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We present an efficient algorithm for the evaluation of the Caputo fractional derivative $_0^C\!D_t^\alpha f(t)$ of order $\alpha\in (0,1)$, which can be expressed as a convolution of $f'(t)$ with the kernel $t^{-\alpha}$. The algorithm is…

Numerical Analysis · Mathematics 2015-11-12 Shidong Jiang , Jiwei Zhang , Qian Zhang , Zhimin Zhang

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 paper, we investigate fast algorithms in the small fraction order regime to approximate the Caputo derivative $^C_0D_t^\alpha u(t)$ when $\alpha$ is small. We focus on two fast algorithms, i.e. FIR and FIDR, both relying on the…

Numerical Analysis · Mathematics 2021-10-22 Zihang Zhang , Qiwei Zhan , Zhennan Zhou

A fractional derivative is a temporally nonlocal operation which is computationally intensive due to inclusion of the accumulated contribution of function values at past times. In order to lessen the computational load while maintaining the…

Numerical Analysis · Mathematics 2021-11-01 Daegeun Yoon , Donghyun You

In this paper, we develop fast procedures for solving linear systems arising from discretization of ordinary and partial differential equations with Caputo fractional derivative w.r.t time variable. First, we consider a finite difference…

Analysis of PDEs · Mathematics 2018-02-01 Zhengguang Liu , Aijie Cheng , Xiaoli Li , Hong Wang

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

A unified fast time-stepping method for both fractional integral and derivative operators is proposed. The fractional operator is decomposed into a local part with memory length $\Delta T$ and a history part, where the local part is…

Numerical Analysis · Mathematics 2017-10-26 Fanhai Zeng , Ian Turner , Kevin Burrage

We introduce a high-order numerical scheme for fractional ordinary differential equations with the Caputo derivative. The method is developed by dividing the domain into a number of subintervals, and applying the quadratic interpolation on…

Numerical Analysis · Mathematics 2020-02-25 Junying Cao , Zhenning Cai

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, 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 propose a fast second-order approximation to the variable-order (VO) Caputo fractional derivative, which is developed based on $L2$-$1_\sigma$ formula and the exponential-sum-approximation technique. The fast evaluation…

Numerical Analysis · Mathematics 2022-06-22 Jia-li Zhang , Zhi-wei Fang , Hai-wei Sun

This paper proposes a fractional order gradient method for the backward propagation of convolutional neural networks. To overcome the problem that fractional order gradient method cannot converge to real extreme point, a simplified…

Optimization and Control · Mathematics 2020-01-07 Dian Sheng , Yiheng Wei , Yuquan Chen , Yong Wang

We propose an efficient algorithm for the approximation of fractional integrals by using Runge--Kutta based convolution quadrature. The algorithm is based on a novel integral representation of the convolution weights and a special…

Numerical Analysis · Mathematics 2019-07-29 Lehel Banjai , María López-Fernández

In this paper, we develop a robust fast method for mobile-immobile variable-order (VO) time-fractional diffusion equations (tFDEs), superiorly handling the cases of small or vanishing lower bound of the VO function. The valid fast…

Numerical Analysis · Mathematics 2022-06-22 Jia-Li Zhang , Zhi-Wei Fang , Hai-Wei Sun

Recently, the numerical schemes of the Fokker-Planck equations describing anomalous diffusion with two internal states have been proposed in [Nie, Sun and Deng, arXiv: 1811.04723], which use convolution quadrature to approximate the…

Numerical Analysis · Mathematics 2024-12-20 Jing Sun , Daxin Nie , Weihua Deng

We introduce an efficient variational hybrid quantum-classical algorithm designed for solving Caputo time-fractional partial differential equations. Our method employs an iterable cost function incorporating a linear combination of overlap…

In this article, a high-order time-stepping scheme based on the cubic interpolation formula is considered to approximate the generalized Caputo fractional derivative (GCFD). Convergence order for this scheme is $(4-\alpha)$, where $\alpha…

Numerical Analysis · Mathematics 2022-10-12 Sarita Kumari , Rajesh K. Pandey , R. P. Agarwal

In this article, we present an $O(N \log N)$ rapidly convergent algorithm for the numerical approximation of the convolution integral with radially symmetric weakly singular kernels and compactly supported densities. To achieve the reduced…

Numerical Analysis · Mathematics 2021-07-09 Awanish Kumar Tiwari , Ambuj Pandey , Jagabandhu Paul , Akash Anand

A fast two-level linearized scheme with unequal time-steps is constructed and analyzed for an initial-boundary-value problem of semilinear subdiffusion equations. The two-level fast L1 formula of the Caputo derivative is derived based on…

Numerical Analysis · Mathematics 2020-12-23 Hong-lin Liao , Yonggui Yan , Jiwei Zhang

In the paper we deal with linear fractional control problems with constant delays in the state. Single-order systems with fractional derivative in Caputo sense of orders between 0 and 1 are considered. The aim is to introduce a new…

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