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There has been considerable recent study in "sub-diffusion" models that replace the standard parabolic equation model by a one with a fractional derivative in the time variable. There are many ways to look at this newer approach and one…

Analysis of PDEs · Mathematics 2019-04-08 William Rundell , Zhidong Zhang

In this paper we discuss some issues that arise in the process of writing a fractional differential equation (FDE) by replacing an integer order derivative by a fractional order derivative in a given differential equation. To address these…

General Mathematics · Mathematics 2025-06-03 J. Vaz , E. Capelas de Oliveira

This book intends to deepen the study of the fractional calculus, giving special emphasis to variable-order operators. It is organized in two parts, as follows. In the first part, we review the basic concepts of fractional calculus (Chapter…

Optimization and Control · Mathematics 2018-06-19 Ricardo Almeida , Dina Tavares , Delfim F. M. Torres

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…

Numerical Analysis · Mathematics 2022-04-11 Kai Diethelm

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

This paper deals with the investigation of the solution of an unified fractional reaction-diffusion equation of distributed order associated with the Caputo derivatives as the time-derivative and Riesz-Feller fractional derivative as the…

Mathematical Physics · Physics 2014-09-09 R. K. Saxena , A. M. Mathai , H. J. Haubold

The aim of this paper is to study certain problems of calculus of variations, that are dependent upon a Lagrange function on a Caputo-type fractional derivative. This type of fractional operator is a generalization of the Caputo and the…

Optimization and Control · Mathematics 2016-02-24 Ricardo Almeida

A new discrete energy dissipation law of the variable-step fractional BDF2 (second-order backward differentiation formula) scheme is established for time-fractional Cahn-Hilliard model with the Caputo's fractional derivative of order…

Numerical Analysis · Mathematics 2024-04-24 Hong-lin Liao , Nan Liu , Xuan Zhao

Numerical solutions to fractional differential equations can be extremely computationally intensive due to the effect of non-local derivatives in which all previous time points contribute to the current iteration. In finite difference…

Mathematical Physics · Physics 2010-04-30 Brian P. Sprouse , Christopher L. MacDonald , Gabriel A. Silva

We propose and analyze a class of second-order dynamical systems for continuous-time optimization that incorporate fractional-order gradient terms. The system is given by \begin{equation} \ddot{x}(t) + \frac{\alpha}{t}\dot{x}(t) +…

Optimization and Control · Mathematics 2025-09-16 Tumelo Ranoto

In the present article an endeavor is made to solve the variable order fractional diffusion equations using a powerful method viz., Homotopy Analysis method. It is demonstrated how the method can be used while solving approximately two…

General Mathematics · Mathematics 2026-04-16 Vivek Mishra , S. Das

Fractional differential equations (FDEs) are an extension of the theory of fractional calculus. However, due to the difficulty in finding analytical solutions, there have not been extensive applications of FDEs until recent decades. With…

Numerical Analysis · Mathematics 2020-07-20 Nirupama Bhattacharya , Gabriel A. Silva

In this paper, we consider the variable-order time fractional mobile/immobile diffusion (TF-MID) equation in two-dimensional spatial domain, where the fractional order $\alpha(t)$ satisfies $0<\alpha_{*}\leq \alpha(t)\leq \alpha^{*}<1$. We…

Numerical Analysis · Mathematics 2023-10-05 Xiao Ye , Jun Liu , Bingyin Zhang , Hongfei Fu , Yue Liu

In arXiv:2305.03945 [math.NA], a first-order optimization algorithm has been introduced to solve time-implicit schemes of reaction-diffusion equations. In this research, we conduct theoretical studies on this first-order algorithm equipped…

Numerical Analysis · Mathematics 2025-04-01 Shu Liu , Xinzhe Zuo , Stanley Osher , Wuchen Li

Optimizing large-scale nonconvex problems, common in deep learning, demands balancing rapid convergence with computational efficiency. First-order (FO) optimizers, which serve as today's baselines, provide fast convergence and good…

Machine Learning · Computer Science 2025-09-30 Jiahe Chen , Ziye Ma

Standard finite difference (SFD) schemes often suffer from limited stability regions, especially when applied in explicit setup to partial differential equations. To address this challenge, this study investigates the efficacy of…

Numerical Analysis · Mathematics 2025-08-20 Shweta Kumari , Mani Mehra

We examine the fractional derivative of composite functions and present a generalization of the product and chain rules for the Caputo fractional derivative. These results are especially important for physical and biological systems that…

Classical Analysis and ODEs · Mathematics 2019-01-10 Gavriil Shchedrin , Nathanael C. Smith , Anastasia Gladkina , Lincoln D. Carr

A parallel numerical simulation algorithm is presented for fractional-order systems involving Caputo-type derivatives, based on the Adams-Bashforth-Moulton (ABM) predictor-corrector scheme. The parallel algorithm is implemented using…

Mathematical Software · Computer Science 2017-10-04 Cosmin Bonchis , Eva Kaslik , Florin Rosu

We propose Fractional Policy Gradients (FPG), a reinforcement learning framework incorporating fractional calculus for long-term temporal modeling in policy optimization. Standard policy gradient approaches face limitations from Markovian…

Machine Learning · Computer Science 2025-07-02 Urvi Pawar , Kunal Telangi

The paper aims to establish a fully discrete finite element (FE) scheme and provide cost-effective solutions for one-dimensional time-space Caputo-Riesz fractional diffusion equations on a bounded domain $\Omega$. Firstly, we construct a…

Numerical Analysis · Mathematics 2017-07-27 Xiaoqiang Yue , Weiping Bu , Shi Shu , Menghuan Liu , Shuai Wang