Related papers: Fractional Order Runge-Kutta Methods
We introduce an efficient algorithm for computing fractional integrals and derivatives and apply it for solving problems of the calculus of variations of fractional order. The proposed approximations are particularly useful for solving…
This paper proposes a novel Generalized Non-Standard Finite Difference (GNSFD) scheme for the numerical solution of a class of fractional partial differential equations (FrPDEs). The formulation of the method is grounded in optimization and…
The Gr\"unwald and shifted Gr\"unwald formulas for the function $y(x)-y(b)$ are first order approximations for the Caputo fractional derivative of the function $y(x)$ with lower limit at the point $b$. We obtain second and third order…
Irksome is a library based on the Unified Form Language (UFL) that enables automated generation of Runge--Kutta methods for time-stepping finite element spatial discretizations of partial differential equations (PDE). Allowing users to…
The paper describes different approaches to generalize the trapezoidal method to fractional differential equations. We analyze the main theoretical properties and we discuss computational aspects to implement efficient algorithms. Numerical…
This article studies a direct numerical approach for fractional advection-diffusion equations (ADEs). Using a set of cubic trigonometric B-splines as test functions, a differential quadrature (DQ) method is firstly proposed for the 1D and…
This paper contains an error analysis of two randomized explicit Runge-Kutta schemes for ordinary differential equations (ODEs) with time-irregular coefficient functions. In particular, the methods are applicable to ODEs of Carath\'eodory…
A new approach for the construction of high order A-stable explicit integrators for ordinary differential equations (ODEs) is theoretically studied. Basically, the integrators are obtained by splitting, at each time step, the solution of…
The solutions of fractional differential equations (FDEs) have a natural singularity at the initial point. The accuracy of their numerical solutions is lower than the accuracy of the numerical solutions of FDEs whose solutions are…
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…
In this article I present a fast and direct method for solving several types of linear finite difference equations (FDE) with constant coefficients. The method is based on a polynomial form of the translation operator and its inverse, and…
In this paper, a high-order and fast numerical method is investigated for the time-fractional Black-Scholes equation. In order to deal with the typical weak initial singularities of the solution, we construct a finite difference scheme with…
In this paper, for solving a class of linear parabolic equations in rectangular domains, we have proposed an efficient Parareal exponential integrator finite element method. The proposed method first uses the finite element approximation…
We provide a note on continuous-stage Runge-Kutta methods (csRK) for solving initial value problems of first-order ordinary differential equations. Such methods, as an interesting and creative extension of traditional Runge-Kutta (RK)…
In this note, two numerical methods of solving fractional differential equations (FDEs) are briefly described, namely predictor-corrector approach of Adams-Bashforth-Moulton type and multi-step generalized differential transform method…
We study the construction and convergence of semi-explicit and iterative decoupling schemes for an elliptic-parabolic problem using higher-order Runge-Kutta methods. For the semi-explicit schemes, which are constructed using a nearby delay…
In this paper we construct high order numerical methods for solving third and fourth orders nonlinear functional differential equations (FDE). They are based on the discretization of iterative methods on continuous level with the use of the…
Splitting-based time integration approaches such as fractional steps, alternating direction implicit, operator splitting, and locally one-dimensional methods partition the system of interest into components and solve individual components…
Recently, the class of Runge-Kutta type methods named Fractional HBVMs (FHBVMs) has been introduced for the numerical solution of initial value problems of fractional differential equations, and a corresponding Matlab software has been…
In this article, a family of two- and three-stage explicit multiquadric (MQ) and inverse multiquadric (IMQ) radial basis functions (RBFs) Runge-Kutta methods are introduced for solving ordinary differential equations. These methods are…