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We present a new numerical tool to solve partial differential equations involving Caputo derivatives of fractional variable order. Three Caputo-type fractional operators are considered, and for each one of them an approximation formula is…

Classical Analysis and ODEs · Mathematics 2015-12-08 Dina Tavares , Ricardo Almeida , Delfim F. M. Torres

Integrating computational fluid dynamics (CFD) solvers into optimization and machine-learning frameworks is hampered by the rigidity of classic computational languages and the slow performance of more flexible high-level languages. In this…

Fluid Dynamics · Physics 2025-07-22 Gabriel D. Weymouth , Bernat Font

We present a Julia-based interface to the precompiled HALLaR and cuHALLaR binaries for large-scale semidefinite programs (SDPs). Both solvers are established as fast and numerically stable, and accept problem data in formats compatible with…

Optimization and Control · Mathematics 2025-08-25 Jacob Aguirre , Diego Cifuentes , Vincent Guigues , Renato D. C. Monteiro , Victor Hugo Nascimento , Arnesh Sujanani

There has recently been considerable interest in using a nonstandard piecewise approximation to formulate fractional order differential equations as difference equations that describe the same dynamical behaviour and are more amenable to a…

Numerical Analysis · Mathematics 2016-05-09 Christopher N Angstmann , Bruce I Henry , Anna V McGann

The fractional calculus of variations and fractional optimal control are generalizations of the corresponding classical theories, that allow problem modeling and formulations with arbitrary order derivatives and integrals. Because of the…

Optimization and Control · Mathematics 2013-12-17 Shakoor Pooseh

We describe a general operational method that can be used in the analysis of fractional initial and boundary value problems with additional analytic conditions. As an example, we derive analytic solutions of some fractional generalisation…

Analysis of PDEs · Mathematics 2013-04-04 Roberto Garra , Federico Polito

It is well known that using high-order numerical algorithms to solve fractional differential equations leads to almost the same computational cost with low-order ones but the accuracy (or convergence order) is greatly improved, due to the…

Numerical Analysis · Mathematics 2017-05-25 Hengfei Ding , Changpin Li

The state of numerical computing is currently characterized by a divide between highly efficient yet typically cumbersome low-level languages such as C, C++, and Fortran and highly expressive yet typically slow high-level languages such as…

Optimization and Control · Mathematics 2015-03-20 Miles Lubin , Iain Dunning

In this paper, the authors propose the utilization of Fibonacci Neural Networks (FNN) for solving arbitrary order differential equations. The FNN architecture comprises input, middle, and output layers, with various degrees of Fibonacci…

Number Theory · Mathematics 2024-08-27 Kushal Dhar Dwivedi , Anup Singh

Using both fractional derivatives, defined in the Riemann-Liouville and Caputo senses, and classical derivatives of the integer order we examine different numerical approaches to ordinary differential equations. Generally we formulate some…

Numerical Analysis · Mathematics 2007-12-04 Jacek S. Leszczynski , Tomasz Blaszczyk

A new method that enables easy and convenient discretization of partial differential equations with derivatives of arbitrary real order (so-called fractional derivatives) and delays is presented and illustrated on numerical solution of…

Numerical Analysis · Mathematics 2009-03-06 Igor Podlubny , Aleksei V. Chechkin , Tomas Skovranek , YangQuan Chen , Blas M. Vinagre Jara

A method for the numerical solution of variable order (VO) fractional differential equations (FDE) is presented. The method applies to linear as well as to nonlinear VO-FDEs. The Caputo type VO fractional derivative is employed. First, an…

Numerical Analysis · Mathematics 2018-05-08 John T. Katsikadelis

The following document presents a possible solution and a brief stability analysis for a nonlinear system, which is obtained by studying the possibility of building a hybrid solar receiver; It is necessary to mention that the solution of…

Numerical Analysis · Mathematics 2024-04-25 A. Torres-Hernandez , F. Brambila-Paz , P. M. Rodrigo , E. De-la-Vega , C. C. Calabrese

Increasing emphasis on data and quantitative methods in the biomedical sciences is making biological research more computational. Collecting, curating, processing, and analysing large genomic and imaging data sets poses major computational…

Quantitative Methods · Quantitative Biology 2021-09-22 Elisabeth Roesch , Joe G. Greener , Adam L. MacLean , Huda Nassar , Christopher Rackauckas , Timothy E. Holy , Michael P. H. Stumpf

We present StochasticPrograms.jl, a user-friendly and powerful open-source framework for stochastic programming written in the Julia language. The framework includes both modeling tools and structure-exploiting optimization algorithms.…

Optimization and Control · Mathematics 2022-09-07 Martin Biel , Mikael Johansson

Boundary value problems involving elliptic PDEs such as the Laplace and the Helmholtz equations are ubiquitous in mathematical physics and engineering. Many such problems can be alternatively formulated as integral equations that are…

Numerical Analysis · Mathematics 2024-02-20 Tianyu Liang , Chao Chen , Per-Gunnar Martinsson , George Biros

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…

Numerical Analysis · Mathematics 2017-07-19 Salman Jahanshahi , Esmail Babolian , Delfim F. M. Torres , Alireza Vahidi

We present IncompressibleNavierStokes.jl, an open-source Julia package for solving the incompressible Navier--Stokes equations on staggered Cartesian grids. The package features matrix-free, hardware-agnostic kernels that are compiled from…

Numerical Analysis · Mathematics 2026-04-21 Syver Døving Agdestein , Benjamin Sanderse

This paper provides a summary of the fractal calculus framework. It presents higher-order homogeneous and nonhomogeneous linear fractal differential equations with $\alpha$-order. Solutions for these equations with constant coefficients are…

General Mathematics · Mathematics 2024-04-02 Alireza Khalili Golmankhaneh , Claude Depollier , Diana Pham

We present a method to solve fractional optimal control problems, where the dynamic depends on integer and Caputo fractional derivatives. Our approach consists to approximate the initial fractional order problem with a new one that involves…

Optimization and Control · Mathematics 2016-10-25 Ricardo Almeida , Delfim F. M. Torres