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A class of second order approximations, called the weighted and shifted Gr\"{u}nwald difference operators, are proposed for Riemann-Liouville fractional derivatives, with their effective applications to numerically solving space fractional…

Numerical Analysis · Mathematics 2015-04-27 WenYi Tian , Han Zhou , Weihua Deng

Derivatives and integration operators are well-studied examples of linear operators that commute with scaling up to a fixed multiplicative factor; i.e., they are scale-invariant. Fractional order derivatives (integration operators) also…

Functional Analysis · Mathematics 2022-06-23 Arash Amini , Julien Fageot , Michael Unser

We investigate evolution equations for anomalous diffusion employing fractional derivatives in space and time. Linkage between the space-time variables leads to a new type of fractional derivative operator. Fractional diffusion equations…

Mathematical Physics · Physics 2007-05-23 Andrzej J. Turski , Barbara Atamaniuk , Ewa Turska

Problems of the numerical solution of the Cauchy problem for a first-order differential-operator equation are discussed. A fundamental feature of the problem under study is that the equation includes a fractional power of the self-adjoint…

Numerical Analysis · Mathematics 2020-12-08 Petr N. Vabishchevich

This article describes an approximation technique based on fractional order Bernstein wavelets for the numerical simulations of fractional oscillation equations under variable order, and the fractional order Bernstein wavelets are derived…

Numerical Analysis · Mathematics 2023-06-05 Ashish Rayal , Bhagawati Prasad Joshi , Mukesh Pandey , Delfim F. M. Torres

In this paper, an easy-to-implement and computationally effective numerical method based on the new orthogonal hybrid functions is developed to solve system of fractional order differential equations numerically. The new orthogonal hybrid…

Numerical Analysis · Mathematics 2018-01-23 Seshu Kumar Damarla , Madhusree Kundu

We discuss the derivation and the solutions of integro-differential equations (variable-order time-fractional diffusion equations) following as continuous limits for lattice continuous time random walk schemes with power-law waiting-time…

Statistical Mechanics · Physics 2020-07-22 Philipp Roth , Igor M. Sokolov

Fractional gradient descent has been studied extensively, with a focus on its ability to extend traditional gradient descent methods by incorporating fractional-order derivatives. This approach allows for more flexibility in navigating…

Machine Learning · Computer Science 2024-11-25 Teodor Alexandru Szente , James Harrison , Mihai Zanfir , Cristian Sminchisescu

This paper focuses on the numerical solution of initial value problems for fractional differential equations of linear type. The approach we propose grounds on expressing the solution in terms of some integral weighted by a generalized…

Numerical Analysis · Mathematics 2015-03-24 Roberto Garrappa , Marina Popolizio

Fractional differential equations model processes with memory effects, providing a realistic perspective on complex systems. We examine time-delayed differential equations, discussing first-order and fractional Caputo time-delayed…

General Relativity and Quantum Cosmology · Physics 2025-05-08 Bayron Micolta-Riascos , Byron Droguett , Gisel Mattar Marriaga , Genly Leon , Andronikos Paliathanasis , Luis del Campo , Yoelsy Leyva

Fractional wave equation arises in different type of physical problems such as the vibrating strings, propagation of electro-magnetic waves, and for many other systems. The exact analytical solution of the fractional differential equation…

Analysis of PDEs · Mathematics 2017-12-21 Uttam Ghosh , Md Ramjan Ali , Santanu Raut , Susmita Sarkar , Shantanu Das

We introduce a discrete-time fractional calculus of variations on the time scale $h\mathbb{Z}$, $h > 0$. First and second order necessary optimality conditions are established. Examples illustrating the use of the new Euler-Lagrange and…

Optimization and Control · Mathematics 2010-10-29 Nuno R. O. Bastos , Rui A. C. Ferreira , Delfim F. M. Torres

In mathematical physics, the space-fractional diffusion equations are of particular interest in the studies of physical phenomena modelled by L\'{e}vy processes, which are sometimes called super-diffusion equations. In this article, we…

Numerical Analysis · Mathematics 2018-01-03 X. G. Zhu , Z. B. Yuan , F. Liu , Y. F. Nie

We study a fully discrete finite element method for variable-order time-fractional diffusion equations with a time-dependent variable order. Optimal convergence estimates are proved with the first-order accuracy in time (and second order…

Numerical Analysis · Mathematics 2019-05-15 Xiangcheng Zheng , Fanhai Zeng , Hong Wang

Fractional Dzherbashian-Nersesian operator is considered and three famous fractional order derivatives namely Riemann-Liouville, Caputo and Hilfer derivatives are shown to be special cases of the earlier one. The expression for Laplace…

Analysis of PDEs · Mathematics 2021-11-09 Anwar Ahmad , Muhammad Ali , Salman A. Malik

The nature of so-called differential-algebraic operators and their approximations is constitutive for the direct treatment of higher-index differential-algebraic equations. We treat first-order differential-algebraic operators in detail and…

Numerical Analysis · Mathematics 2019-03-22 Michael Hanke , Roswitha März

The solution of some fractional differential equations is the hottest topic in fractional calculus field. The fractional distributed order reaction-diffusion equation is the aim of this paper. By applying integral transform to solve this…

Classical Analysis and ODEs · Mathematics 2017-05-09 K. S. Nisar , Z. M. Gharsseldien , F. B. M. Belgacem

We suggest a modification of the operator exponential method for the numerical solving the difference linear initial boundary value problems. The scheme is based on the representation of the difference operator for given boundary conditions…

Numerical Analysis · Mathematics 2025-10-20 I. M. Nefedov , I. A. Shereshevski\uı

Inspired by the works of \cite{baz2} and \cite{kian}, this study develops an abstract framework for analyzing differential equations with space-dependent fractional time derivatives and bounded operators. Within this framework, we establish…

Analysis of PDEs · Mathematics 2025-02-19 Tiago Augusto dos Santos Boza , Paulo Mendes de Carvalho Neto

Diffusive representations of fractional derivatives have proven to be useful tools in the construction of fast and memory efficient numerical methods for solving fractional differential equations. A common challenge in many of the known…

Numerical Analysis · Mathematics 2022-04-11 Kai Diethelm