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A unified fast time-stepping method for both fractional integral and derivative operators is proposed. The fractional operator is decomposed into a local part with memory length $\Delta T$ and a history part, where the local part is…

Numerical Analysis · Mathematics 2017-10-26 Fanhai Zeng , Ian Turner , Kevin Burrage

A general method for accelerating fixed point schemes for problems related to partial differential equations is presented in this article. The speedup is obtained by training a reduced-order model on-the-fly, removing the need to do an…

Numerical Analysis · Mathematics 2025-12-01 Philippe-André Luneau , Jean Deteix

In this paper, we propose a time-fractional molecular beam epitaxy (MBE) model with slope selection and its efficient, accurate, full discrete, linear numerical approximation. The numerical scheme utilizes the fast algorithm for the Caputo…

Numerical Analysis · Mathematics 2020-01-08 Lizhen Chen , Jia Zhao , Waixiang Cao , Hong Wang , Jiwei Zhang

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 subdiffusion equation with a Caputo fractional derivative of order $\alpha\in(0,1)$ in time arises in a wide variety of practical applications, and it is often adopted to model anomalous subdiffusion processes in heterogeneous media.…

Numerical Analysis · Mathematics 2015-01-05 Bangti Jin , Raytcho Lazarov , Zhi Zhou

This study presents a novel high-order numerical method designed for solving the two-dimensional time-fractional convection-diffusion (TFCD) equation. The Caputo definition is employed to characterize the time-fractional derivative. A weak…

Numerical Analysis · Mathematics 2023-08-21 Anshima Singh , Sunil Kumar

When $0<\alpha<1$, the approximation for the Caputo derivative $$y^{(\alpha)}(x) = \frac{1}{\Gamma(2-\alpha)h^\alpha}\sum_{k=0}^n \sigma_k^{(\alpha)} y(x-kh)+O\bigl(h^{2-\alpha}\bigr),$$ where $\sigma_0^{(\alpha)} = 1, \sigma_n^{(\alpha)} =…

Numerical Analysis · Mathematics 2015-02-10 Yuri Dimitrov

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

In this paper we consider an initial-boundary value problem with a Caputo time derivative of order $\alpha\in(0,1)$. The solution typically exhibits a weak singularity near the initial time and this causes a reduction in the orders of…

Numerical Analysis · Mathematics 2024-01-30 J. L. Gracia , E. O'Riordan , M. Stynes

The present paper is devoted to constructing L2 type difference analog of the Caputo fractional derivative. The fundamental features of this difference operator are studied and it is used to construct difference schemes generating…

Numerical Analysis · Mathematics 2021-02-18 Anatoly A. Alikhanov , Chengming Huang

In this paper the fractional order logistic map in the sense of Caputo's fractional differences is numerically approached. It is shown that the necessary iterations number to avoid transients must be of order of thousand, not of order of…

Numerical Analysis · Mathematics 2022-03-08 Marius-F. Danca

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

The aim of this paper is to develop and analyze numerical schemes for approximately solving the backward problem of subdiffusion equation involving a fractional derivative in time with order $\alpha\in(0,1)$. After using quasi-boundary…

Numerical Analysis · Mathematics 2020-10-28 Zhengqi Zhang , Zhi Zhou

This paper investigates, a new class of fractional order Runge-Kutta (FORK) methods for numerical approximation to the solution of fractional differential equations (FDEs). By using the Caputo generalizedTaylor formula and the total…

Numerical Analysis · Mathematics 2023-03-06 F. Ghoreishi , R. Ghaffari

In this paper the fractional-order Mandelbrot and Julia sets in the sense of $q$-th Caputo-like discrete fractional differences, for $q\in(0,1)$, are introduced and several properties are analytically and numerically studied. Some…

Chaotic Dynamics · Physics 2022-10-06 Marius-F. Danca , Michal Feckan

The paper discusses derivative-free optimization (DFO), which involves minimizing a function without access to gradients or directional derivatives, only function evaluations. Classical DFO methods, which mimic gradient-based methods, such…

Optimization and Control · Mathematics 2025-04-17 Bumsu Kim , HanQin Cai , Daniel McKenzie , Wotao Yin

In this article, we propose a higher order approximation to Caputo fractional (C-F) derivative using graded mesh and standard central difference approximation for space derivatives, in order to obtain the approximate solution of time…

Numerical Analysis · Mathematics 2022-01-12 Gande Naga Raju , Harshita Madduri

In this paper, we are interested in the study of a problem with fractional derivatives having boundary conditions of integral types. The problem represents a Caputo type advection-diffusion equation where the fractional order derivative…

Numerical Analysis · Mathematics 2021-02-23 Saadoune Brahimi , Ahcene Merad , Adem Kilicman

We consider an identification problem, where the state $u$ is governed by a fractional elliptic equation and the unknown variable corresponds to the order $s \in (0,1)$ of the underlying operator. We study the existence of an optimal pair…

Numerical Analysis · Mathematics 2016-12-30 Harbir Antil , Enrique Otarola , Abner J. Salgado

In this paper, we develop two fast implicit difference schemes for solving a class of variable-coefficient time-space fractional diffusion equations with integral fractional Laplacian (IFL). The proposed schemes utilize the graded $L1$…

Numerical Analysis · Mathematics 2021-07-26 Xian-Ming Gu , Hai-Wei Sun , Yanzhi Zhang , Yong-Liang Zhao