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In this work we study the solutions to some fractional higher-order equations. Special cases in which time-fractional derivatives take integer values are also examined and the explicit solutions are presented. Such solutions can be…

Probability · Mathematics 2012-06-14 Mirko D'Ovidio

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…

Numerical Analysis · Mathematics 2021-09-09 Kerui Song , Pin Lyu

We consider a class of fractional time stochastic equation defined on a bounded domain and show that the presence of the time derivative induces a significant change in the qualitative behaviour of the solutions. This is in sharp contrast…

Probability · Mathematics 2018-11-14 Mohammud Foondun

The diffusion system with time-fractional order derivative is of great importance mathematically due to the nonlocal property of the fractional order derivative, which can be applied to model the physical phenomena with memory effects. We…

Analysis of PDEs · Mathematics 2021-03-24 Mengmeng Zhang , Jijun Liu

Fractional derivative relaxation type equations (FREs) including fractional diffusion equation and fractional relaxation equation, have been widely used to describe anomalous phenomena in physics. To utilize the characteristics of…

Numerical Analysis · Mathematics 2017-11-20 XiaoTing Liu , HongGuang Sun , Yong Zhang , Zhuojia Fu

This paper presents a modified numerical scheme for a class of Fractional Optimal Control Problems (FOCPs) formulated in Agrawal (2004) where a Fractional Derivative (FD) is defined in the Riemann-Liouville sense. In this scheme, the entire…

Mathematical Physics · Physics 2008-11-27 Dumitru Baleanu , Ozlem Defterli , Om P. Agrawal

Abstract The present work describes a new fractional-order system of a two-compartment CA3 hippocampal pyramidal cell, which is known as Pinsky-Rinzel model with Caputo fractional derivative. Firstly, The transient of the solutions is…

Dynamical Systems · Mathematics 2021-10-19 Leila Eftekhari , Soleiman Hosseinpour , Moein Khalighi , Salvador Jimenez

This paper is focused on local and global stability of a fractional-order predator-prey model with habitat complexity constructed in the Caputo sense and corresponding discrete fractional-order system. Mathematical results like positivity…

Dynamical Systems · Mathematics 2019-06-05 Shuvojit Mondal , Milan Biswas , Nandadulal Bairagi

The societal impact of traffic is a long-standing and complex problem. We focus on the estimation of ozone production due to vehicular traffic. For this, we couple a system of conservation laws for vehicular traffic, an emission model, and…

Numerical Analysis · Mathematics 2020-10-27 Caterina Balzotti , Maya Briani , Barbara De Filippo , Benedetto Piccoli

In this paper we study some cases of time-fractional nonlinear dispersive equations (NDEs) involving Caputo derivatives, by means of the invariant subspace method. This method allows to find exact solutions to nonlinear time-fractional…

Mathematical Physics · Physics 2014-10-30 P. Artale Harris , R. Garra

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

In this work, we rigorously investigate the robustness of graph neural fractional-order differential equation (FDE) models. This framework extends beyond traditional graph neural (integer-order) ordinary differential equation (ODE) models…

Machine Learning · Computer Science 2024-03-05 Qiyu Kang , Kai Zhao , Yang Song , Yihang Xie , Yanan Zhao , Sijie Wang , Rui She , Wee Peng Tay

In this research work, let us focus on the construction of numerical scheme based on radial basis functions finite difference (RBF-FD) method combined with the Laplace transform for the solution of fractional order dispersive wave…

Numerical Analysis · Mathematics 2025-08-15 Hameed Ullah Jan , Marjan Uddin , Irshad Ali Shah , Salam Ullah Khan

In this paper we construct a new difference analog of the Caputo fractional derivative (called the $L2$-$1_\sigma$ formula). The basic properties of this difference operator are investigated and on its basis some difference schemes…

Numerical Analysis · Mathematics 2014-10-20 A. A. Alikhanov

Starting from kicked equations of motion with derivatives of non-integer orders, we obtain "fractional" discrete maps. These maps are generalizations of well-known universal, standard, dissipative, kicked damped rotator maps. The main…

Chaotic Dynamics · Physics 2018-04-02 Vasily E. Tarasov , George M. Zaslavsky

In this note, we prove or re-prove several important results regarding one dimensional time fractional ODEs following our previous work \cite{fllx17}. Here we use the definition of Caputo derivative proposed in \cite{liliu17frac1,liliu2017}…

Classical Analysis and ODEs · Mathematics 2018-04-03 Yuanyuan Feng , Lei Li , Jian-Guo Liu , Xiaoqian Xu

We investigate diffusion equations with time-fractional derivatives of space-dependent variable order. We examine the well-posedness issue and prove that the space-dependent variable order coefficient is uniquely determined among other…

Analysis of PDEs · Mathematics 2018-12-05 Yavar Kian , Eric Soccorsi , Masahiro Yamamoto

This paper deals with fractional-order controlled systems and fractional-order controllers in the discrete domain. The mathematical description by the fractional difference equations and properties of these systems are presented. A…

Optimization and Control · Mathematics 2007-05-23 I. Petras , L. Dorcak , I. Kostial

A finite element scheme for an entirely fractional Allen-Cahn equation with non-smooth initial data is introduced and analyzed. In the proposed nonlocal model, the Caputo fractional in-time derivative and the fractional Laplacian replace…

Numerical Analysis · Mathematics 2020-04-06 Gabriel Acosta , Francisco Bersetche

In this paper, compact finite difference schemes for the modified anomalous fractional sub-diffusion equation and fractional diffusion-wave equation are studied. Schemes proposed previously can at most achieve temporal accuracy of order…

Numerical Analysis · Mathematics 2015-06-17 Zhibo Wang , Seakweng Vong