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The main objective of this paper is analysis of the initial-boundary value problems for the linear time-fractional diffusion equations with a uniformly elliptic spatial differential operator of the second order and the Caputo type…

Analysis of PDEs · Mathematics 2023-04-18 Yuri Luchko , Masahiro Yamamoto

This paper investigates an inverse source problem for a multi-term time-fractional diffusion equation with Caputo derivatives. The source term is separable as \(f(x)g(t)\), with the unknown spatial component \(f(x)\) reconstructed from an…

Analysis of PDEs · Mathematics 2026-03-03 Ravshan Ashurov , Damir Shamuratov

It is well known that the Leibniz rule for the integer derivative of order one does not hold for the fractional derivative case when the fractional order lies between 0 and 1. Thus it poses a great difficulty in the calculation of…

General Mathematics · Mathematics 2019-05-16 Bichitra Kumar Lenka

In this paper we derive the fourth-order asymptotic expansions of the trapezoidal approximation for the fractional integral and the $L1$ approximation for the Caputo derivative. We use the expansion of the $L1$ approximation to obtain the…

Numerical Analysis · Mathematics 2015-10-07 Yuri Dimitrov

In the present study we consider an example of a boundary value problem for a simple second order ordinary differential equation, which may exhibit a boundary layer phenomenon. We show that usual central finite differences, which are second…

Numerical Analysis · Mathematics 2020-02-20 Gayaz Khakimzyanov , Denys Dutykh

This paper presents a numerical method to solve a time-fractional Burgers equation, achieving order of convergence $(2-\alpha)$ in time, here $\alpha$ represents the order of the time derivative. The fractional derivative is modeled by…

Numerical Analysis · Mathematics 2025-08-29 Deeksha Singh , Swati Yadav , Rajesh K. Pandey

We present a new view onto the successive approximations' approach in study of the two-point nonlinear fractional boundary value problems. In order to reduce the original problem and further construct its approximate solution we use the…

Classical Analysis and ODEs · Mathematics 2021-01-22 Kateryna Marynets

In this paper invariant subspace method has been employed for solving linear and non-linear fractional partial differential equations involving Caputo derivative. A variety of illustrative examples are solved to demonstrate the…

Analysis of PDEs · Mathematics 2017-04-18 Sangita Choudhary , Varsha Daftardar-Gejji

Using a temporally weighted norm we first establish a result on the global existence and uniqueness of solutions for Caputo fractional stochastic differential equations of order $\alpha\in(\frac{1}{2},1)$ whose coefficients satisfy a…

Classical Analysis and ODEs · Mathematics 2018-08-24 T. S. Doan , P. T. Huong , P. E. Kloeden , H. T. Tuan

This manuscript is dedicated to prove a new inequality that involves an important case of Leibniz rule regarding Riemann-Liouville and Caputo fractional derivatives of order $\alpha\in(0,1)$. In the context of partial differential…

Analysis of PDEs · Mathematics 2019-01-30 Paulo M. de Carvalho Neto , Renato Fehlberg Junior

We present an efficient algorithm for the evaluation of the Caputo fractional derivative $_0^C\!D_t^\alpha f(t)$ of order $\alpha\in (0,1)$, which can be expressed as a convolution of $f'(t)$ with the kernel $t^{-\alpha}$. The algorithm is…

Numerical Analysis · Mathematics 2015-11-12 Shidong Jiang , Jiwei Zhang , Qian Zhang , Zhimin Zhang

We study boundary regional controllability problems for a class of semilinear fractional systems. Sufficient conditions for regional boundary controllability are proved by assuming that the associated linear system is approximately…

Optimization and Control · Mathematics 2024-02-06 Asmae Tajani , Fatima-Zahrae El Alaoui , Delfim F. M. Torres

We present a new numerical tool to solve partial differential equations involving Caputo derivatives of fractional variable order. Three Caputo-type fractional operators are considered, and for each one of them an approximation formula is…

Classical Analysis and ODEs · Mathematics 2015-12-08 Dina Tavares , Ricardo Almeida , Delfim F. M. Torres

In this article, we propose a Milstein finite difference scheme for a stochastic partial differential equation (SPDE) describing a large particle system. We show, by means of Fourier analysis, that the discretisation on an unbounded domain…

Numerical Analysis · Mathematics 2012-04-09 Michael B. Giles , Christoph Reisinger

We present a new fractional Taylor formula for singular functions whose Caputo fractional derivatives are of bounded variation. It bridges and ``interpolates" the usual Taylor formulas with two consecutive integer orders. This enables us to…

Numerical Analysis · Mathematics 2021-11-02 Wenjie Liu , Li-Lian Wang , Boying Wu

In this article, we establish the symmetric positive existence for the following Caputo fractional boundary value problem \begin{align*} {}^{C}D_{0}^{\,\mu}x(t)+f(t,x(t))&=0,\hspace{1cm}t\in(-1,\,1),\hspace{1cm}1<\mu\leq2,\\…

Classical Analysis and ODEs · Mathematics 2019-04-16 Naseer Ahmad Asif

We make the split of the integral fractional Laplacian as $(-\Delta)^s u=(-\Delta)(-\Delta)^{s-1}u$, where $s\in(0,\frac{1}{2})\cup(\frac{1}{2},1)$. Based on this splitting, we respectively discretize the one- and two-dimensional integral…

Numerical Analysis · Mathematics 2021-01-28 Jing Sun , Weihua Deng , Daxin Nie

In this paper, the time fractional reaction-diffusion equations with the Caputo fractional derivative are solved by using the classical $L1$-formula and the finite volume element (FVE) methods on triangular grids. The existence and…

Numerical Analysis · Mathematics 2021-02-01 Zhichao Fang , Jie Zhao , Hong Li , Yang Liu

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

In this paper we present a new type of fractional operator, the Caputo-Katugampola derivative. The Caputo and the Caputo-Hadamard fractional derivatives are special cases of this new operator. An existence and uniqueness theorem for a…

Classical Analysis and ODEs · Mathematics 2016-07-26 Ricardo Almeida , Agnieszka B. Malinowska , Tatiana Odzijewicz