Related papers: A numerical method to solve higher-order fractiona…
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…
A finite difference numerical method is investigated for fractional order diffusion problems in one space dimension. For this, a mathematical model is developed to incorporate homogeneous Dirichlet and Neumann type boundary conditions. The…
A new method of solving third-order ordinary complex differential equations (OCDEs) by generalizing Prelle-Singer. The idea which is a procedure for finding the solution for second-order differential equations in the real domain. We have…
In this paper, we develop a fully discrete Galerkin method for solving initial value fractional integro-differential equations(FIDEs). We consider Generalized Jacobi polynomials(GJPs) with indexes corresponding to the number of homogeneous…
This work proposes a conformable fractional predictor-corrector algorithm for solving conformable fractional differential equations. Fractional calculus is finding applications in various scientific fields, but existing numerical methods…
In this paper, we present numerical procedures to compute solutions of partial differential equations posed on fractals. In particular, we consider the strong form of the equation using standard graph Laplacian matrices and also weak forms…
A new method for approximating fractional derivatives of the Gaussian function and Dawson's integral are presented. Unlike previous approaches, which are dominantly based on some discretization of Riemann-Liouville integral using polynomial…
In this paper we describe the efficient numerical implementation of Fractional HBVMs, a class of methods recently introduced for solving systems of fractional differential equations. The reported arguments are implemented in the Matlab code…
This work is devoted to the obtaining of a new numerical scheme based in quadrature formulas for the Lebesgue-Stieltjes integral for the approximation of Stieltjes ordinary differential equations. This novel method allows us to numerically…
In this paper, we develop a numerical resolution of the space-time fractional advection-dispersion equation. After time discretization, we utilize collocation technique and implement a product integration method in order to simplify the…
A generalization of exterior calculus is considered by allowing the partial derivatives in the exterior derivative to assume fractional orders. That is, a fractional exterior derivative is defined. This is found to generate new vector…
We introduce a fractional calculus on time scales using the theory of delta (or nabla) dynamic equations. The basic notions of fractional order integral and fractional order derivative on an arbitrary time scale are proposed, using the…
In this paper, a high-order and fast numerical method is investigated for the time-fractional Black-Scholes equation. In order to deal with the typical weak initial singularities of the solution, we construct a finite difference scheme with…
The paper presents a general strategy to solve ordinary differential equations (ODE), where some coefficient depend on the spatial variable and on additional random variables. The approach is based on the application of a recently developed…
Implementing and executing numerical algorithms to solve fractional differential equations has been less straightforward than using their integer-order counterparts, posing challenges for practitioners who wish to incorporate fractional…
In this paper we consider a class of fourth order nonlinear integro-differential equations with Navier boundary conditions. By the reduction of the problem to operator equation we establish the existence and uniqueness of solution and…
In this work, a novel quantum Fourier ordinary differential equation (ODE) solver is proposed to solve both linear and nonlinear partial differential equations (PDEs). Traditional quantum ODE solvers transform a PDE into an ODE system via…
In our preceding paper, we have proposed an algorithm for obtaining finite-norm solutions of higher-order linear ordinary differential equations of the Fuchsian type [\sum_m p_m (x) (d/dx)^m] f(x) = 0 (where p_m is a polynomial with…
A large system of ordinary differential equations is approximated by a parabolic partial differential equation with dynamic boundary condition and a different one with Robin boundary condition. Using the theory of differential operators…
This paper present a numerical method for solving nonlinear Fredholm integral equations. The method is based upon Newton type approximations. Illustrative examples are included to demonstrate the validity and applicability of the technique.