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This paper focuses on the equivalent expression of fractional integrals/derivatives with an infinite series. A universal framework for fractional Taylor series is developed by expanding an analytic function at the initial instant or the…

General Mathematics · Mathematics 2022-12-07 Yiheng Wei , YangQuan Chen , Qing Gao , Yong Wang

Using the new conformable fractional derivative, which differs from the Riemann-Liouville and Caputo fractional derivatives, we reformulate the second-order conjugate boundary value problem in this new setting. Utilizing the corresponding…

Classical Analysis and ODEs · Mathematics 2014-11-21 Douglas R. Anderson , Richard I. Avery

A fractional diffusion equation based on Riemann-Liouville fractional derivatives is solved exactly. The initial values are given as fractional integrals. The solution is obtained in terms of $H$-functions. It differs from the known…

Statistical Mechanics · Physics 2007-05-23 R. Hilfer

We consider a class of numerical approximations to the Caputo fractional derivative. Our assumptions permit the use of nonuniform time steps, such as is appropriate for accurately resolving the behavior of a solution whose derivatives are…

Numerical Analysis · Mathematics 2020-12-23 Hong-lin Liao , William McLean , Jiwei Zhang

In the following document, we present a way to obtain the order of convergence of the Fractional Newton-Raphson (F N-R) method, which seems to have an order of convergence at least linearly for the case in which the order $\alpha$ of the…

Numerical Analysis · Mathematics 2024-03-27 A. Torres-Hernandez , F. Brambila-Paz , U. Iturrarán-Viveros , R. Caballero-Cruz

The main result of this article regards a small time approximation for the Girsanov's exponential. We prove that the latter is well described over short time intervals by the solution of a deterministic partial differential equation.The…

Probability · Mathematics 2021-11-29 Ramiro Scorolli

In this work, we consider a time-fractional Allen-Cahn equation, where the conventional first order time derivative is replaced by a Caputo fractional derivative with order $\alpha\in(0,1)$. First, the well-posedness and (limited) smoothing…

Numerical Analysis · Mathematics 2019-06-18 Qiang Du , Jiang Yang , Zhi Zhou

We propose and analyze a non-iterative domain decomposition integrator for the linear acoustic wave equation. The core idea is to combine an implicit Crank-Nicolson step on spatial subdomains with a local prediction step at the subdomain…

Numerical Analysis · Mathematics 2026-04-10 Tim Buchholz , Marlis Hochbruck

We have developed a variational perturbation theory based on the Liouville-Neumann equation, which enables one to systematically compute the perturbative correction terms to the variationally determined wave functions of the time-dependent…

High Energy Physics - Theory · Physics 2008-11-26 Dongsu Bak , Sang Pyo Kim , Sung Ku Kim , Kwang-Sup Soh , Jae Hyung Yee

A linearized numerical scheme is proposed to solve the nonlinear time fractional parabolic problems with time delay. The scheme is based on the standard Galerkin finite element method in the spatial direction, the fractional Crank-Nicolson…

Numerical Analysis · Mathematics 2021-09-10 Lili Li , Mianfu She , Yuanling Niu

The goal of this communication is to propose a generalized notion of the "traditional derivative". This generalization includes the fractional derivatives such as the Riemann-Liouville, Gruenwald-Letnikov, Weyl, Riesz, Caputo, Marchaud…

We study a discretization technique for the parabolic fractional obstacle problem in bounded domains. The fractional Laplacian is realized as the Dirichlet-to-Neumann map for a nonuniformly elliptic equation posed on a semi-infinite…

Numerical Analysis · Mathematics 2015-07-09 Enrique Otarola , Abner J. Salgado

Two fractional two-phase Stefan-like problems are considered by using Riemann-Liouville and Caputo derivatives of order $\alpha \in (0, 1)$ verifying that they coincide with the same classical Stefan problem at the limit case when…

Analysis of PDEs · Mathematics 2020-07-15 Sabrina Roscani , Nahuel Caruso , Domingo Tarzia

A hybridized discontinuous Galerkin method is proposed for solving 2D fractional convection-diffusion equations containing derivatives of fractional order in space on a finite domain. The Riemann-Liouville derivative is used for the spatial…

Numerical Analysis · Mathematics 2016-07-12 Shuqin Wang , Jinyun Yuan , Weihua Deng , Yujiang Wu

An attempt is given to formulate the extensions of the KP hierarchy by introducing fractional order pseudo-differential operators. In the case of the extension with the half-order pseudo-differential operators, a system analogous to the…

Exactly Solvable and Integrable Systems · Physics 2016-09-08 Masaru Kamata , Atsushi Nakamula

We showcase the utility of the Lagrangian descriptors method in qualitatively understanding the underlying dynamical behavior of dynamical systems governed by fractional-order differential equations. In particular, we use the Lagrangian…

Chaotic Dynamics · Physics 2025-02-07 Dylan Theron , Hadi Susanto , Makrina Agaoglou , Charalampos Skokos

Differential algebraic Riccati equations are at the heart of many applications in control theory. They are time-depent, matrix-valued, and in particular nonlinear equations that require special methods for their solution. Low-rank methods…

Numerical Analysis · Mathematics 2019-12-17 Tobias Breiten , Sergey Dolgov , Martin Stoll

The subdiffusion equation with a Caputo fractional derivative of order $\alpha\in(0,1)$ in time arises in a wide variety of practical applications, and it is often adopted to model anomalous subdiffusion processes in heterogeneous media.…

Numerical Analysis · Mathematics 2015-01-05 Bangti Jin , Raytcho Lazarov , Zhi Zhou

Historically the fractional calculus concept works an extended idea based on the question asked by Guillaume de L'H\^opital to Gottfried Wilhelm Leibniz in 1695 about the notation ${d^nf}/{dx^n}$ for the derivative operator "What if…

Mathematical Physics · Physics 2025-07-08 J. J. A. de Oliveira , C. F. L. Godinho

In the current work we build a difference analog of the Caputo fractional derivative with generalized memory kernel ($_\lambda$L2-1$_\sigma$ formula). The fundamental features of this difference operator are studied and on its ground some…

Numerical Analysis · Mathematics 2021-08-25 Aslanbek Khibiev , Anatoly Alikhanov , Chengming Huang