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Stability and convergence of a time-weighted discrete scheme with nonuniform time steps are established for linear reaction-subdiffusion equations. The Caupto derivative is approximated at an offset point by using linear and quadratic…

Numerical Analysis · Mathematics 2022-01-05 Hong-lin Liao , William McLean , Jiwei Zhang

We consider a discretization of Caputo derivatives resulted from deconvolving a scheme for the corresponding Volterra integral. Properties of this discretization, including signs of the coefficients, comparison principles, and stability of…

Numerical Analysis · Mathematics 2019-08-19 Lei Li , Jian-Guo Liu

The subdiffusion equations with a Caputo fractional derivative of order $\alpha \in (0,1)$ arise in a wide variety of practical problems, which is describing the transport processes, in the force-free limit, slower than Brownian diffusion.…

Numerical Analysis · Mathematics 2023-06-27 Jiankang Shi , Minghua Chen , Yubin Yan , Jianxiong Cao

In this work, we investigate a variational formulation for a time-fractional Fokker-Planck equation which arises in the study of complex physical systems involving anomalously slow diffusion. The model involves a fractional-order Caputo…

Numerical Analysis · Mathematics 2020-06-05 Manh Hong Duong , Bangti Jin

In this paper, we numerically address the inverse problem of identifying a time-dependent coefficient in the time-fractional diffusion equation. An a priori estimate is established to ensure uniqueness and stability of the solution. A fully…

Numerical Analysis · Mathematics 2026-01-27 Arshyn Altybay

In this work, we investigate the recovery of a parameter in a diffusion process given by the order of derivation in time for a class of diffusion type equations, including both classical and time-fractional diffusion equations, from the…

Analysis of PDEs · Mathematics 2021-11-04 Bangti Jin , Yavar Kian

In this article, for a time-fractional diffusion-wave equation $\pppa u(x,t) = -Au(x,t)$, $0<t<T$ with fractional order $\alpha \in (1,2)$, we consider the backward problem in time: determine $u(\cdot,t)$, $0<t<T$ by $u(\cdot,T)$ and…

Analysis of PDEs · Mathematics 2020-07-21 Giuseppe Floridia , Masahiro Yamamoto

We formulate a numerical method to solve the porous medium type equation with fractional diffusion \[\frac{\partial u}{\partial t}+(-\Delta)^{1/2} (u^m)=0.\] The problem is posed in $x\in \mathbb{R}^N$, $m\geq 1$ and with nonnegative…

Analysis of PDEs · Mathematics 2013-11-27 Félix del Teso

Taking into account the asymptotic behavior of some Wright functions and the existence of bounds for the Mainardi and the Wright function $W(-x,\frac{\alpha}{2}, 1)$ in $\mathbb{R}^+$ , three different initial-boundary-value problems for…

Analysis of PDEs · Mathematics 2015-07-28 Demian Goos , Gabriela Reyero , Sabrina Roscani , Eduardo Santillan Marcus

We consider the initial boundary value problem for the time-fractional diffusion equation with a homogeneous Dirichlet boundary condition and an inhomogeneous initial data $a(x)\in L^{2}(D)$ in a bounded domain $D\subset \mathbb{R}^d$ with…

Numerical Analysis · Mathematics 2020-02-19 Jiuhua Hu , Guanglian Li

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)} =…

Numerical Analysis · Mathematics 2015-02-10 Yuri Dimitrov

We derive the asymptotic first passage time (FPT) distribution for space-dependent variable-order time-fractional diffusion, where the fractional exponent $\alpha(x)$ varies with position. For any sufficiently smooth $\alpha(x)$ on a finite…

Statistical Mechanics · Physics 2026-04-16 Wancheng Li , Daniel S. Han

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

In this work, we revisit the adaptive L1 time-stepping scheme for solving the time-fractional Allen-Cahn equation in the Caputo's form. The L1 implicit scheme is shown to preserve a variational energy dissipation law on arbitrary nonuniform…

Numerical Analysis · Mathematics 2023-01-31 Hong-lin Liao , Xiaohan Zhu , Jindi Wang

Main results and techniques of the fractional calculus of variations are surveyed. We consider variational problems containing Caputo derivatives and study them using both indirect and direct methods. In particular, we provide necessary…

Optimization and Control · Mathematics 2018-11-12 Ricardo Almeida , Delfim F. M. Torres

For terminal value problems of fractional differential equations of order $\alpha \in (0,1)$ that use Caputo derivatives, shooting methods are a well developed and investigated approach. Based on recently established analytic properties of…

Numerical Analysis · Mathematics 2023-10-03 Kai Diethelm , Frank Uhlig

We generalize the fractional Caputo derivative to the fractional derivative ${^CD^{\alpha,\beta}_{\gamma}}$, which is a convex combination of the left Caputo fractional derivative of order $\alpha$ and the right Caputo fractional derivative…

Optimization and Control · Mathematics 2012-01-16 Agnieszka B. Malinowska , Delfim F. M. Torres

The study of fractional variational problems in terms of a combined fractional Caputo derivative is introduced. Necessary optimality conditions of Euler-Lagrange type for the basic, isoperimetric, and Lagrange variational problems are…

Optimization and Control · Mathematics 2011-12-16 Agnieszka B. Malinowska , Delfim F. M. Torres

We propose a discontinuous Galerkin method for convection-subdiffusion equations with a fractional operator of order $\alpha (1<\alpha<2)$ defined through the fractional Laplacian. The fractional operator of order $\alpha$ is expressed as a…

Numerical Analysis · Mathematics 2013-04-23 Q. Xu , J. S. Hesthaven

In this paper, we discretize the Caputo time derivative of order \alpha \in (0,1) using the Alikhanov scheme on a quasi-graded temporal mesh, and employ the Newton linearization method to approximate the nonlinear term. This yields a…

Numerical Analysis · Mathematics 2026-01-27 Chang Hou , Hu Chen , Jian Wang