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We propose a novel Caputo fractional derivative-based optimization algorithm. Upon defining the Caputo fractional gradient with respect to the Cartesian coordinate, we present a generic Caputo fractional gradient descent (CFGD) method. We…

Optimization and Control · Mathematics 2021-04-07 Yeonjong Shin , Jérôme Darbon , George Em Karniadakis

An adaptive finite difference scheme for variable-order fractional-time subdiffusion equations in the Caputo form is studied. The fractional time derivative is discretized by the L1 procedure but using nonhomogeneous timesteps. The size of…

Numerical Analysis · Mathematics 2024-09-20 Joaquín Quintana-Murillo , Santos Bravo Yuste

In this paper, we are interested in the study of a problem with fractional derivatives having boundary conditions of integral types. The problem represents a Caputo type advection-diffusion equation where the fractional order derivative…

Numerical Analysis · Mathematics 2021-02-23 Saadoune Brahimi , Ahcene Merad , Adem Kilicman

We consider a conflict-controlled dynamical system described by a nonlinear ordinary fractional differential equation with the Caputo derivative of an order $\alpha \in (0, 1).$ Basing on the finite-difference Gr\"{u}nwald-Letnikov…

Optimization and Control · Mathematics 2019-02-26 Mikhail Gomoyunov

We investigate the Cauchy problem for a semilinear spatio--temporal fractional diffusion equation with a time-dependent forcing term: \[ \partial_t^\alpha u + (-\Delta)^{\mathsf{s}} u = |u|^p + t^{\sigma}\,\mathbf{w}(x), \quad (t,x) \in…

Analysis of PDEs · Mathematics 2026-01-27 Rihab Ben Belgacem , Mohamed Majdoub

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

Time-fractional parabolic equations with a Caputo time derivative are considered. For such equations, we explore and further develop the new methodology of the a-posteriori error estimation and adaptive time stepping proposed in [7]. We…

Numerical Analysis · Mathematics 2023-01-27 Sebastian Franz , Natalia Kopteva

For the numerical solution of Dirichlet-type boundary value problems associated to nonlinear fractional differential equations of order $\alpha \in (1,2)$ that use Caputo derivatives, we suggest to employ shooting methods. In particular, we…

Numerical Analysis · Mathematics 2025-07-08 Kai Diethelm

We present a numerical procedure of solving the subdiffusion equation with Caputo fractional time derivative. On the basis of few examples we show that the subdiffusion is a 'long time memory' process and the short memory principle should…

Other Condensed Matter · Physics 2007-05-23 Katarzyna D. Lewandowska , Tadeusz Kosztołowicz

As we are aware, various types of methods have been proposed to approximate the Caputo fractional derivative numerically. A common challenge of the methods is the non-local property of the Caputo fractional derivative which leads to the…

Numerical Analysis · Mathematics 2023-09-11 Hassan Khosravian-Arab , Mehdi Dehghan

We introduce an efficient variational hybrid quantum-classical algorithm designed for solving Caputo time-fractional partial differential equations. Our method employs an iterable cost function incorporating a linear combination of overlap…

We propose and study a class of numerical schemes to approximate time fractional differential equations. The methods are based on the approximation of the Caputo fractional derivative by continuous piecewise polynomials, which is strongly…

Numerical Analysis · Mathematics 2018-05-04 Han Zhou , Paul Andries Zegeling

We develop a fully discrete scheme for time-fractional diffusion equations by using a finite difference method in time and a finite element method in space. The fractional derivatives are used in Caputo sense. Stability and error estimates…

Analysis of PDEs · Mathematics 2019-08-05 Moulay Rchid Sidi Ammi , Ismail Jamiai , Delfim F. M. Torres

This paper investigates a category of constrained fractional optimization problems that emerge in various practical applications. The objective function for this category is characterized by the ratio of a numerator and denominator, both…

Optimization and Control · Mathematics 2026-05-28 Yizun Lin , Jian-Feng Cai , Zhao-Rong Lai , Cheng Li

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 paper, we investigate a fractional differential equation involving sequential Caputo derivatives, motivated by recent research on fractional models with multiple memory effects. Using techniques inspired by earlier works on…

Numerical Analysis · Mathematics 2026-04-24 Fayziev Yusuf , Jumaeva Shakhnoza

A reaction-diffusion problem with a Caputo time derivative is considered. An integral discretization scheme on a graded mesh along with a decomposition of the exact solution is proposed. The truncation error estimate of the discretization…

Numerical Analysis · Mathematics 2018-10-19 Zhongdi Cen , Jian Huang , Anbo Le , Aimin Xu

This article aims to investigate the semi-classical analog of the general Caputo-type diffusion equation with time-dependent diffusion coefficient associated with the discrete Schr\"{o}dinger operator,…

Analysis of PDEs · Mathematics 2024-07-19 Aparajita Dasgupta , Shyam Swarup Mondal , Michael Ruzhansky , Abhilash Tushir

The present paper is devoted to constructing L2 type difference analog of the Caputo fractional derivative. The fundamental features of this difference operator are studied and it is used to construct difference schemes generating…

Numerical Analysis · Mathematics 2021-02-18 Anatoly A. Alikhanov , Chengming Huang

In this paper we consider a sub-diffusion problem where the fractional time derivative is approximated either by the L1 scheme or by Convolution Quadrature. We propose new interpretations of the numerical schemes which lead to a posteriori…

Numerical Analysis · Mathematics 2022-03-02 Lehel Banjai , Charalambos G. Makridakis