Related papers: High order fast algorithm for the Caputo fractiona…
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…
In this paper, we consider a numerical method for the multi-term Caputo-Fabrizio time-fractional diffusion equations (with orders $\alpha_i\in(0,1)$, $i=1,2,\cdots,n$). The proposed method employs a fast finite difference scheme to…
In this paper, we approximate numerically the solution of Caputo-type advection-diffusion equations of the form $D_t^{\alpha} u(t,x) = a_1(x)u_{xx}(t,x) + a_2(x)u_x(t,x) + a_3u(t,x) + a_4(t,x)$, where $D_t^{\alpha} u$ denotes the Caputo…
We propose a new class of semi-implicit methods for solving nonlinear fractional differential equations and study their stability. Several versions of our new schemes are proved to be unconditionally stable by choosing suitable parameters.…
We give an algorithm to compute $N$ steps of a convolution quadrature approximation to a continuous temporal convolution using only $O(N \log N)$ multiplications and $O(\log N)$ active memory. The method does not require evaluations of the…
We propose two easy-to-implement fast algorithms based on moment-matching to compute the nonlocal potential $\varphi(\textbf{x})=(U\ast \rho)(\textbf{x})$ on bounded domain, where the kernel $U$ is singular at the origin and the density…
The present paper is devoted to constructing L2 type difference analog of the Caputo fractional derivative. The fundamental features of this difference operator are studied and it is used to construct difference schemes generating…
An adaptive finite difference scheme for variable-order fractional-time subdiffusion equations in the Caputo form is studied. The fractional time derivative is discretized by the L1 procedure but using nonhomogeneous timesteps. The size of…
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…
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)} =…
We propose a novel Caputo fractional derivative-based optimization algorithm. Upon defining the Caputo fractional gradient with respect to the Cartesian coordinate, we present a generic Caputo fractional gradient descent (CFGD) method. We…
The numerical solution of implicit and stiff differential equations by implicit numerical integrators has been largely investigated and there exist many excellent efficient codes available in the scientific community, as Radau5 (based on a…
The convolution computation is widely used in many fields, especially in CNNs. Because of the rapid growth of the training data in CNNs, GPUs have been used for the acceleration, and memory-efficient algorithms are focused because of thier…
A consequent approach is proposed to construct symplectic force-gradient algorithms of arbitrarily high orders in the time step for precise integration of motion in classical and quantum mechanics simulations. Within this approach the basic…
Based on the continuous time random walk, we derive the Fokker-Planck equations with Caputo-Fabrizio fractional derivative, which can effectively model a variety of physical phenomena, especially, the material heterogeneities and structures…
We study efficient algorithms for the Euclidean $k$-Center problem, focusing on the regime of large $k$. We take the approach of data reduction by considering $\alpha$-coreset, which is a small subset $S$ of the dataset $P$ such that any…
In this paper, we investigate a fractional differential equation involving sequential Caputo derivatives, motivated by recent research on fractional models with multiple memory effects. Using techniques inspired by earlier works on…
We consider a linear inhomogeneous fractional evolution equation which is obtained from a Cauchy problem by replacing its first-order time derivative with Caputo's fractional derivative. The operator in the fractional evolution equation is…
It is demonstrated is this letter that linear multistep methods for integrating ordinary differential equations can be used to develop a family of fast forward scattering algorithms with higher orders of convergence. Excluding the cost of…
Two fast L1 time-stepping methods, including the backward Euler and stabilized semi-implicit schemes, are suggested for the time-fractional Allen-Cahn equation with Caputo's derivative. The time mesh is refined near the initial time to…