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We extend the piecewise orthogonal collocation method to computing periodic solutions of coupled renewal and delay differential equations. Through a rigorous error analysis, we prove convergence of the relevant finite-element method and…

Numerical Analysis · Mathematics 2023-05-23 Alessia andò , Dimitri Breda

In this article, we first establish derivative formulae for fractional Gruschin type process, which generalize the result of Wang (J Theor Probab 27:80--95, Theorem 1.1, 2012). Since we work on a non-Markovian context, some technical…

Probability · Mathematics 2019-12-06 Xiliang Fan , Rong Yu

Fractional differential equations provide a tractable mathematical framework to describe anomalous behavior in complex physical systems, yet they introduce new sensitive model parameters, i.e. derivative orders, in addition to model…

Numerical Analysis · Mathematics 2018-06-05 Ehsan Kharazmi , Mohsen Zayernouri

Tropical Differential Algebraic Geometry considers difficult or even intractable problems in Differential Equations and tries to extract information on their solutions from a restricted structure of the input. The Fundamental Theorem of…

Lie group method provides an efficient tool to solve a differential equation. This paper suggests a fractional partner for fractional partial differential equations using a fractional characteristic method. A space-time fractional diffusion…

Mathematical Physics · Physics 2010-09-22 Guo-cheng Wu

Diffusive representations of fractional differential and integral operators can provide a convenient means to construct efficient numerical algorithms for their approximate evaluation. In the current literature, many different variants of…

Numerical Analysis · Mathematics 2024-07-15 Kai Diethelm

In this paper invariant subspace method has been employed for solving linear and non-linear fractional partial differential equations involving Caputo derivative. A variety of illustrative examples are solved to demonstrate the…

Analysis of PDEs · Mathematics 2017-04-18 Sangita Choudhary , Varsha Daftardar-Gejji

In this paper, the fractional differential matrices based on the Jacobi-Gauss points are derived with respect to the Caputo and Riemann-Liouville fractional derivative operators. The spectral radii of the fractional differential matrices…

Numerical Analysis · Mathematics 2015-11-05 Fanhai Zeng , Changpin Li

The aim of this work is to develop general optimization methods for finite difference schemes used to approximate linear differential equations. The specific case of the transport equation is exposed. In particular, the minimization of the…

Analysis of PDEs · Mathematics 2007-05-23 Claire David , Pierre Sagaut

We present a new numerical tool to solve partial differential equations involving Caputo derivatives of fractional variable order. Three Caputo-type fractional operators are considered, and for each one of them an approximation formula is…

Classical Analysis and ODEs · Mathematics 2015-12-08 Dina Tavares , Ricardo Almeida , Delfim F. M. Torres

There has recently been considerable interest in using a nonstandard piecewise approximation to formulate fractional order differential equations as difference equations that describe the same dynamical behaviour and are more amenable to a…

Numerical Analysis · Mathematics 2016-05-09 Christopher N Angstmann , Bruce I Henry , Anna V McGann

A spectral decomposition method is used to obtain solutions to a class of nonlinear differential equations. We extend this approach to the analysis of the fractional form of these equations and demonstrate the method by applying it to the…

Mathematical Physics · Physics 2015-08-14 Malgorzata Turalska , Bruce J. West

The accuracy of the numerical solution of a fractional differential equation depends on the differentiability class of the solution. The derivatives of the solutions of fractional differential equations often have a singularity at the…

Numerical Analysis · Mathematics 2015-03-11 Yuri Dimitrov

This paper investigates, a new class of fractional order Runge-Kutta (FORK) methods for numerical approximation to the solution of fractional differential equations (FDEs). By using the Caputo generalizedTaylor formula and the total…

Numerical Analysis · Mathematics 2023-03-06 F. Ghoreishi , R. Ghaffari

Neural networks are increasingly used to construct numerical solution methods for partial differential equations. In this expository review, we introduce and contrast three important recent approaches attractive in their simplicity and…

Numerical Analysis · Mathematics 2021-04-15 Jan Blechschmidt , Oliver G. Ernst

In this paper, we propose a tensor type of discretization and optimization process for solving high dimensional partial differential equations. First, we design the tensor type of trial function for the high dimensional partial differential…

Numerical Analysis · Mathematics 2022-12-01 Yangfei Liao , Yifan Wang , Hehu Xie

This paper provides a probabilistic approach to solve linear equations involving Caputo and Riemann-Liouville type derivatives. Using the probabilistic interpretation of these operators as the generators of interrupted Feller processes, we…

Probability · Mathematics 2015-12-07 M. E. Hernández-Hernández , V. N. Kolokoltsov

This paper deals with the error analysis of the trapezoidal rule for the computation of Fourier type integrals, based on two double exponential transformations. The theory allows to construct algorithms in which the steplength and the…

Numerical Analysis · Mathematics 2023-08-03 Eleonora Denich , Paolo Novati

In this paper, we resort to the Laplace transform method in order to show its efficiency when approaching some types of fractional differential equations. In particular, we present some applications of such methods when applied to possible…

Mathematical Physics · Physics 2015-09-09 Fabio G. Rodrigues , Edmundo C. Oliveira

This article examines a new approach to solving ordinary differential equations based on Fractional-Calculus theory. Poisson and Sturm-Liouville-type problems are studied, together with different boundary conditions. Each case is analyzed…

Numerical Analysis · Mathematics 2023-05-29 Sergio F. Yapur