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A semilinear initial-boundary value problem with a Caputo time derivative of fractional order $\alpha\in(0,1)$ is considered, solutions of which typically exhibit a singular behaviour at an initial time. For L1-type discretizations of this…

Numerical Analysis · Mathematics 2022-08-12 Natalia Kopteva

In this paper, we present a new numerical method to solve fractional differential equations. Given a fractional derivative of arbitrary real order, we present an approximation formula for the fractional operator that involves integer-order…

Numerical Analysis · Mathematics 2015-12-16 Ricardo Almeida , Nuno R. O. Bastos

In this article, the existence and uniqueness about the solution for a class of stochastic fractional-order differential equation systems are investigated, where the fractional derivative is described in Caputo sense. The fractional…

Numerical Analysis · Mathematics 2016-11-24 Guang-an Zou , Bo Wang

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

In this paper, we investigate fast algorithms in the small fraction order regime to approximate the Caputo derivative $^C_0D_t^\alpha u(t)$ when $\alpha$ is small. We focus on two fast algorithms, i.e. FIR and FIDR, both relying on the…

Numerical Analysis · Mathematics 2021-10-22 Zihang Zhang , Qiwei Zhan , Zhennan Zhou

In the current work we build a difference analog of the Caputo fractional derivative with generalized memory kernel ($_\lambda$L2-1$_\sigma$ formula). The fundamental features of this difference operator are studied and on its ground some…

Numerical Analysis · Mathematics 2021-08-25 Aslanbek Khibiev , Anatoly Alikhanov , Chengming Huang

In this paper we present a new type of fractional operator, the Caputo-Katugampola derivative. The Caputo and the Caputo-Hadamard fractional derivatives are special cases of this new operator. An existence and uniqueness theorem for a…

Classical Analysis and ODEs · Mathematics 2016-07-26 Ricardo Almeida , Agnieszka B. Malinowska , Tatiana Odzijewicz

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

We investigate the regional gradient observability of fractional sub-diffusion equations involving the Caputo derivative. The problem consists of describing a method to find and recover the initial gradient vector in the desired region,…

Optimization and Control · Mathematics 2023-08-23 Khalid Zguaid , Fatima-Zahrae El Alaoui , Delfim F. M. Torres

Time-fractional parabolic equations with a Caputo time derivative of order $\alpha\in(0,1)$ are discretised in time using collocation methods, which assume that the Caputo derivative of the computed solution is piecewise-polynomial. For…

Numerical Analysis · Mathematics 2026-02-23 Sebastian Franz , Natalia Kopteva

Quantum computers promise to efficiently solve important problems that are intractable on a conventional computer. For quantum systems, where the dimension of the problem space grows exponentially, finding the eigenvalues of certain…

Fractional differential equations (FDEs) describe subdiffusion behavior of dynamical systems. Its non-local structure requires taking into account the whole evolution history during the time integration, which then possibly causes…

Numerical Analysis · Mathematics 2022-02-17 Ustim Khristenko , Barbara Wohlmuth

In the paper, we present a high order fast algorithm with almost optimum memory for the Caputo fractional derivative, which can be expressed as a convolution of $u'(t)$ with the kernel $(t_n-t)^{-\alpha}$. In the fast algorithm, the…

Numerical Analysis · Mathematics 2017-05-18 Kun Wang , Jizu Huang

The variational principle of quantum mechanics is the backbone of hybrid quantum computing for a range of applications. However, as the problem size grows, quantum logic errors and the effect of barren plateaus overwhelm the quality of the…

Quantum Physics · Physics 2021-04-01 Harish J. Vallury , Michael A. Jones , Charles D. Hill , Lloyd C. L. Hollenberg

We generalize the fractional Caputo derivative to the fractional derivative ${^CD^{\alpha,\beta}_{\gamma}}$, which is a convex combination of the left Caputo fractional derivative of order $\alpha$ and the right Caputo fractional derivative…

Optimization and Control · Mathematics 2012-01-16 Agnieszka B. Malinowska , Delfim F. M. Torres

In the last years, several quantum algorithms that try to address the problem of partial differential equation solving have been devised. On one side, "direct" quantum algorithms that aim at encoding the solution of the PDE by executing one…

Quantum Physics · Physics 2021-06-15 Adrien Suau , Gabriel Staffelbach , Henri Calandra

The theory of stochastic processes impacts both physical and social sciences. At the molecular scale, stochastic dynamics is ubiquitous because of thermal fluctuations. The Fokker-Plank-Smoluchowski equation models the time evolution of the…

The main contribution of this work is to construct and analyze stable and high order schemes to efficiently solve the two-dimensional time Caputo-Fabrizio fractional diffusion equation. Based on a third-order finite difference method in…

Numerical Analysis · Mathematics 2020-08-24 Fan Yu , Minghua Chen

How well can quantum computers simulate classical dynamical systems? There is increasing effort in developing quantum algorithms to efficiently simulate dynamics beyond Hamiltonian simulation, but so far exact resource estimates are not…

Solving linear systems of equations is ubiquitous in all areas of science and engineering. With rapidly growing data sets, such a task can be intractable for classical computers, as the best known classical algorithms require a time…