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This paper establishes an existence theory for discrete second-order boundary value problems on non-uniform time grids using the upper and lower solution method. We consider difference equations of the form $u^{\Delta\Delta}(t_{i-1}) +…

General Mathematics · Mathematics 2025-08-08 Shalmali Bandyopadhyay , Kimser Lor

A random walk-based method is proposed to efficiently compute the solution of a large class of fractional in time linear systems of differential equations (linear F-ODE systems), along with the derivatives with respect to the system…

Numerical Analysis · Mathematics 2024-08-09 Andrés Centeno , Juan A. Acebrón , José Monteiro

This work considers to numerically solve a subdiffusion equation involving constant time delay $\tau$ and Riemann-Liouville fractional derivative. First, a fully discrete finite element scheme is developed for the considered problem under…

Numerical Analysis · Mathematics 2025-09-17 Weiping Bu , Chen Nie , Weizhi Liao

There are several approaches to the fractional differential operator. Generalized q-fractional difference operator was defined in the aid of q-iterated Cauchy integral and q-calculus techniques. We introduce Caputo type derivative related…

General Mathematics · Mathematics 2020-01-30 M. Momenzadeh , S. Norouzpoor

In this work, a second-order approximation of the fractional substantial derivative is presented by considering a modified shifted substantial Gr\"{u}nwald formula and its asymptotic expansion. Moreover, the proposed approximation is…

Numerical Analysis · Mathematics 2016-07-26 Zhaopeng Hao , Wanrong Cao , Guang Lin

Uncertain fractional differential equation (UFDE) is a kind of differential equation about uncertain process. As an significant mathematical tool to describe the evolution process of dynamic system, UFDE is better than the ordinary…

Numerical Analysis · Mathematics 2023-02-27 Chenlei Tian , Jing Cao , Yifu Song , Ting Jin

In this paper, we study loaded modified diffusion equation (the Hallaire equation with the fractional derivative with respect to time). The compact finite difference scheme of Crank-Nicholson type of higher order is developed for…

Numerical Analysis · Mathematics 2019-03-12 Anatoly Alikhanov , Murat Beshtokov , Mani Mehra

The multi-term time-fractional mixed diffusion-wave equations (TFMDWEs) are considered and the numerical method with its error analysis is presented in this paper. First, a $L2$ approximation is proved with first order accuracy to the…

Numerical Analysis · Mathematics 2016-07-26 Zhao-peng Hao , Guang Lin

We consider the completely positive discretizations of fractional ordinary differential equations (FODEs) on nonuniform meshes. Making use of the resolvents for nonuniform meshes, we first establish comparison principles for the…

Numerical Analysis · Mathematics 2024-01-05 Yuanyuan Feng , Lei Li , Jian-Guo Liu , Tao Tang

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

In this paper we propose and solve a generalization of the Bernoulli Differential Equation, by means of a generalized fractional derivative. First we prove a generalization of Gronwall's inequality, which is useful for studying the…

General Mathematics · Mathematics 2023-08-01 Hector Carmenate , Paul Bosch , Juan E. Nápoles , José M. Sigarreta

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

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

We develop a finite difference approximation of order $\alpha$ for the $\alpha$-fractional derivative. The weights of the approximation scheme have the same rate-matrix type properties as the popular Gr\"unwald scheme. In particular,…

Numerical Analysis · Mathematics 2021-12-21 Boris Baeumer , Mihály Kovács , Matthew Parry

The Cauchy-type problem for a nonlinear differential equation involving Hilfer fractional derivative is considered. We prove existence, uniqueness and continuous dependence of a solution for Cauchy-type problem using successive…

Classical Analysis and ODEs · Mathematics 2017-04-10 D. B. Dhaigude , Sandeep P. Bhairat

This paper investigates quenching solutions of an one-dimensional, two-sided Riemann-Liouville fractional order convection-diffusion problem. Fractional order spatial derivatives are discretized using weighted averaging approximations in…

Analysis of PDEs · Mathematics 2025-03-06 Rumin Dong , Lin Zhu , Qin Sheng , Bingxin Zhao

In this paper, we propose accurate and efficient finite difference methods to discretize the two- and three-dimensional fractional Laplacian $(-\Delta)^{\frac{\alpha}{2}}$ ($0 < \alpha < 2$) in hypersingular integral form. The proposed…

Numerical Analysis · Mathematics 2019-10-30 Siwei Duo , Yanzhi Zhang

In this paper we want to propose practical numerical methods to solve a class of initial-boundary problem of time-space fractional convection-diffusion equations (TSFCDEs). To start with, an implicit difference method based on two-sided…

Numerical Analysis · Mathematics 2021-07-26 Xian-Ming Gu , Ting-Zhu Huang , Cui-Cui Ji , Bruno Carpentieri , Anatoly A. Alikhanov

In solving diffusion problems, it is common to consider the finite difference equation to be an approximation to the differential equation. Nevertheless, history shows that the finite difference equation is primitive and that the…

History and Overview · Mathematics 2010-02-09 T. N. Narasimhan

Q-Learning is a fundamental off-policy reinforcement learning (RL) algorithm that has the objective of approximating action-value functions in order to learn optimal policies. Nonetheless, it has difficulties in reconciling bias with…

Machine Learning · Computer Science 2024-11-22 Mahammad Humayoo