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The unified transform method introduced by Fokas can be used to analyze initial-boundary value problems for integrable evolution equations. The method involves several steps, including the definition of spectral functions via nonlinear…

Analysis of PDEs · Mathematics 2015-01-22 Jonatan Lenells

Fractional diffusion equations imply non-Gaussian distributions that generalise the standard diffusive process. Recent advances in fractional calculus lead to a class of new fractional operators defined by non-singular memory kernels,…

Statistical Mechanics · Physics 2018-12-26 M. A. F. dos Santos , Ignacio S. Gomez

This paper is devoted to the study of generalised time-fractional evolution equations involving Caputo type derivatives. Using analytical methods and probabilistic arguments we obtain well-posedness results and stochastic representations…

Analysis of PDEs · Mathematics 2022-05-03 M. E. Hernández-Hernández , V. N. Kolokoltsov , L. Toniazzi

To achieve efficient and accurate long-time integration, we propose a fast, accurate, and stable high-order numerical method for solving fractional-in-space reaction-diffusion equations. The proposed method is explicit in nature and…

Numerical Analysis · Mathematics 2020-03-31 Almushaira Mustafa , Harish Bhatt

In this paper, we first deal with the general fractional derivatives of arbitrary order defined in the Riemann-Liouville sense. In particular, we deduce an explicit form of their null space and prove the second fundamental theorem of…

Classical Analysis and ODEs · Mathematics 2022-02-11 Yuri Luchko

We adopt a procedure of operational-umbral type to solve the $(1+1)$-dimensional fractional Fokker-Planck equation in which time fractional derivative of order $\alpha$ ($0 < \alpha < 1$) is in the Riemann-Liouville sense. The technique we…

Mathematical Physics · Physics 2018-02-27 K. Górska , A. Lattanzi , G. Dattoli

Exceptionally elegant formulae exist for the fractional Laplacian operator applied to weighted classical orthogonal polynomials. We utilize these results to construct a solver, based on frame properties, for equations involving the…

Numerical Analysis · Mathematics 2025-07-24 Ioannis P. A. Papadopoulos , Timon S. Gutleb , José A. Carrillo , Sheehan Olver

For terminal value problems of fractional differential equations of order $\alpha \in (0,1)$ that use Caputo derivatives, shooting methods are a well developed and investigated approach. Based on recently established analytic properties of…

Numerical Analysis · Mathematics 2023-10-03 Kai Diethelm , Frank Uhlig

Efficient and fast predictor-corrector methods are proposed to deal with nonlinear Caputo-Fabrizio fractional differential equations, where Caputo-Fabrizio operator is a new proposed fractional derivative with a smooth kernel. The proposed…

Numerical Analysis · Mathematics 2020-10-07 Seyeon Lee , Junseo Lee , Hyunju Kim , Bongsoo Jang

Fractional calculus allows one to generalize the linear, one-dimensional, diffusion equation by replacing either the first time derivative or the second space derivative by a derivative of fractional order. The fundamental solutions of…

Statistical Mechanics · Physics 2007-05-23 Francesco Mainardi , Paolo Paradisi , Rudolf Gorenflo

In this work, we apply a fast and accurate numerical method for solving fractional reaction-diffusion equations in unbounded domains. By using the Fourier-like spectral approach in space, this method can effectively handle the fractional…

Numerical Analysis · Mathematics 2021-02-03 Huifang Yuan

We study solution techniques for an evolution equation involving second order derivative in time and the spectral fractional powers, of order $s \in (0,1)$, of symmetric, coercive, linear, elliptic, second-order operators in bounded domains…

Numerical Analysis · Mathematics 2018-06-18 Lehel Banjai , Enrique Otarola

We show how solutions to a large class of partial differential equations with nonlocal Riccati-type nonlinearities can be generated from the corresponding linearized equations, from arbitrary initial data. It is well known that evolutionary…

Analysis of PDEs · Mathematics 2018-01-31 Margaret Beck , Anastasia Doikou , Simon J. A. Malham , Ioannis Stylianidis

This paper presents a linear computational technique based on cubic trigonometric cubic B-splines for time fractional burgers' equation. The nonlinear advection term is approximated by a new linearization technique which is very efficient…

Numerical Analysis · Mathematics 2017-09-06 Muhammad Yaseen , Muhammad Abbas

This article is devoted to the study of the existence and uniqueness of mild solution to time- and space-fractional stochastic Burgers equation perturbed by multiplicative white noise. The required results are obtained by stochastic…

Numerical Analysis · Mathematics 2017-06-06 Guang-an Zou , Bo Wang

We investigate the solutions for a time dependent potential by considering two scenarios for the fractional Schr\"odinger equation. The first scenario analyzes the influence of the time dependent potential in the absence of the kinetic…

General Physics · Physics 2023-06-14 EC Gabrick , E Sayari , ASM de Castro , J Trobia , AM Batista , EK Lenzi

We consider an evolution equation involving the fractional powers, of order $s \in (0,1)$, of a symmetric and uniformly elliptic second order operator and Caputo fractional time derivative of order $\gamma \in (1,2]$. Since it has been…

Analysis of PDEs · Mathematics 2019-01-04 Enrique Otarola , Abner J. Salgado

We propose a numerical solution for the solution of the Fokker-Planck-Kolmogorov (FPK) equations associated with stochastic partial differential equations in Hilbert spaces. The method is based on the spectral decomposition of the…

Probability · Mathematics 2016-01-08 Francisco J. Delgado-Vences , Franco Flandoli

Diffusive representations of fractional derivatives have proven to be useful tools in the construction of fast and memory efficient numerical methods for solving fractional differential equations. A common challenge in many of the known…

Numerical Analysis · Mathematics 2022-04-11 Kai Diethelm

An unconventional approach is applied to solve the one-dimensional Burgers' equation. It is based on spline polynomial interpolations and Hopf-Cole transformation. Taylor expansion is used to approximate the exponential term in the…

Numerical Analysis · Mathematics 2023-09-22 Somrath Kanoksirirath
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