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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

We used a collocation method in refinable spline space to solve a linear dynamical system having fractional derivative in time. The method takes advantage of an explicit derivation rule for the B-spline basis that allows us to efficiently…

Numerical Analysis · Mathematics 2020-08-03 Enza Pellegrino , Laura Pezza , Francesca Pitolli

We introduce a high-order numerical scheme for fractional ordinary differential equations with the Caputo derivative. The method is developed by dividing the domain into a number of subintervals, and applying the quadratic interpolation on…

Numerical Analysis · Mathematics 2020-02-25 Junying Cao , Zhenning Cai

In this article, a numerical scheme is introduced for solving the fractional partial differential equation (FPDE) arising from electromagnetic waves in dielectric media (EMWDM) by using an efficient class of finite difference methods. The…

Numerical Analysis · Mathematics 2022-05-02 Vijay Kumar Patel , Dhirendra Bahuguna

In this paper, based on Newton interpolation we have proposed a numerical scheme of predictor-corrector type in order to solve fractional differential equations with the fractional derivative involving the Mittag-Leffler function. We have…

Numerical Analysis · Mathematics 2025-11-05 Sami Aljhani

This paper considers the analysis of partial differential equations (PDE) containing multiple random variables. Recently developed collocation methods enable the construction of high-order stochastic solutions by converting a stochastic PDE…

Numerical Analysis · Mathematics 2013-09-17 Daniela Steffes-lai , Eveline Rosseel , Tanja Clees

The article proposes a Caputo fractional conjugate gradient (CFCG) method for unconstrained optimization problems which is applicable to smooth as well as non-smooth problmes. The proposed method uses a non-adaptive version of the Caputo…

Optimization and Control · Mathematics 2025-12-22 Barsha Shawa , Md Abu Talhamainuddin Ansary

This work is concerned with spectral collocation methods for fractional PDEs in unbounded domains. The method consists of expanding the solution with proper global basis functions and imposing collocation conditions on the Gauss-Hermite…

Numerical Analysis · Mathematics 2018-01-30 Tao Tang , Huifang Yuan , Tao Zhou

In this paper, we study convergence and superconvergence theory of integer and fractional derivatives of the one-point and the two-point Hermite interpolations. When considering the integer-order derivative, exponential decay of the error…

Numerical Analysis · Mathematics 2018-03-22 Beichuan Deng , Jiwei Zhang , Zhimin Zhang

In this paper, we develop two fast implicit difference schemes for solving a class of variable-coefficient time-space fractional diffusion equations with integral fractional Laplacian (IFL). The proposed schemes utilize the graded $L1$…

Numerical Analysis · Mathematics 2021-07-26 Xian-Ming Gu , Hai-Wei Sun , Yanzhi Zhang , Yong-Liang Zhao

In this paper, we consider spectral-collocation method base on Legendre-Gauss-Lobatto point. We present a computational method for solving a class of fractional integral equation of the second kind. Then based on Legendre-Gauss-Lobatto…

Numerical Analysis · Mathematics 2019-07-16 A. Yousefi , S. Javadi , E. Babolian

We present a novel numerical method, called {\tt Jacobi-predictor-corrector approach}, for the numerical solution of fractional ordinary differential equations based on the polynomial interpolation and the Gauss-Lobatto quadrature w.r.t.…

Numerical Analysis · Mathematics 2014-01-30 Lijing Zhao , Weihua Deng

Fractional calculus with respect to function $\psi$, also named as $\psi$-fractional calculus, generalizes the Hadamard and the Riemann-Liouville fractional calculi, which causes challenge in numerical treatment. In this paper we study…

Numerical Analysis · Mathematics 2023-12-29 Tinggang Zhao , Zhenyu Zhao , Changpin Li , Dongxia Li

This paper provides a probabilistic approach to solve linear equations involving Caputo and Riemann-Liouville type derivatives. Using the probabilistic interpretation of these operators as the generators of interrupted Feller processes, we…

Probability · Mathematics 2015-12-07 M. E. Hernández-Hernández , V. N. Kolokoltsov

The first part of this paper introduces sufficient conditions to determine conservation laws of diffusion equations of arbitrary fractional order in time. Numerical methods that satisfy a discrete analogue of these conditions have…

Numerical Analysis · Mathematics 2022-03-07 Angelamaria Cardone , Gianluca Frasca-Caccia

We propose a novel Caputo fractional derivative-based optimization algorithm. Upon defining the Caputo fractional gradient with respect to the Cartesian coordinate, we present a generic Caputo fractional gradient descent (CFGD) method. We…

Optimization and Control · Mathematics 2021-04-07 Yeonjong Shin , Jérôme Darbon , George Em Karniadakis

In recent years, the theory for Leibniz integral rule in the fractional sense has not been able to get substantial development. As an urgent problem to be solved, we study a Leibniz integral rule for Riemann-Liouville and Caputo type…

Classical Analysis and ODEs · Mathematics 2020-12-22 Ismail T. Huseynov , Arzu Ahmadova , Nazim I. Mahmudov

In this paper, a higher order finite difference scheme is proposed for Generalized Fractional Diffusion Equations (GFDEs). The fractional diffusion equation is considered in terms of the generalized fractional derivatives (GFDs) which uses…

Numerical Analysis · Mathematics 2022-06-08 Kamlesh Kumar , Rajesh K. Pandey

The subdiffusion equations with a Caputo fractional derivative of order $\alpha \in (0,1)$ arise in a wide variety of practical problems, which is describing the transport processes, in the force-free limit, slower than Brownian diffusion.…

Numerical Analysis · Mathematics 2023-06-27 Jiankang Shi , Minghua Chen , Yubin Yan , Jianxiong Cao

The paper provides the fractional integrals and derivatives of the Rie\-mann-Liouville and Caputo type for the five kinds of radial basis functions (RBFs), including the powers, Gaussian, multiquadric, Matern and thin-plate splines, in one…

Numerical Analysis · Mathematics 2016-12-23 Maryam Mohammadi , Robert Schaback