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In this article I present a fast and direct method for solving several types of linear finite difference equations (FDE) with constant coefficients. The method is based on a polynomial form of the translation operator and its inverse, and…

Numerical Analysis · Mathematics 2011-11-03 S. Merino

We study a numerical approximation for a nonlinear variable-order fractional differential equation via an integral equation method. Due to the lack of the monotonicity of the discretization coefficients of the variable-order fractional…

Numerical Analysis · Mathematics 2021-10-12 Xiangcheng Zheng

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 obtain approximation formulas for fractional integrals and derivatives of Riemann-Liouville and Marchaud types with a variable fractional order. The approximations involve integer-order derivatives only. An estimation for the error is…

Classical Analysis and ODEs · Mathematics 2013-10-29 Ricardo Almeida , Delfim F. M. Torres

This study reexamines diffusive representations for fractional integrals with the goal of pioneering new variants of such representations. These variants aim to offer highly efficient numerical algorithms for the approximate computation of…

Numerical Analysis · Mathematics 2025-07-08 Renu Chaudhary , Kai Diethelm

In this note, we present a new numerical method for solving backward stochastic differential equations. Our method can be viewed as an analogue of the classical finite element method solving deterministic partial differential equations.

Probability · Mathematics 2011-06-07 Penghui Wang , Xu Zhang

In this note, a numerical method based on finite differences to solve a class of nonlinear advection-diffusion fractional differential equation is proposed. The fractional operator considered here is the fractional Riemann-Liouville…

Analysis of PDEs · Mathematics 2020-10-09 Jocemar Q. Chagas , Giuliano G. La Guardia , Ervin K. Lenzi

In this paper we consider the numerical solution of Fractional Differential Equations by means of $m$-step recursions. The construction of such formulas can be obtained in many ways. Here we study a technique based on the rational…

Numerical Analysis · Mathematics 2014-05-21 Lidia Aceto , Cecilia Magherini , Paolo Novati

Using both fractional derivatives, defined in the Riemann-Liouville and Caputo senses, and classical derivatives of the integer order we examine different numerical approaches to ordinary differential equations. Generally we formulate some…

Numerical Analysis · Mathematics 2007-12-04 Jacek S. Leszczynski , Tomasz Blaszczyk

This paper deals with fractional differential equations, with dependence on a Caputo fractional derivative of real order. The goal is to show, based on concrete examples and experimental data from several experiments, that fractional…

General Mathematics · Mathematics 2016-11-03 Ricardo Almeida , Nuno R. O. Bastos , M. Teresa T. Monteiro

A novel efficient and high accuracy numerical method for the time-fractional differential equations (TFDEs) is proposed in this work. We show the equivalence between TFDEs and the integer-order extended parametric differential equations…

Numerical Analysis · Mathematics 2025-05-13 Peng Ding , Zhiping Mao

This paper investigates, a new class of fractional order Runge-Kutta (FORK) methods for numerical approximation to the solution of fractional differential equations (FDEs). By using the Caputo generalizedTaylor formula and the total…

Numerical Analysis · Mathematics 2023-03-06 F. Ghoreishi , R. Ghaffari

In this work we study the solutions to some fractional higher-order equations. Special cases in which time-fractional derivatives take integer values are also examined and the explicit solutions are presented. Such solutions can be…

Probability · Mathematics 2012-06-14 Mirko D'Ovidio

In the paper, we utilize the fractional differential transformation (FDT) to solving singular initial value problem of fractional Emden-Fowler type differential equations. The solutions of our model equations are calculated in the form of…

Numerical Analysis · Mathematics 2024-12-20 Josef Rebenda , Zdeněk Šmarda

In this work, a new relationship is established between the solutions of higher fractional differential equations and a Wright-type transformation. Solutions could be interpreted as expected values of functions in a random time process. As…

Numerical Analysis · Mathematics 2024-04-02 M. Nacianceno , T. Oraby , H. Rodrigo , Y. Sepulveda , J. Sifuentes , E. Suazo , T. Stuck , J. Williams

In this paper we discuss some issues that arise in the process of writing a fractional differential equation (FDE) by replacing an integer order derivative by a fractional order derivative in a given differential equation. To address these…

General Mathematics · Mathematics 2025-06-03 J. Vaz , E. Capelas de Oliveira

In this paper we introduce a new mathematical tool to solve fractional equations representing models of fractional systems : The Ultradistributions. Ultradistributions permit us to unify the notion of integral and derivative in one only…

Mathematical Physics · Physics 2009-03-26 C. M. Grunfeld , M. C. Rocca

We provide a fast and simple method to solve fractional variational problems with dependence on Hadamard fractional derivatives. Using a relation between the Hadamard fractional operator and a sum involving integer-order derivatives, we…

Optimization and Control · Mathematics 2014-05-07 Ricardo Almeida , Nuno R. O. Bastos , Delfim F. M. Torres

There has recently been considerable interest in using a nonstandard piecewise approximation to formulate fractional order differential equations as difference equations that describe the same dynamical behaviour and are more amenable to a…

Numerical Analysis · Mathematics 2016-05-09 Christopher N Angstmann , Bruce I Henry , Anna V McGann

Fractional calculus generalizes the derivative and antiderivative operations of differential and integral calculus from integer orders to the entire complex plane. Methods are presented for using this generalized calculus with Laplace…

Classical Analysis and ODEs · Mathematics 2007-05-23 F. S. Felber