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This chapter presents some numerical methods to solve problems in the fractional calculus of variations and fractional optimal control. Although there are plenty of methods available in the literature, we concentrate mainly on approximating…

Optimization and Control · Mathematics 2014-05-19 Shakoor Pooseh , Ricardo Almeida , Delfim F. M. Torres

The main goal of this article is to show a new method to solve some Fractional Order Integral Equations (FOIE), more precisely the ones which are linear, have constant coefficients and all the integration orders involved are rational. The…

Classical Analysis and ODEs · Mathematics 2018-02-09 Daniel Cao Labora , Rosana Rodríguez-López

In this article, firstly we develop a method for a type of difference equations, applicable to solve approximately a class of first order ordinary differential equation systems. In a second step, we apply the results obtained to solve a…

Numerical Analysis · Mathematics 2017-12-12 Fabio Botelho

For the numerical solution of Dirichlet-type boundary value problems associated to nonlinear fractional differential equations of order $\alpha \in (1,2)$ that use Caputo derivatives, we suggest to employ shooting methods. In particular, we…

Numerical Analysis · Mathematics 2025-07-08 Kai Diethelm

We study fractional variational problems of Herglotz type of variable order. Necessary optimality conditions, described by fractional differential equations depending on a combined Caputo fractional derivative of variable order, are proved.…

Optimization and Control · Mathematics 2017-10-12 Dina Tavares , Ricardo Almeida , Delfim F. M. Torres

In this paper we present a new type of fractional operator, the Caputo-Katugampola derivative. The Caputo and the Caputo-Hadamard fractional derivatives are special cases of this new operator. An existence and uniqueness theorem for a…

Classical Analysis and ODEs · Mathematics 2016-07-26 Ricardo Almeida , Agnieszka B. Malinowska , Tatiana Odzijewicz

Variable Stepsize Variable Order (VSVO) methods are the methods of choice to efficiently solve a wide range of ODEs with minimal work and assured accuracy. However, VSVO methods have limited impact in timestepping methods in complex…

Numerical Analysis · Mathematics 2018-10-17 Victor DeCaria , Ahmet Guzel , William Layton , Yi Li

This paper proposes a novel Generalized Non-Standard Finite Difference (GNSFD) scheme for the numerical solution of a class of fractional partial differential equations (FrPDEs). The formulation of the method is grounded in optimization and…

Numerical Analysis · Mathematics 2025-09-17 Devank Mishra , Sheerin Kayenat , Amit K. Verma

In this study, perturbation-iteration algorithm, namely PIA, is applied to solve some types of system of fractional differential equations (FDEs) for the first time. To illustrate the efficiency of the method, numerical solutions are…

Numerical Analysis · Mathematics 2016-07-29 Mehmet Senol , I. T. Dolapci

In this paper we explain how to use the Fast Fourier Transform (FFT) to solve partial differential equations (PDEs). We start by defining appropriate discrete domains in coordinate and frequency domains. Then describe the main limitation of…

Numerical Analysis · Mathematics 2025-07-31 Daniela Rodriguez-Lara , Ivan Alvarez-Rios , Francisco S. Guzman

In this paper, we develop a fully discrete Galerkin method for solving initial value fractional integro-differential equations(FIDEs). We consider Generalized Jacobi polynomials(GJPs) with indexes corresponding to the number of homogeneous…

Numerical Analysis · Mathematics 2015-01-13 P. Mokhtary

In this work, we study the long time behaviors, including asymptotic contractivity and dissipativity, of the solutions to several numerical methods for fractional ordinary differential equations (F-ODEs). The existing algebraic…

Numerical Analysis · Mathematics 2018-06-12 Dongling Wang , Aiguo Xiao , Jun Zou

This article introduces a framework for measuring the uncertain behaviour of a changing system in terms of the solution of a class of fractional stochastic differential equations (fsDEs). This is accomplished via operational matrices based…

General Mathematics · Mathematics 2025-06-03 O. T. Birgani , J. F. Peters , S. Kouhkani

We consider the unified transform method, also known as the Fokas method, for solving partial differential equations. We adapt and modify the methodology, incorporating new ideas where necessary, in order to apply it to solve a large class…

Analysis of PDEs · Mathematics 2018-08-28 Arran Fernandez , Dumitru Baleanu , Athanassios S. Fokas

We present an exponentially convergent numerical method to approximate the solution of the Cauchy problem for the inhomogeneous fractional differential equation with an unbounded operator coefficient and Caputo fractional derivative in…

Numerical Analysis · Mathematics 2025-04-08 Dmytro Sytnyk , Barbara Wohlmuth

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

This book intends to deepen the study of the fractional calculus, giving special emphasis to variable-order operators. It is organized in two parts, as follows. In the first part, we review the basic concepts of fractional calculus (Chapter…

Optimization and Control · Mathematics 2018-06-19 Ricardo Almeida , Dina Tavares , Delfim F. M. Torres

Uncertain fractional differential equation (UFDE) is a kind of differential equation about uncertain process. As an significant mathematical tool to describe the evolution process of dynamic system, UFDE is better than the ordinary…

Numerical Analysis · Mathematics 2023-02-27 Chenlei Tian , Jing Cao , Yifu Song , Ting Jin

In this article we consider the approximation of a variable coefficient (two-sided) fractional diffusion equation (FDE), having unknown $u$. By introducing an intermediate unknown, $q$, the variable coefficient FDE is rewritten as a lower…

Numerical Analysis · Mathematics 2018-10-31 Xiangcheng Zheng , V. J. Ervin , Hong Wang

A computational method for numeric resolution of a PDEs system, based on a Finite Differences schema integrated by interpolations of partial results, and an estimate of the error of its solution respect to the normal FD solution.

Numerical Analysis · Mathematics 2025-10-20 Gianluca Argentini