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In this paper, a new scheme of arbitrary high order accuracy in both space and time is proposed to solve hyperbolic conservative laws. Based on the idea of flux vector splitting(FVS) scheme, we split all the space and time derivatives in…

Numerical Analysis · Mathematics 2015-08-25 Yibing Chen , Song Jiang , Na Liu

The equation with the time fractional substantial derivative and space fractional derivative describes the distribution of the functionals of the L\'evy flights; and the equation is derived as the macroscopic limit of the continuous time…

Numerical Analysis · Mathematics 2015-04-27 Minghua Chen , Weihua Deng

We investigate the regional gradient observability of fractional sub-diffusion equations involving the Caputo derivative. The problem consists of describing a method to find and recover the initial gradient vector in the desired region,…

Optimization and Control · Mathematics 2023-08-23 Khalid Zguaid , Fatima-Zahrae El Alaoui , Delfim F. M. Torres

In this paper we derive the fourth-order asymptotic expansions of the trapezoidal approximation for the fractional integral and the $L1$ approximation for the Caputo derivative. We use the expansion of the $L1$ approximation to obtain the…

Numerical Analysis · Mathematics 2015-10-07 Yuri Dimitrov

We introduce a discrete scheme for second order fully nonlinear parabolic PDEs with Caputo's time fractional derivatives. We prove the convergence of the scheme in the framework of the theory of viscosity solutions. The discrete scheme can…

Analysis of PDEs · Mathematics 2019-02-26 Yoshikazu Giga , Qing Liu , Hiroyoshi Mitake

In this paper, we approximate numerically the solution of Caputo-type advection-diffusion equations of the form $D_t^{\alpha} u(t,x) = a_1(x)u_{xx}(t,x) + a_2(x)u_x(t,x) + a_3u(t,x) + a_4(t,x)$, where $D_t^{\alpha} u$ denotes the Caputo…

Numerical Analysis · Mathematics 2025-01-17 Francisco de la Hoz , Peru Muniain

For time-fractional parabolic equations with a Caputo time derivative of order $\alpha\in(0,1)$, we give pointwise-in-time a posteriori error bounds in the spatial $L_2$ and $L_\infty$ norms. Hence, an adaptive mesh construction algorithm…

Numerical Analysis · Mathematics 2021-07-06 Natalia Kopteva

We consider a conflict-controlled dynamical system described by a nonlinear ordinary fractional differential equation with the Caputo derivative of an order $\alpha \in (0, 1).$ Basing on the finite-difference Gr\"{u}nwald-Letnikov…

Optimization and Control · Mathematics 2019-02-26 Mikhail Gomoyunov

We present a method to solve fractional optimal control problems, where the dynamic depends on integer and Caputo fractional derivatives. Our approach consists to approximate the initial fractional order problem with a new one that involves…

Optimization and Control · Mathematics 2016-10-25 Ricardo Almeida , Delfim F. M. Torres

In this paper, we investigate numerical approximations of the scalar conservation law with the Caputo derivative, which introduces the memory effect. We construct the first order and the second order explicit upwind schemes for such…

Numerical Analysis · Mathematics 2016-10-12 Jian-Guo Liu , Zheng Ma , Zhennan Zhou

In this paper, we develop a numerical algorithm for an inverse problem on determining fractional orders of time derivatives simultaneously in a coupled subdiffusion system. Following the theoretical uniqueness, we reformulate the order…

Numerical Analysis · Mathematics 2025-08-19 Yikan Liu

We present and investigate a new type of implicit fractional linear multistep method of order two for fractional initial value problems. The method is obtained from the second order super convergence of the Gr\"unwald-Letnikov approximation…

Numerical Analysis · Mathematics 2022-01-25 H. M. Nasir , Khadija Al Hasani

On the 3-dimensional fractional-order Toda lattice with two controls The main purpose of this paper is to study the fractional-order system with Caputo derivative associated to 3-dimensional Toda lattice with two controls. For this…

Dynamical Systems · Mathematics 2025-07-29 Mihai Ivan

We propose a novel finite-difference time-domain (FDTD) scheme for the solution of the Maxwell's equations in which linear dispersive effects are present. The method uses high-order accurate approximations in space and time for the…

Numerical Analysis · Mathematics 2017-06-15 Michael J. Jenkinson , Jeffrey W. Banks

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

The subdiffusion model that involves a Caputo fractional derivative in time is widely used to describe anomalously slow diffusion processes. In this work we aim at recovering the locations of small conductivity inclusions in the model from…

Numerical Analysis · Mathematics 2025-05-29 Jiho Hong , Bangti Jin , Zhizhang Wu

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

Distributed optimization is fundamental to modern machine learning applications like federated learning, but existing methods often struggle with ill-conditioned problems and face stability-versus-speed tradeoffs. We introduce fractional…

Machine Learning · Computer Science 2024-12-04 Andrei Lixandru , Marcel van Gerven , Sergio Pequito

The Black-Scholes (B-S) equation has been recently extended as a kind of tempered time-fractional B-S equations, which becomes an interesting mathematical model in option pricing. In this study, we provide a fast numerical method to…

Numerical Analysis · Mathematics 2023-07-21 Jinfeng Zhou , Xian-Ming Gu , Yong-Liang Zhao , Hu Li

In this paper we present three types of Caputo-Hadamard derivatives of variable fractional order, and study the relations between them. An approximation formula for each fractional operator, using integer-order derivatives only, is…

Numerical Analysis · Mathematics 2016-07-27 Ricardo Almeida