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The main purpose of this paper is to study the fractional-order model with Caputo derivative associated to Lagrange system. For this fractional-order system we investigate the existence and uniqueness of solutions of initial value problem,…

Dynamical Systems · Mathematics 2022-11-22 Mihai Ivan

The application of the approximation-operational approach to solving linear differential equations of fractional order with variable coefficients is considered. It is shown that the method can also be applied to solving differential…

Dynamical Systems · Mathematics 2020-06-04 Oleksii V. Vasyliev

We consider Hadamard fractional derivatives and integrals of variable fractional order. A new type of fractional operator, which we call the Hadamard-Marchaud fractional derivative, is also considered. The objective is to represent these…

Classical Analysis and ODEs · Mathematics 2015-03-17 Ricardo Almeida , Delfim F. M. Torres

In this paper, a novel formula expressing explicitly the fractional-order derivatives, in the sense of Riesz-Feller operator, of Jacobi polynomials is presented. Jacobi spectral collocation method together with trapezoidal rule are used to…

Numerical Analysis · Mathematics 2018-03-30 N. H. Sweilam , M. M. Abou Hasan

We introduce new fractional operators of variable order on isolated time scales with Mittag-Leffler kernels. This allows a general formulation of a class of fractional variational problems involving variable-order difference operators. Main…

Classical Analysis and ODEs · Mathematics 2019-02-19 Thabet Abdeljawad , Raziye Mert , Delfim F. M. Torres

This paper focuses on the numerical solution of initial value problems for fractional differential equations of linear type. The approach we propose grounds on expressing the solution in terms of some integral weighted by a generalized…

Numerical Analysis · Mathematics 2015-03-24 Roberto Garrappa , Marina Popolizio

A fast algorithm (linear in the degrees of freedom) for the solution of linear variable-coefficient rational-order fractional integral and differential equations is described. The approach is related to the ultraspherical method for…

Numerical Analysis · Mathematics 2017-12-04 Nicholas Hale , Sheehan Olver

Spectral methods based on integral transforms may be efficiently used to solve differential equations in some special cases. This paper considers a different approach in which algorithms are proposed to calculate integral Laguerre transform…

Numerical Analysis · Mathematics 2022-01-12 Andrew V. Terekhov

A method for the numerical solution of variable order (VO) fractional differential equations (FDE) is presented. The method applies to linear as well as to nonlinear VO-FDEs. The Caputo type VO fractional derivative is employed. First, an…

Numerical Analysis · Mathematics 2018-05-08 John T. Katsikadelis

In this paper, we design and analyze a novel spectral method for the subdiffusion equation. As it has been known, the solutions of this equation are usually singular near the initial time. Consequently, direct application of the traditional…

Numerical Analysis · Mathematics 2022-04-06 Chuanju Xu , Wei Zeng

Based on the Fourier extension, we propose an oversampling collocation method for solving the elliptic partial differential equations with variable coefficients over arbitrary irregular domains. This method only uses the function values on…

Numerical Analysis · Mathematics 2022-11-14 Xianru Chen , Li Lin

Diffusive representations of fractional derivatives have proven to be useful tools in the construction of fast and memory efficient numerical methods for solving fractional differential equations. A common challenge in many of the known…

Numerical Analysis · Mathematics 2022-04-11 Kai Diethelm

The following document presents some novel numerical methods valid for one and several variables, which using the fractional derivative, allow to find solutions for some non-linear systems in the complex space using real initial conditions.…

Numerical Analysis · Mathematics 2024-04-25 A. Torres-Hernandez , F. Brambila-Paz

We propose two efficient numerical approaches for solving variable-order fractional optimal control-affine problems. The variable-order fractional derivative is considered in the Caputo sense, which together with the Riemann-Liouville…

Optimization and Control · Mathematics 2020-10-14 Somayeh Nemati , Delfim F. M. Torres

Distributed order fractional operators offer a rigorous tool for mathematical modelling of multi-physics phenomena, where the differential orders are distributed over a range of values rather than being just a fixed integer/fraction as it…

Numerical Analysis · Mathematics 2016-05-02 Ehsan Kharazmi , Mohsen Zayernouri , George Em Karniadakis

We consider the problem of estimating the fractional order of a L\'{e}vy process from low frequency historical and options data. An estimation methodology is developed which allows us to treat both estimation and calibration problems in a…

Statistics Theory · Mathematics 2010-01-13 Denis Belomestny

To extract the approximate solutions in the case of nonlinear fractional order differential equations with the homogeneous and nonhomogeneous boundary conditions, the weighted residual method is embedded here. We exploit three methods such…

Numerical Analysis · Mathematics 2024-04-05 Umme Ruman , Md. Shafiqul Islam

We consider a system of differential equations and obtain its solutions with exponential asymptotics and analyticity with respect to the spectral parameter. Solutions of such type have importance in studying spectral properties of…

Classical Analysis and ODEs · Mathematics 2024-05-09 Maria Kuznetsova

When using Laguerre and Hermite spectral methods to numerically solve PDEs in unbounded domains, the number of collocation points assigned inside the region of interest is often insufficient, particularly when the region is expanded or…

Numerical Analysis · Mathematics 2020-09-29 Mingtao Xia , Sihong Shao , Tom Chou

This research deals with the numerical solution of non-linear fractional differential equations with delay using the method of steps and shifted Legendre (Chebyshev) collocation method. This article aims to present a new formula for the…

Numerical Analysis · Mathematics 2019-06-20 Mohammad Mousa-Abadian , Sayed Hodjatollah Momeni-Masuleh