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The numerical solution of implicit and stiff differential equations by implicit numerical integrators has been largely investigated and there exist many excellent efficient codes available in the scientific community, as Radau5 (based on a…

Numerical Analysis · Mathematics 2025-06-27 Nicola Guglielmi , Ernst Hairer

We propose a kernel compression method for solving Distributed-Order (DO) Fractional Partial Differential Equations (DOFPDEs) at the cost of solving corresponding local-in-time PDEs. The key concepts are (1) discretization of the integral…

Numerical Analysis · Mathematics 2025-08-20 Jonas Beddrich , Barbara Wohlmuth

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

Fractional Differential Equations (FDEs) are essential tools for modelling complex systems in science and engineering. They extend the traditional concepts of differentiation and integration to non-integer orders, enabling a more precise…

Machine Learning · Computer Science 2025-03-27 C. Coelho , M. Fernanda P. Costa , L. L. Ferrás

We present a stochastic method for efficiently computing the solution of time-fractional partial differential equations (fPDEs) that model anomalous diffusion problems of the subdiffusive type. After discretizing the fPDE in space, the…

Numerical Analysis · Mathematics 2024-02-27 Nicolas L. Guidotti , Juan Acebrón , José Monteiro

In this paper, an Artificial Neural Network (ANN) technique is developed to find solution of celebrated Fractional order Differential Equations (FDE). Compared to integer order differential equation, FDE has the advantage that it can better…

Analysis of PDEs · Mathematics 2018-10-15 Susmita Mall , S. Chakraverty

The Fractional Diffusion Equation (FDE) is a mathematical model that describes anomalous transport phenomena characterized by non-local and long-range dependencies which deviate from the traditional behavior of diffusion. Solving this…

Numerical Analysis · Mathematics 2023-11-14 Mohammad Partohaghighi , Emmanuel Asante-Asamani , Olaniyi S. Iyiola

In complex physical systems, conventional differential equations often fall short in capturing non-local and memory effects, as they are limited to local dynamics and integer-order interactions. This study introduces a stepwise data-driven…

Computational Physics · Physics 2025-05-30 Xiangnan Yu , Hao Xu , Zhiping Mao , HongGuang Sun , Yong Zhang , Dongxiao Zhang , Yuntian Chen

Fractional-order differential equations (FDEs) enhance traditional differential equations by extending the order of differential operators from integers to real numbers, offering greater flexibility in modeling complex dynamical systems…

Machine Learning · Computer Science 2025-03-24 Qiyu Kang , Xuhao Li , Kai Zhao , Wenjun Cui , Yanan Zhao , Weihua Deng , Wee Peng Tay

We present a numerical method for the approximation of the inverse of the fractional Laplacian $(-\Delta)^{s}$, based on its spectral definition, using rational functions to approximate the fractional power $A^{-s}$ of a matrix $A$, for…

Numerical Analysis · Mathematics 2025-07-22 José A. Carrillo , Stefano Fronzoni , Yuji Nakatsukasa , Endre Süli

We prove that any given function can be smoothly approximated by functions lying in the kernel of a linear operator involving at least one fractional component. The setting in which we work is very general, since it takes into account…

Analysis of PDEs · Mathematics 2018-10-22 Alessandro Carbotti , Serena Dipierro , Enrico Valdinoci

Functional Differential Equations (FDEs) play a fundamental role in many areas of mathematical physics, including fluid dynamics (Hopf characteristic functional equation), quantum field theory (Schwinger-Dyson equation), and statistical…

Numerical Analysis · Mathematics 2024-03-11 Abram Rodgers , Daniele Venturi

The work in this paper is four-fold. Firstly, we introduce an alternative approach to solve fractional ordinary differential equations as an expected value of a random time process. Using the latter, we present an interesting numerical…

Dynamical Systems · Mathematics 2022-12-28 Tamer Oraby , Harrinson Arrubla , Erwin Suazo

We introduce an efficient variational hybrid quantum-classical algorithm designed for solving Caputo time-fractional partial differential equations. Our method employs an iterable cost function incorporating a linear combination of overlap…

In this paper, we study the numerical approximation of a system of PDEs with fractional time derivatives. This system is derived from an optimal control problem for a time-fractional Fokker-Planck equation with time dependent drift by…

Numerical Analysis · Mathematics 2020-06-08 Fabio Camilli , Serikbolsyn Duisembay , Qing Tang

In this work, we present a comprehensive framework for approximating the weakly singular power-law kernel $t^{\alpha-1}$ of fractional integral and differential operators, where $\alpha \in (0,1)$ and $t \in [\delta,T]$ with…

Numerical Analysis · Mathematics 2025-08-29 Renu Chaudhary , Kai Diethelm , Afshin Farhadi , Fred A. Fuchs

Fractional diffusion has become a fundamental tool for the modeling of multiscale and heterogeneous phenomena. However, due to its nonlocal nature, its accurate numerical approximation is delicate. We survey our research program on the…

Numerical Analysis · Mathematics 2015-08-19 Ricardo H. Nochetto , Enrique Otarola , Abner J. Salgado

This paper presents a quantum algorithm for solving the fractional Poisson equation \((-\Delta)^s u = f\) with \(s \in (0,1)\) on bounded domains. The proposed approach combines rational approximation techniques with quantum linear system…

Quantum Physics · Physics 2026-04-02 Yin Yang , Yue Yu , Long Zhang , Ming Zhou

We propose an efficient algorithm for the approximation of fractional integrals by using Runge--Kutta based convolution quadrature. The algorithm is based on a novel integral representation of the convolution weights and a special…

Numerical Analysis · Mathematics 2019-07-29 Lehel Banjai , María López-Fernández

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
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