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Partial differential equations (PDEs) are used, with huge success, to model phenomena arising across all scientific and engineering disciplines. However, across an equally wide swath, there exist situations in which PDE models fail to…

Numerical Analysis · Mathematics 2020-12-16 Marta D'Elia , Qiang Du , Christian Glusa , Max Gunzburger , Xiaochuan Tian , Zhi Zhou

Financial markets have long since been modeled using stochastic methods such as Brownian motion, and more recently, rough volatility models have been built using fractional Brownian motion. This fractional aspect brings memory into the…

Statistical Finance · Quantitative Finance 2024-07-01 Patrick Geraghty

This paper presents a data-integrated framework for learning the dynamics of fractional-order nonlinear systems in both discrete-time and continuous-time settings. The proposed framework consists of two main steps. In the first step,…

Systems and Control · Electrical Eng. & Systems 2025-06-19 Bahram Yaghooti , Chengyu Li , Bruno Sinopoli

A new formalism is presented for finding equilibrium distribution functions for axisymmetric systems. The formalism, obtainded by using the concept of fractional derivatives, generalizes the methods of Fricke (1952), Kalnajs (1972) and…

Astrophysics · Physics 2009-06-14 Juan F. Pedraza , Javier Ramos-Caro , Guillermo A. Gonzalez

Nonlocal operators of fractional type are a popular modeling choice for applications that do not adhere to classical diffusive behavior; however, one major challenge in nonlocal simulations is the selection of model parameters. In this work…

Optimization and Control · Mathematics 2020-10-09 Olena Burkovska , Christian Glusa , Marta D'Elia

Fractional order differential and difference equations are used to model systems with memory. Variable order fractional equations are proposed to model systems where the memory changes in time. We investigate stability conditions for linear…

Dynamical Systems · Mathematics 2025-02-12 Prashant M. Gade , Sachin Bhalekar , Janardhan Chevala

Fractional calculus with respect to function $\psi$, also named as $\psi$-fractional calculus, generalizes the Hadamard and the Riemann-Liouville fractional calculi, which causes challenge in numerical treatment. In this paper we study…

Numerical Analysis · Mathematics 2023-12-29 Tinggang Zhao , Zhenyu Zhao , Changpin Li , Dongxia Li

We prove a useful formula and new properties for the recently introduced power fractional calculus with non-local and non-singular kernels. In particular, we prove a new version of Gronwall's inequality involving the power fractional…

Numerical Analysis · Mathematics 2023-12-04 Hanaa Zitane , Delfim F. M. Torres

In this paper we study linear and nonlinear fractional differential equations involving the Caputo fractional derivative with Mittag-Leffler non-singular kernel of order $0<\alpha<1.$ We first obtain a new estimate of the fractional…

Classical Analysis and ODEs · Mathematics 2017-10-11 Mohammed Al-Refai

An analysis of a fractional cubic differential equation is presented, which is a generalization of different versions of fractional logistic equations, in order to obtain simpler numerical methods that globalize and extend the results…

Dynamical Systems · Mathematics 2021-04-12 Melani Barrios , Gabriela Reyero , Mabel Tidball

In this paper, we present a new numerical method to solve fractional differential equations. Given a fractional derivative of arbitrary real order, we present an approximation formula for the fractional operator that involves integer-order…

Numerical Analysis · Mathematics 2015-12-16 Ricardo Almeida , Nuno R. O. Bastos

We present FractionalDiffEq.jl, a comprehensive solver suite for solving fractional differential equations, featuring high-performance numerical algorithms in the Julia programming language. FractionalDiffEq.jl is designed to be…

Numerical Analysis · Mathematics 2025-06-10 Qingyu Qu , Wei Ruan

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

In this article, we propose the fractional weak adversarial networks (f-WANs) for the stationary fractional advection dispersion equations (FADE) based on their weak formulas. This enables us to handle less regular solutions for the…

Numerical Analysis · Mathematics 2023-06-09 Dian Feng , Zhiwei Yang , Sen Zou

We present a novel method to improve pharmacokinetics modeling, an essential step of drug development. Conventional models frequently fail to fully represent the intricacies of drug absorption and distribution, which limits their predictive…

Quantitative Methods · Quantitative Biology 2024-12-31 Nazanin Ahmadi , Shupeng Wang , George Karniadakis

In this paper we present numerical methods - finite differences and finite elements - for solution of partial differential equation of fractional order in time for one-dimensional space. This equation describes anomalous diffusion which is…

Mathematical Physics · Physics 2007-05-23 Mariusz Ciesielski , Jacek Leszczynski

Accurate spectrum prediction is crucial for dynamic spectrum access (DSA) and resource allocation. However, due to the unique characteristics of spectrum data, existing methods based on the time or frequency domain often struggle to…

Machine Learning · Computer Science 2025-08-26 Yanghao Qin , Bo Zhou , Guangliang Pan , Qihui Wu , Meixia Tao

A numerical scheme for solving fractional initial value problems involving the Atangana-Baleanu fractional derivative is presented. Some examples for the proposed method are included, both for equations and systems of fractional initial…

Analysis of PDEs · Mathematics 2016-10-25 J. D. Djida , I. Area , A. Atangana

While there is currently a lot of enthusiasm about "big data", useful data is usually "small" and expensive to acquire. In this paper, we present a new paradigm of learning partial differential equations from {\em small} data. In…

Artificial Intelligence · Computer Science 2018-01-17 Maziar Raissi , George Em Karniadakis

In this work, we introduce a time memory formalism in poroelasticity model that couples the pressure and displacement. We assume this multiphysics process occurs in multicontinuum media. The mathematical model contains a coupled system of…

Numerical Analysis · Mathematics 2022-01-20 Aleksei Tyrylgin , Maria Vasilyeva , Anatoly Alikhanov , Dongwoo Sheen