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Related papers: Approximations for the Caputo Derivative (I)

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When $0<\alpha<1$, the approximation for the Caputo derivative $$y^{(\alpha)}(x) = \frac{1}{\Gamma(2-\alpha)h^\alpha}\sum_{k=0}^n \sigma_k^{(\alpha)} y(x-kh)+O\bigl(h^{2-\alpha}\bigr),$$ where $\sigma_0^{(\alpha)} = 1, \sigma_n^{(\alpha)} =…

Numerical Analysis · Mathematics 2015-02-10 Yuri Dimitrov

In this paper we derive the fourth-order asymptotic expansions of the trapezoidal approximation for the fractional integral and the $L1$ approximation for the Caputo derivative. We use the expansion of the $L1$ approximation to obtain the…

Numerical Analysis · Mathematics 2015-10-07 Yuri Dimitrov

In this paper we use the asymptotic expansions of the binomial coefficients and the weights of the L1 approximation to obtain approximations of order $2-\alpha$ and second-order approximations of the Caputo derivative by modifying the…

Numerical Analysis · Mathematics 2018-06-12 Yuri Dimitrov , Radan Miryanov , Venelin Todorov

The Gr\"unwald and shifted Gr\"unwald formulas for the function $y(x)-y(b)$ are first order approximations for the Caputo fractional derivative of the function $y(x)$ with lower limit at the point $b$. We obtain second and third order…

Numerical Analysis · Mathematics 2013-11-18 Yuri Dimitrov

We present a new numerical tool to solve partial differential equations involving Caputo derivatives of fractional variable order. Three Caputo-type fractional operators are considered, and for each one of them an approximation formula is…

Classical Analysis and ODEs · Mathematics 2015-12-08 Dina Tavares , Ricardo Almeida , Delfim F. M. Torres

In this paper, we consider a class of the Caputo fractional stochastic differential equations of fractional order $\alpha \in (\frac{1}{2},1]$. Our aim is to analyze of the continuous dependence of solutions on the fractional order…

Probability · Mathematics 2025-06-04 T. C. Son , N. T. Dung , P. T. P Thuy , T. M. Cuong , H. T. P. Thao , P. D. Tung

In the present paper we use the expansion formula of the polylogarithm function to construct approximations of the Caputo derivative which are related to the midpoint approximation of the integral in the definition of the Caputo derivative.…

Numerical Analysis · Mathematics 2018-08-28 Yuri Dimitrov , Venelin Todorov , Radan Miryanov

In this paper we present three types of Caputo-Hadamard derivatives of variable fractional order, and study the relations between them. An approximation formula for each fractional operator, using integer-order derivatives only, is…

Numerical Analysis · Mathematics 2016-07-27 Ricardo Almeida

We develop a finite difference approximation of order $\alpha$ for the $\alpha$-fractional derivative. The weights of the approximation scheme have the same rate-matrix type properties as the popular Gr\"unwald scheme. In particular,…

Numerical Analysis · Mathematics 2021-12-21 Boris Baeumer , Mihály Kovács , Matthew Parry

The well-known Caputo fractional derivative and the corresponding Caputo fractional integral occur naturally in many equations that model physical phenomena under inhomogeneous media. The relationship between the two fractional terms can be…

Numerical Analysis · Mathematics 2020-01-23 Wesley Davis , Richard Noren

We generalize the fractional Caputo derivative to the fractional derivative ${{^CD}^{\alpha,\beta}_{\gamma}}$, which is a convex combination of the left Caputo fractional derivative of order $\alpha$ and the right Caputo fractional…

Optimization and Control · Mathematics 2011-09-23 Agnieszka B. Malinowska , Delfim F. M. Torres

We begin with a treatment of the Caputo time-fractional diffusion equation, by using the Laplace transform, to obtain a Volterra intego-differential equation where we may examine the weakly singular nature of this convolution…

Numerical Analysis · Mathematics 2020-01-27 Wesley Davis , Richard Noren , Ke Shi

In this paper we establish some convergence results for Riemann-Liouville, Caputo, and Caputo-Fabrizio fractional operators when the order of differentiation approaches one. We consider some errors given by $\left|\left| D^{1-\al}f…

Analysis of PDEs · Mathematics 2020-01-30 Sabrina Roscani , Lucas Venturato

We generalize the fractional Caputo derivative to the fractional derivative ${^CD^{\alpha,\beta}_{\gamma}}$, which is a convex combination of the left Caputo fractional derivative of order $\alpha$ and the right Caputo fractional derivative…

Optimization and Control · Mathematics 2012-01-16 Agnieszka B. Malinowska , Delfim F. M. Torres

In this work, we propose an exponentially convergent numerical method for the Caputo fractional propagator $S_\alpha(t)$ and the associated mild solution of the Cauchy problem with time-independent sectorial operator coefficient $A$ and…

Numerical Analysis · Mathematics 2025-04-08 Dmytro Sytnyk

Given a fractional differential equation of order $\alpha \in (0,1]$ with Caputo derivatives, we investigate in a quantitative sense how the associated solutions depend on their respective initial conditions. Specifically, we look at two…

Classical Analysis and ODEs · Mathematics 2022-02-15 Kai Diethelm , Hoang The Tuan

Using the fractional derivative, considered in the Caputo sense, we study an analytical technique associated with the variational iteration method for the fractional generalized $\alpha$-time Burgers' equation with $\alpha>0$ and obtain…

Mathematical Physics · Physics 2015-09-01 A. R. Gómez Plata , E. Capelas de Oliveira

In this paper, a high-order approximation to Caputo-type time-fractional diffusion equations involving an initial-time singularity of the solution is proposed. At first, we employ a numerical algorithm based on the Lagrange polynomial…

Numerical Analysis · Mathematics 2023-09-26 Shweta Kumari , Abhishek Kumar Singh , Vaibhav Mehandiratta , Mani Mehra

In this paper we consider a Caputo type fractional derivative with respect to another function. Some properties, like the semigroup law, a relationship between the fractional derivative and the fractional integral, Taylor's Theorem,…

Classical Analysis and ODEs · Mathematics 2016-10-12 Ricardo Almeida

This short study consists of two parts, firstly we obtain some inequalities on Caputo Fractional derivatives using the elementary inequalities. Secondly we establish several new inequalities including Caputo fractional derivatives for…

Functional Analysis · Mathematics 2024-04-24 M. Emin Özdemir
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