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We give a unified interpretation of confluences, contiguity relations and Katz's middle convolutions for linear ordinary differential equations with polynomial coefficients and their generalization to partial differential equations. The…

Classical Analysis and ODEs · Mathematics 2011-06-07 Toshio Oshima

Solutions to fractional models inherently exhibit non-smooth behavior, which significantly deteriorates the accuracy and therefore efficiency of existing numerical methods. We develop a two-stage data-infused computational framework for…

Numerical Analysis · Mathematics 2018-10-30 Jorge L. Suzuki , Mohsen Zayernouri

We consider fractional differential equations of order $\alpha \in (0,1)$ for functions of one independent variable $t\in (0,\infty)$ with the Riemann-Liouville and Caputo-Dzhrbashyan fractional derivatives. A precise estimate for the order…

Classical Analysis and ODEs · Mathematics 2008-11-22 Anatoly N. Kochubei

In a fractional Cauchy problem, the usual first order time derivative is replaced by a fractional derivative. The fractional derivative models time delays in a diffusion process. The order of the fractional derivative can be distributed…

Probability · Mathematics 2011-10-14 Mark M. Meerschaert , Erkan Nane , Palaniappan Vellaisamy

We introduce fractional integrals on the $n$-dimensional spherical cap, study their boundednes in weighted $L^p$ spaces and obtain explicit inversion formulas. The results are applied to the inversion problem for Riesz potentials on a…

Functional Analysis · Mathematics 2025-09-25 Boris Rubin

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

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

In this work, we extend the fractional linear multistep methods in [C. Lubich, SIAM J. Math. Anal., 17 (1986), pp.704--719] to the tempered fractional integral and derivative operators in the sense that the tempered fractional derivative…

Numerical Analysis · Mathematics 2018-12-11 Ling Guo , Fanhai Zeng , Ian Turner , Kevin Burrage , George Em Karniadakis

In this paper, the fractional projective Riccati expansion method is proposed to solve fractional differential equations. To illustrate the effectiveness of the method, we discuss the space-time fractional Burgers equation, the space-time…

Solar and Stellar Astrophysics · Physics 2015-04-15 Emad A-B. Abdel-Salam , Eltayeb A. Yousif , Gmal F. Hassan

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…

Mathematical Physics · Physics 2009-11-10 Kathleen Cotrill-Shepherd , Mark Naber

We describe an algorithm for the numerical solution of second order linear differential equations in the highly-oscillatory regime. It is founded on the recent observation that the solutions of equations of this type can be accurately…

Numerical Analysis · Mathematics 2015-06-23 James Bremer

Determining the unknown order of the fractional derivative in differential equations simulating various processes is an important task of modern applied mathematics. In the last decade, this problem has been actively studied by specialists.…

Analysis of PDEs · Mathematics 2024-12-02 Shavkat Alimov , Ravshan Ashurov

In this paper, we present how high-order accurate solutions to elliptic partial differential equations can be achieved in arbitrary spatial domains using radial basis function-generated finite differences (RBF-FD) on unfitted node sets…

Numerical Analysis · Mathematics 2024-07-23 Morten E. Nielsen , Bengt Fornberg

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

The fractional Leibniz rule is generalized by the Coifman-Meyer estimate. It is shown that the arbitrary redistribution of fractional derivatives for higher order with the corresponding correction terms.

Analysis of PDEs · Mathematics 2019-01-01 Kazumasa Fujiwara , Vladimir Georgiev , Tohru Ozawa

The fundamental importance of functional differential equations has been recognized in many areas of mathematical physics, such as fluid dynamics (Hopf characteristic functional equation), quantum field theory (Schwinger-Dyson equations)…

Numerical Analysis · Mathematics 2019-10-02 Daniele Venturi

We introduce the linear operators of fractional integration and fractional differentiation in the framework of the Riemann-Liouville fractional calculus. Particular attention is devoted to the technique of Laplace transforms for treating…

Mathematical Physics · Physics 2008-05-27 Rudolf Gorenflo , Francesco Mainardi

The Feynman-Kac equation governs the distribution of the statistical observable -- functional, having wide applications in almost all disciplines. After overcoming challenges from the time-space coupled nonlocal operator and the possible…

Numerical Analysis · Mathematics 2020-11-11 Jing Sun , Daxin Nie , Weihua Deng

The primary goal of this research is to propose a novel architecture for a deep neural network that can solve fractional differential equations accurately. A Gaussian integration rule and a $L_1$ discretization technique are used in the…

Machine Learning · Computer Science 2023-09-15 Ali Nosrati Firoozsalari , Hassan Dana Mazraeh , Alireza Afzal Aghaei , Kourosh Parand

We prove precise rates of convergence for monotone approximation schemes of fractional and nonlocal Hamilton-Jacobi-Bellman (HJB) equations. We consider diffusion corrected difference-quadrature schemes from the literature and new…

Analysis of PDEs · Mathematics 2023-09-04 Indranil Chowdhury , Espen R. Jakobsen
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