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In this paper, we consider a class of the Caputo fractional stochastic differential equations of fractional order $\alpha \in (\frac{1}{2},1]$. Our aim is to analyze of the continuous dependence of solutions on the fractional order…

Probability · Mathematics 2025-06-04 T. C. Son , N. T. Dung , P. T. P Thuy , T. M. Cuong , H. T. P. Thao , P. D. Tung

We present strongly stable semi-discrete finite difference approximations to the quarter space problem (x>0, t>0) for the first order in time, second order in space wave equation with a shift term. We consider space-like (pure outflow) and…

General Relativity and Quantum Cosmology · Physics 2024-07-11 Gioel Calabrese , Carsten Gundlach

The study of fractional variational problems in terms of a combined fractional Caputo derivative is introduced. Necessary optimality conditions of Euler-Lagrange type for the basic, isoperimetric, and Lagrange variational problems are…

Optimization and Control · Mathematics 2011-12-16 Agnieszka B. Malinowska , Delfim F. M. Torres

The article provides upper bounds for the blow-up time of a system of fractional differential equations in the Caputo sense. Furthermore, concrete examples of blow-up time estimation are given using a numerical algorithm of the…

Classical Analysis and ODEs · Mathematics 2023-10-23 José Villa-Morales

Time-fractional parabolic equations with a Caputo time derivative are considered. For such equations, we explore and further develop the new methodology of the a-posteriori error estimation and adaptive time stepping proposed in [7]. We…

Numerical Analysis · Mathematics 2023-01-27 Sebastian Franz , Natalia Kopteva

In the paper, a linear differential equation with variable coefficients and a Caputo fractional derivative is considered. For this equation, a Cauchy problem is studied, when an initial condition is given at an intermediate point that does…

Optimization and Control · Mathematics 2020-09-01 Mikhail Gomoyunov

We consider the initial/boundary value problem for the fractional diffusion and diffusion-wave equations involving a Caputo fractional derivative in time. We develop two "simple" fully discrete schemes based on the Galerkin finite element…

Numerical Analysis · Mathematics 2015-10-13 Bangti Jin , Raytcho Lazarov , Zhi Zhou

In this paper, we obtained the sufficient conditions for the existence of solutions to the discrete boundary value problems of fractional difference equation depending on parameters. We use Krasnoselskii fixed point theorem to establish the…

Classical Analysis and ODEs · Mathematics 2020-04-01 Deepak B. Pachpatte , Arif S. Bagwan , Amol D. Khandagale

In this paper, we generalized the known Laplace-transform final-value theorem. From our conclusion, one can deduce the existing results in [1, 3, 12]. By using final value theorem, we give a new proof that Caputo fractional differential…

Classical Analysis and ODEs · Mathematics 2020-02-24 Yayun Wu

In this paper, we approximate numerically the solution of Caputo-type advection-diffusion equations of the form $D_t^{\alpha} u(t,x) = a_1(x)u_{xx}(t,x) + a_2(x)u_x(t,x) + a_3u(t,x) + a_4(t,x)$, where $D_t^{\alpha} u$ denotes the Caputo…

Numerical Analysis · Mathematics 2025-01-17 Francisco de la Hoz , Peru Muniain

We discuss the existence, non-existence and multiplicity of nontrivial solutions for systems of Caputo fractional differential equations subject to nonlocal boundary conditions. Our methodology relies on classical fixed point index and we…

Classical Analysis and ODEs · Mathematics 2021-02-09 Gennaro Infante , Samira Rihani

Problems of calculus of variations with variable endpoints cannot be solved without transversality conditions. Here, we establish such type of conditions for fractional variational problems with the Caputo derivative. We consider: the…

Optimization and Control · Mathematics 2015-06-05 Ricardo Almeida , Agnieszka B. Malinowska

Caputo-Fabrizio fractional delta derivatives on an arbitrary time scale are presented. When the time scale is chosen to be the set of real numbers, then the Caputo-Fabrizio fractional derivative is recovered. For isolated or partly…

Classical Analysis and ODEs · Mathematics 2018-12-17 Dorota Mozyrska , Delfim F. M. Torres , Malgorzata Wyrwas

A linear implicit finite difference method is proposed for the approximation of the solution to a periodic, initial value problem for a Schrodinger-Hirota equation. Optimal, second order convergence in the discrete $H^1-$norm is proved,…

Numerical Analysis · Mathematics 2017-06-14 Georgios E. Zouraris

The paper considers the initial-boundary value problem for equation $D^\rho_t u(x,t)+ (-\Delta)^\sigma u(x,t)=0$, $\rho\in (0,1)$, $\sigma>0$, in an N-dimensional domain $\Omega$ with a homogeneous Dirichlet condition. The fractional…

Analysis of PDEs · Mathematics 2024-04-17 Ravshan Ashurov , Ilyoskhuja Sulaymonov

We consider initial boundary value problems of time-fractional advection-diffusion equations with the zero Dirichlet boundary value $\partial_t^{\alpha} u(x,t) = -Au(x,t)$, where $-A = \sum}{i,j=1}^d \partial_i(a_{ij}(x)\partial_j) +…

Analysis of PDEs · Mathematics 2021-03-30 Masahiro Yamamoto

We propose a new monotone finite difference discretization for the variational $p$-Laplace operator, \[ \Delta_p u=\text{div}(|\nabla u|^{p-2}\nabla u), \] and present a convergent numerical scheme for related Dirichlet problems. The…

Numerical Analysis · Mathematics 2021-03-15 Félix del Teso , Erik Lindgren

We consider a family of initial boundary value problems governed by a fractional diffusion equation with Caputo derivative in time, where the parameter is the Newton heat transfer coefficient linked to the Robin condition on the boundary.…

Analysis of PDEs · Mathematics 2021-05-06 Isolda Cardoso , Sabrina D. Roscani , Domingo A. Tarzia

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…

Numerical Analysis · Mathematics 2025-09-23 Qian Luo , Aiguo Xiao , Xiaoqiang Yan , Jingmin Xia

Standard finite difference (SFD) schemes often suffer from limited stability regions, especially when applied in explicit setup to partial differential equations. To address this challenge, this study investigates the efficacy of…

Numerical Analysis · Mathematics 2025-08-20 Shweta Kumari , Mani Mehra
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