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Based on the continuous time random walk, we derive the Fokker-Planck equations with Caputo-Fabrizio fractional derivative, which can effectively model a variety of physical phenomena, especially, the material heterogeneities and structures…

Numerical Analysis · Mathematics 2020-08-24 Minghua Chen , Jiankang Shi , Weihua Deng

For time-fractional parabolic equations with a Caputo time derivative of order $\alpha\in(0,1)$, we give pointwise-in-time a posteriori error bounds in the spatial $L_2$ and $L_\infty$ norms. Hence, an adaptive mesh construction algorithm…

Numerical Analysis · Mathematics 2021-07-06 Natalia Kopteva

In this paper we identify, for small $t$ and a fixed $T>0,$ the order $\alpha>0$ in the abstract fractional differential equation $$\partial^\alpha u(t)=Au(t),$$ where the time-fractional derivative $\partial^\alpha$ is understood in the…

Functional Analysis · Mathematics 2023-03-22 Rodrigo Ponce

The well-known Caputo fractional derivative and the corresponding Caputo fractional integral occur naturally in many equations that model physical phenomena under inhomogeneous media. The relationship between the two fractional terms can be…

Numerical Analysis · Mathematics 2020-01-23 Wesley Davis , Richard Noren

This paper is devoted to an in deep investigation of the first fundamental solution to the linear multi-dimensional space-time-fractional diffusion-wave equation. This equation is obtained from the diffusion equation by replacing the first…

Analysis of PDEs · Mathematics 2021-03-12 Yuri Luchko

For terminal value problems of fractional differential equations of order $\alpha \in (0,1)$ that use Caputo derivatives, shooting methods are a well developed and investigated approach. Based on recently established analytic properties of…

Numerical Analysis · Mathematics 2023-10-03 Kai Diethelm , Frank Uhlig

We prove that $\alpha$-dissipative solutions to the Cauchy problem of the Hunter-Saxton equation, where $\alpha \in W^{1, \infty}(\mathbb{R}, [0, 1))$, can be computed numerically with order $\mathcal{O}(\Delta x^{{1}/{8}}+\Delta…

Numerical Analysis · Mathematics 2025-10-16 Thomas Christiansen , Katrin Grunert

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, a modified nonlinear Schr\"{o}dinger equation with spatio-temporal dispersion is formulated in the senses of Caputo fractional derivative and conformable derivative. A new generalized double Laplace transform coupled with…

The fractional Laplacian $(-\Delta)^{\alpha/2}$ is a non-local operator which depends on the parameter $\alpha$ and recovers the usual Laplacian as $\alpha \to 2$. A numerical method for the fractional Laplacian is proposed, based on the…

Numerical Analysis · Mathematics 2014-11-14 Yanghong Huang , Adam Oberman

An 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. An L2-type discrete fractional-derivative…

Numerical Analysis · Mathematics 2020-07-13 Natalia Kopteva

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 this work, we develop an efficient incomplete iterative scheme for the numerical solution of the subdiffusion model involving a Caputo derivative of order $\alpha\in(0,1)$ in time. It is based on piecewise linear Galerkin finite element…

Numerical Analysis · Mathematics 2020-06-11 Bangti Jin , Zhi Zhou

We present a method to solve fractional optimal control problems, where the dynamic depends on integer and Caputo fractional derivatives. Our approach consists to approximate the initial fractional order problem with a new one that involves…

Optimization and Control · Mathematics 2016-10-25 Ricardo Almeida , Delfim F. M. Torres

The subdiffusion equation with a Caputo fractional derivative of order $\alpha\in(0,1)$ in time arises in a wide variety of practical applications, and it is often adopted to model anomalous subdiffusion processes in heterogeneous media.…

Numerical Analysis · Mathematics 2015-01-05 Bangti Jin , Raytcho Lazarov , Zhi Zhou

In this paper, we give subordination functions for free additive and free multiplicative deconvolutions in some domain of the complex half-plane, under the condition that the distributions admit moments, respectively, of second order for…

Operator Algebras · Mathematics 2018-07-18 Octavio Arizmendi , Pierre Tarrago , Carlos Vargas

The Caputo time-derivative is usually defined pointwise for well-behaved functions, say, for continuously differentiable functions. Accordingly, in the theory of the partial fractional differential equations with the Caputo derivatives, the…

Analysis of PDEs · Mathematics 2014-11-27 Rudolf Gorenflo , Yuri Luchko , Masahiro Yamamoto

The present paper deals with the numerical solution of time-fractional advection-diffusion equations involving the Caputo derivative with source term by means of an unconditionally stable implicit finite difference method on quasi-uniform…

Numerical Analysis · Mathematics 2018-02-14 Riccardo Fazio , Alessandra Jannelli

In this paper we consider a Caputo type fractional derivative with respect to another function. Some properties, like the semigroup law, a relationship between the fractional derivative and the fractional integral, Taylor's Theorem,…

Classical Analysis and ODEs · Mathematics 2016-10-12 Ricardo Almeida

In this work, we provide the first strong convergence result of numerical approximation of a general second order semilinear stochastic fractional order evolution equation involving a Caputo derivative in time of order $\alpha\in(\frac 34,…

Numerical Analysis · Mathematics 2021-09-08 Aurelien Junior Noupelah , Antoine Tambue