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This manuscript is dedicated to prove a new inequality that involves an important case of Leibniz rule regarding Riemann-Liouville and Caputo fractional derivatives of order $\alpha\in(0,1)$. In the context of partial differential…

Analysis of PDEs · Mathematics 2019-01-30 Paulo M. de Carvalho Neto , Renato Fehlberg Junior

We propose a probabilistic construction for the solution of a general class of fractional high order heat-type equations in the one-dimensional case, by using a sequence of random walks in the complex plane with a suitable scaling. A time…

Probability · Mathematics 2017-10-11 Stefano Bonaccorsi , Mirko D'Ovidio , Sonia Mazzucchi

We consider the time-fractional Cattaneo equation involving the tempered Caputo space-fractional derivative. We find the characteristic function of the related process and we explain the main differences with previous stochastic treatments…

Probability · Mathematics 2022-06-13 Luisa Beghin , Roberto Garra , Francesco Mainardi , Gianni Pagnini

This paper detailedly discusses the locally one-dimensional numerical methods for efficiently solving the three-dimensional fractional partial differential equations, including fractional advection diffusion equation and Riesz fractional…

Numerical Analysis · Mathematics 2014-07-07 Weihua Deng , Minghua Chen

In this paper we present a new type of fractional operator, which is a generalization of the Caputo and Caputo--Hadamard fractional derivative operators. We study some properties of the operator, namely we prove that it is the inverse…

Classical Analysis and ODEs · Mathematics 2017-05-30 Ricardo Almeida

In this work, we analyze a Crank-Nicolson type time stepping scheme for the subdiffusion equation, which involves a Caputo fractional derivative of order $\alpha\in (0,1)$ in time. It hybridizes the backward Euler convolution quadrature…

Numerical Analysis · Mathematics 2017-02-28 Bangti Jin , Buyang Li , Zhi Zhou

The dynamics of cross-diffusion models leads to a high computational complexity for implicit difference schemes, turning them unsuitable for tasks that require results in real-time. We propose the use of two operator splitting schemes for…

Numerical Analysis · Mathematics 2022-02-24 Diogo Lobo

We formulate fractional difference equations of Riemann-Liouville and Caputo type in a functional analytical framework. Main results are existence of solutions on Hilbert space-valued weighted sequence spaces and a condition for stability…

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

This paper establishes explicit solutions for fractional diffusion problems on bounded domains. It also gives stochastic solutions, in terms of Markov processes time-changed by an inverse stable subordinator whose index equals the order of…

Probability · Mathematics 2016-04-22 Boris Baeumer , Tomasz Luks , Mark M. Meerschaert

Given a fractional differential equation of order $\alpha \in (0,1]$ with Caputo derivatives, we investigate in a quantitative sense how the associated solutions depend on their respective initial conditions. Specifically, we look at two…

Classical Analysis and ODEs · Mathematics 2022-02-15 Kai Diethelm , Hoang The Tuan

This work proposes and analyzes a fully discrete numerical scheme for solving the Landau-Lifshitz-Gilbert (LLG) equation, which achieves fourth-order spatial accuracy and third-order temporal accuracy.Spatially, fourth-order accuracy is…

Numerical Analysis · Mathematics 2025-10-30 Changjian Xie , Cheng Wang

In this paper, the coupled fractional Ginzburg-Landau equations are first time investigated numerically. A linearized implicit finite difference scheme is proposed. The scheme involves three time levels, is unconditionally stable and…

Numerical Analysis · Mathematics 2018-06-01 Dongdong He , Kejia Pan

In the paper, the initial-boundary value problems to a semilinear integro-differential equation with multi-term fractional Caputo derivatives are analyzed. A particular case of this equation models oxygen diffusion through capillaries.…

Analysis of PDEs · Mathematics 2024-03-05 Nataliya Vasylyeva

Fundamental solution of a space fractional convection equation of order $\alpha$ is the probability density function of L\'{e}vy flights with long-tailed $\alpha$-stable jump length distribution. By studying an upwind second-order implicit…

Numerical Analysis · Mathematics 2025-02-25 Lot-Kei Chou , Wan-Na Deng , Yuan-Yuan Huang , Siu-Long Lei

Fractional derivatives can be used to model time delays in a diffusion process. When the order of the fractional derivative is distributed over the unit interval, it is useful for modeling a mixture of delay sources. In some special cases…

Analysis of PDEs · Mathematics 2016-11-29 Jebessa B. Mijena , Erkan Nane

The fractional calculus is useful to model non-local phenomena. We construct a method to evaluate the fractional Caputo derivative by means of a simple explicit quadratic segmentary interpolation. This method yields to numerical resolution…

Numerical Analysis · Mathematics 2020-08-26 Alberto Ferrari , Manuel Gadella , Luis Lara , Eduardo Santillan Marcus

An initial-boundary value problem of subdiffusion type is considered; the temporal component of the differential operator has the form $\sum_{i=1}^{\ell}q_i(t)\, D _t ^{\alpha_i} u(x,t)$, where the $q_i$ are continuous functions, each $D _t…

Numerical Analysis · Mathematics 2022-06-24 Natalia Kopteva , Martin Stynes

In this article, we consider discrete schemes for a fractional diffusion equation involving a tempered fractional derivative in time. We present a semi-discrete scheme by using the local discontinuous Galerkin (LDG) discretization in the…

Numerical Analysis · Mathematics 2017-04-27 Xiaorui Sun , Fengfqun Zhao , Can Li

In this paper we construct approximations for the Caputo derivative of order $1-\alpha,2-\alpha,2$ and $3-\alpha$. The approximations have weights $0.5\left((k+1)^{-\alpha}-(k-1)^{-\alpha}\right)/\Gamma(1-\alpha)$ and…

Numerical Analysis · Mathematics 2016-05-24 Yuri Dimitrov
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