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This manuscript presents a novel and reliable third-order iterative procedure for computing the zeros of solutions to second-order ordinary differential equations. By approximating the solution of the related Riccati differential equation…

Numerical Analysis · Mathematics 2026-01-08 Dhivya Prabhu K , Sanjeev Singh , Antony Vijesh

In this work, we analyze a Crank-Nicolson type time stepping scheme for the subdiffusion equation, which involves a Caputo fractional derivative of order $\alpha\in (0,1)$ in time. It hybridizes the backward Euler convolution quadrature…

Numerical Analysis · Mathematics 2017-02-28 Bangti Jin , Buyang Li , Zhi Zhou

We consider the problem of estimating the partition function $Z(\beta)=\sum_x \exp(-\beta(H(x))$ of a Gibbs distribution with a Hamilton $H(\cdot)$, or more precisely the logarithm of the ratio $q=\ln Z(0)/Z(\beta)$. It has been recently…

Data Structures and Algorithms · Computer Science 2017-12-29 Vladimir Kolmogorov

We provide and analyze a second order scheme for the model describing the functional distributions of particles performing anomalous motion with exponential Debye pattern and no-time-taking jumps eliminated, and power-law jump length. The…

Numerical Analysis · Mathematics 2020-06-30 Jiankang Shi , Minghua Chen

We give a proper fractional extension of the classical calculus of variations by considering variational functionals with a Lagrangian depending on a combined Caputo fractional derivative and the classical derivative. Euler-Lagrange…

Optimization and Control · Mathematics 2011-11-11 Tatiana Odzijewicz , Agnieszka B. Malinowska , Delfim F. M. Torres

In this paper, we develop fast procedures for solving linear systems arising from discretization of ordinary and partial differential equations with Caputo fractional derivative w.r.t time variable. First, we consider a finite difference…

Analysis of PDEs · Mathematics 2018-02-01 Zhengguang Liu , Aijie Cheng , Xiaoli Li , Hong Wang

This paper presents necessary and sufficient optimality conditions for problems of the fractional calculus of variations with a Lagrangian depending on the free end-points. The fractional derivatives are defined in the sense of Caputo.

Optimization and Control · Mathematics 2010-04-20 Agnieszka B. Malinowska , Delfim F. M. Torres

We consider a linear inhomogeneous fractional evolution equation which is obtained from a Cauchy problem by replacing its first-order time derivative with Caputo's fractional derivative. The operator in the fractional evolution equation is…

Numerical Analysis · Mathematics 2018-03-15 Marina Fischer

A unified explicit form for difference formulas to approximate the fractional and classical derivatives is presented. The formula gives finite difference approximations for any classical derivatives with a desired order of accuracy at nodal…

Numerical Analysis · Mathematics 2021-05-28 W. A. Gunarathna , H. M. Nasir , W. B. Daundasekera

This paper is in concern with Cauchy problems involving the fractional derivatives with respect to another function. Results of existence, uniqueness, and Taylor series among others are established in appropriate functional spaces. We prove…

Numerical Analysis · Mathematics 2021-04-06 Mondher Benjemaa , Fatma Jerbi

In this paper, we develop an accurate pseudospectral method to approximate numerically the Riesz-Feller operator $D_\gamma^\alpha$ on $\mathbb R$, where $\alpha\in(0,2)$, and $|\gamma|\le\min\{\alpha, 2 - \alpha\}$. This operator can be…

Numerical Analysis · Mathematics 2024-01-17 Carlota M. Cuesta , Francisco de la Hoz , Ivan Girona

This book intends to deepen the study of the fractional calculus, giving special emphasis to variable-order operators. It is organized in two parts, as follows. In the first part, we review the basic concepts of fractional calculus (Chapter…

Optimization and Control · Mathematics 2018-06-19 Ricardo Almeida , Dina Tavares , Delfim F. M. Torres

We consider a Cauchy problem for the inhomogeneous differential equation given in terms of an unbounded linear operator $A$ and the Caputo fractional derivative of order $\alpha \in (0, 2)$ in time. The previously known representation of…

Numerical Analysis · Mathematics 2025-04-10 Dmytro Sytnyk , Barbara Wohlmuth

The transformation property of the Caputo fractional derivative operator of a scalar function under rotation in two dimensional space is derived. The study of the transformation property is essential for the formulation of fractional…

Mathematical Physics · Physics 2013-05-07 Ehab Malkawi

A new discrete energy dissipation law of the variable-step fractional BDF2 (second-order backward differentiation formula) scheme is established for time-fractional Cahn-Hilliard model with the Caputo's fractional derivative of order…

Numerical Analysis · Mathematics 2024-04-24 Hong-lin Liao , Nan Liu , Xuan Zhao

This study investigates a class of initial-boundary value problems pertaining to the time-fractional mixed sub-diffusion and diffusion-wave equation (SDDWE). To facilitate the development of a numerical method and analysis, the original…

Numerical Analysis · Mathematics 2023-07-12 Anatoly A. Alikhanov , Mohammad Shahbazi Asl , Chengming Huang

We present a method to solve fractional optimal control problems, where the dynamic depends on integer and Caputo fractional derivatives. Our approach consists to approximate the initial fractional order problem with a new one that involves…

Optimization and Control · Mathematics 2016-10-25 Ricardo Almeida , Delfim F. M. Torres

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.…

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

We derive a robust error estimate for a recently proposed numerical method for $\alpha$-dissipative solutions of the Hunter-Saxton equation, where $\alpha \in [0, 1]$. In particular, if the following two conditions hold: i) there exist a…

Numerical Analysis · Mathematics 2024-10-10 Thomas Christiansen
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