Related papers: differint: A Python Package for Numerical Fraction…
This paper presents a modified numerical scheme for a class of Fractional Optimal Control Problems (FOCPs) formulated in Agrawal (2004) where a Fractional Derivative (FD) is defined in the Riemann-Liouville sense. In this scheme, the entire…
Automatic differentiation (AD) is an essential primitive for machine learning programming systems. Tangent is a new library that performs AD using source code transformation (SCT) in Python. It takes numeric functions written in a syntactic…
Over the last decade, it has been demonstrated that many systems in science and engineering can be modeled more accurately by fractional-order than integer-order derivatives, and many methods are developed to solve the problem of fractional…
We obtain a new decomposition of the Riemann-Liouville operators of fractional integration as a series involving derivatives (of integer order). The new formulas are valid for functions of class $C^n$, $n \in \mathbb{N}$, and allow us to…
In the present work, an attempted was made to develop a numerical algorithm by the use of new orthogonal hybrid functions formed from hybrid of piecewise constant orthogonal sample-and-hold functions and piecewise linear orthogonal…
A finite difference numerical method is investigated for fractional order diffusion problems in one space dimension. For this, a mathematical model is developed to incorporate homogeneous Dirichlet and Neumann type boundary conditions. The…
We present Elvet, a Python package for solving differential equations and variational problems using machine learning methods. Elvet can deal with any system of coupled ordinary or partial differential equations with arbitrary initial and…
In the present article, a new method for the evaluation of fractional derivatives of arbitrary real order is proposed. Numerous but inequivalent formulations have been given in the past. Some of them exhibit unsatisfactory properties such…
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…
In this paper we propose an algorithm for the numerical solution of arbitrary differential equations of fractional order. The algorithm is obtained by using the following decomposition of the differential equation into a system of…
In this paper we propose two proximal gradient algorithms for fractional programming problems in real Hilbert spaces, where the numerator is a proper, convex and lower semicontinuous function and the denominator is a smooth function, either…
Fractional variational approach has gained much attention in recent years. There are famous fractional derivatives such as Caputo derivative, Riesz derivative and Riemann-Liouville derivative. Several versions of fractional variational…
The fractional calculus of variations and fractional optimal control are generalizations of the corresponding classical theories, that allow problem modeling and formulations with arbitrary order derivatives and integrals. Because of the…
This article analyzes and develops a method to solve fractional ordinary differential equations using the Monte Carlo Method. A numerical simulation is performed for some differential equations, comparing the results with what exists in the…
In this paper, we revisit the diffusive representations of fractional integrals established in \cite{diethelm2023diffusive} to explore novel variants of such representations which provide highly efficient numerical algorithms for the…
Fractional derivatives are nonlocal differential operators of real order that often appear in models of anomalous diffusion and a variety of nonlocal phenomena. Recently, a version of the Schr\"odinger Equation containing a fractional…
In this paper we introduce a new mathematical tool to solve fractional equations representing models of fractional systems : The Ultradistributions. Ultradistributions permit us to unify the notion of integral and derivative in one only…
In this paper, we consider a class of nonconvex and nonsmooth fractional programming problems, that involve the sum of a convex, possibly nonsmooth function composed with a linear operator and a differentiable, possibly nonconvex function…
In this paper, we present numerical procedures to compute solutions of partial differential equations posed on fractals. In particular, we consider the strong form of the equation using standard graph Laplacian matrices and also weak forms…
We set the main concepts for multiplicative fractional calculus. We define Caputo, Riemann and Letnikov multiplicative fractional derivatives and multiplicative fractional integrals and study some of their properties. Finally, the…