upon Mittag-Leffler functions; analogously, grey Brownian motion and its generalizations were constructed (see, for example, [25], [6], [7], [8]).…

Probability · Mathematics 2022-07-28 Luisa Beghin , Lorenzo Cristofaro , Janusz Gajda

One of the motivations for using fractional calculus in physical systems is due to fact that many times, in the space and time variables we are dealing which exhibit coarse-grained phenomena, meaning that infinitesimal quantities cannot be…

General Physics · Physics 2018-10-31 Joydip Banerjee , Uttam Ghosh , Susmita Sarkar , Shantanu Das

Nonlinear fractional dynamics with scale invariance in continuous and discrete time approaches are described. We use non-integer-order integro-differential operators that can be interpreted as generalizations of scaling (dilation)…

Pattern Formation and Solitons · Physics 2025-09-22 Vasily E. Tarasov

This paper presents a data-integrated framework for learning the dynamics of fractional-order nonlinear systems in both discrete-time and continuous-time settings. The proposed framework consists of two main steps. In the first step,…

Systems and Control · Electrical Eng. & Systems 2025-06-19 Bahram Yaghooti , Chengyu Li , Bruno Sinopoli

We propose two efficient numerical approaches for solving variable-order fractional optimal control-affine problems. The variable-order fractional derivative is considered in the Caputo sense, which together with the Riemann-Liouville…

Optimization and Control · Mathematics 2020-10-14 Somayeh Nemati , Delfim F. M. Torres

We analyze the nested derivatives of a function $\mathfrak{D}^{n}[f]\,(x)$ asymptotically, as $n\rightarrow\infty,$ using a discrete version of the ray method. We give some examples showing the accuracy of our formulas.

Classical Analysis and ODEs · Mathematics 2012-04-27 Diego Dominici

The perturbation technique within the framework of the asymptotic iteration method is used to obtain large-order shifted 1/N expansions, where N is the number of spatial dimensions. This method is contrary to the usual…

Quantum Physics · Physics 2007-08-17 T. Barakat

This paper systematically treats the asymptotic behavior of many (linear/nonlinear) classes of higher-order fractional differential equations with multiple terms. To do this, we utilize the characteristics of Caputo fractional…

Dynamical Systems · Mathematics 2024-10-15 H. D. Thai , H. T. Tuan

In this paper, we introduce a novel approach called the Iterative Aboodh Transform Method (IATM) which utilizes Daftardar--Jafari polynomials for solving non-linear problems. Such method is employed to derive solutions for non-linear…

Numerical Analysis · Mathematics 2025-02-18 Qasim Khan , Anthony Suen

We prove maximum and comparison principles for fractional discrete derivatives in the integers. Regularity results when the space is a mesh of length $h$, and approximation theorems to the continuous fractional derivatives are shown. When…

Analysis of PDEs · Mathematics 2016-05-24 Luciano Abadías , Marta de León-Contreras , José L. Torrea

This paper builds on the notion of the so-called orthogonal derivative, where an n-th order derivative is approximated by an integral involving an orthogonal polynomial of degree n. This notion was reviewed in great detail in a paper in J.…

Classical Analysis and ODEs · Mathematics 2014-07-08 E. Diekema

Over the last decade, it has been demonstrated that many systems in science and engineering can be modeled more accurately by fractional-order than integer-order derivatives, and many methods are developed to solve the problem of fractional…

Computer Vision and Pattern Recognition · Computer Science 2016-08-11 Qi Yang , Dali Chen , Tiebiao Zhao , YangQuan Chen

Recent advances in the periodic orbit theory of stochastically perturbed systems have permitted a calculation of the escape rate of a noisy chaotic map to order 64 in the noise strength. Comparison with the usual asymptotic expansions…

Chaotic Dynamics · Physics 2015-06-26 Carl P. Dettmann