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The effective and efficient numerical solution of Riemann-Hilbert problems has been demonstrated in recent work. With the aid of ideas from the method of nonlinear steepest descent for Riemann-Hilbert problems, the resulting numerical…

Numerical Analysis · Mathematics 2015-03-20 Sheehan Olver , Thomas Trogdon

We develop a simple and accurate method to solve fractional variational and fractional optimal control problems with dependence on Caputo and Riemann-Liouville operators. Using known formulas for computing fractional derivatives of…

Optimization and Control · Mathematics 2017-07-21 Salman Jahanshahi , Delfim F. M. Torres

In this work, an efficient approximation scheme has been proposed for getting accurate approximate solution of nonlinear partial differential equations with constant or variable coefficients satisfying initial conditions in a series of…

Analysis of PDEs · Mathematics 2020-09-04 Prakash Kumar Das , M. M. Panja

In this paper, an efficient numerical technique for the time-fractional telegraph equation is proposed. The aim of this paper is to use a relatively new type of B-spline called the cubic trigonometric B-splines for the proposed scheme. This…

Numerical Analysis · Mathematics 2018-08-06 Muhammad Yaseen , Muhammad Abbas

Fractional nonlinear differential equations present an interplay between two common and important effective descriptions used to simplify high dimensional or more complicated theories: nonlinearity and fractional derivatives. These…

Statistical Mechanics · Physics 2016-12-05 U. Al Khawaja , M. Al-Refai , Lincoln D. Carr

We consider an initial/boundary value problem for one-dimensional fractional-order parabolic equations with a space fractional derivative of Riemann-Liouville type and order $\alpha\in (1,2)$. We study a spatial semidiscrete scheme with the…

Numerical Analysis · Mathematics 2013-10-02 Bangti Jin , Raytcho Lazarov , Joseph Pasciak , Zhi Zhou

We consider the probabilistic numerical scheme for fully nonlinear PDEs suggested in \cite{cstv}, and show that it can be introduced naturally as a combination of Monte Carlo and finite differences scheme without appealing to the theory of…

Probability · Mathematics 2010-08-26 Arash Fahim , Nizar Touzi , Xavier Warin

In this paper, a non-uniform time-stepping convex-splitting numerical algorithm for solving the widely used time-fractional Cahn-Hilliard equation is introduced. The proposed numerical scheme employs the $L1^+$ formula for discretizing the…

Numerical Analysis · Mathematics 2020-06-04 Jun Zhang , Jia Zhao , JinRong Wang

We compare a recently proposed multivariate spline based on mixed partial derivatives with two other standard splines for the scattered data smoothing problem. The splines are defined as the minimiser of a penalised least squares…

Numerical Analysis · Mathematics 2020-03-04 Elizabeth Harris , Bishnu Lamichhane , Quoc Thong Le Gia

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

This paper is concerned with numerical solutions of time-fractional nonlinear parabolic problems by a class of $L1$-Galerkin finite element methods. The analysis of $L1$ methods for time-fractional nonlinear problems is limited mainly due…

Numerical Analysis · Mathematics 2018-03-19 Dongfang Li , Hong-lin Liao , Weiwei Sun , Jilu Wang , Jiwei Zhang

In this paper, we consider the nonlinear $\Psi$-Hilfer impulsive fractional differential equation. Our main objective is to derive the formula for the solution and examine the existence and uniqueness of results. The acquired results are…

Dynamical Systems · Mathematics 2020-12-17 Kishor D. Kucche , Jyoti P. Kharade , J. Vanterler da C. Sousa

In this work, we investigate a variational formulation for a time-fractional Fokker-Planck equation which arises in the study of complex physical systems involving anomalously slow diffusion. The model involves a fractional-order Caputo…

Numerical Analysis · Mathematics 2020-06-05 Manh Hong Duong , Bangti Jin

Two fractional Stefan problems are considered by using Riemann-Liouville and Caputo derivatives of order $\alpha \in (0,1)$ such that in the limit case ($\alpha =1$) both problems coincide with the same classical Stefan problem. For the one…

Analysis of PDEs · Mathematics 2018-10-25 Sabrina D. Roscani , Domingo A. Tarzia

This paper deals with the existence and uniqueness of solution for a coupled system of Hilfer fractional Langevin equation with non local integral boundary value conditions. The novelty of this work is that it is more general than the works…

Analysis of PDEs · Mathematics 2022-06-16 Khalid Hilal , Ahmed Kajouni , Hamid Lmou

In this note we consider the continuous Galerkin time stepping method of arbitrary order as a possible discretization scheme of nonlinear initial value problems. In addition, we develop and generalize a well known existing result for the…

Numerical Analysis · Mathematics 2021-07-07 Mario Amrein

A finite difference numerical method is investigated for fractional order diffusion problems in one space dimension. For this, a mathematical model is developed to incorporate homogeneous Dirichlet and Neumann type boundary conditions. The…

Numerical Analysis · Mathematics 2014-11-07 Béla J. Szekeres , Ferenc Izsák

Nonlinear fractional differential equations have gained a significant place in mathematical physics. Finding the solutions to these equations has emerged as a field of study that has attracted a lot of attention lately. In this work, semi…

Exactly Solvable and Integrable Systems · Physics 2021-08-30 Erdogan Mehmet Ozkan , Ayten Ozkan

We introduce a numerical method, based on modified hat functions, for solving a class of fractional optimal control problems. In our scheme, the control and the fractional derivative of the state function are considered as linear…

Optimization and Control · Mathematics 2019-05-29 Somayeh Nemati , Pedro M. Lima , Delfim F. M. Torres

The fractional calculus is useful to model non-local phenomena. We construct a method to evaluate the fractional Caputo derivative by means of a simple explicit quadratic segmentary interpolation. This method yields to numerical resolution…

Numerical Analysis · Mathematics 2020-08-26 Alberto Ferrari , Manuel Gadella , Luis Lara , Eduardo Santillan Marcus
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