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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

A method for the numerical solution of variable order (VO) fractional differential equations (FDE) is presented. The method applies to linear as well as to nonlinear VO-FDEs. The Caputo type VO fractional derivative is employed. First, an…

Numerical Analysis · Mathematics 2018-05-08 John T. Katsikadelis

Numerical solving differential equations with fractional derivatives requires elimination of the singularity which is inherent in the standard definition of fractional derivatives. The method of integration by parts to eliminate this…

Numerical Analysis · Mathematics 2022-01-26 Pavel B. Dubovski , Jeffrey A. Slepoi

In the paper we deal with linear fractional control problems with constant delays in the state. Single-order systems with fractional derivative in Caputo sense of orders between 0 and 1 are considered. The aim is to introduce a new…

Numerical Analysis · Mathematics 2024-12-20 Josef Rebenda , Zdeněk Šmarda

This paper deals with fractional differential equations, with dependence on a Caputo fractional derivative of real order. The goal is to show, based on concrete examples and experimental data from several experiments, that fractional…

General Mathematics · Mathematics 2016-11-03 Ricardo Almeida , Nuno R. O. Bastos , M. Teresa T. Monteiro

The work in this paper is four-fold. Firstly, we introduce an alternative approach to solve fractional ordinary differential equations as an expected value of a random time process. Using the latter, we present an interesting numerical…

Dynamical Systems · Mathematics 2022-12-28 Tamer Oraby , Harrinson Arrubla , Erwin Suazo

In this article, a numerical scheme is introduced for solving the fractional partial differential equation (FPDE) arising from electromagnetic waves in dielectric media (EMWDM) by using an efficient class of finite difference methods. The…

Numerical Analysis · Mathematics 2022-05-02 Vijay Kumar Patel , Dhirendra Bahuguna

In this work, a new relationship is established between the solutions of higher fractional differential equations and a Wright-type transformation. Solutions could be interpreted as expected values of functions in a random time process. As…

Numerical Analysis · Mathematics 2024-04-02 M. Nacianceno , T. Oraby , H. Rodrigo , Y. Sepulveda , J. Sifuentes , E. Suazo , T. Stuck , J. Williams

The solutions of fractional differential equations (FDEs) have a natural singularity at the initial point. The accuracy of their numerical solutions is lower than the accuracy of the numerical solutions of FDEs whose solutions are…

Numerical Analysis · Mathematics 2018-06-11 Yuri Dimitrov , Ivan Dimov , Venelin Todorov

In this paper, a higher order finite difference scheme is proposed for Generalized Fractional Diffusion Equations (GFDEs). The fractional diffusion equation is considered in terms of the generalized fractional derivatives (GFDs) which uses…

Numerical Analysis · Mathematics 2022-06-08 Kamlesh Kumar , Rajesh K. Pandey

We present a new numerical tool to solve partial differential equations involving Caputo derivatives of fractional variable order. Three Caputo-type fractional operators are considered, and for each one of them an approximation formula is…

Classical Analysis and ODEs · Mathematics 2015-12-08 Dina Tavares , Ricardo Almeida , Delfim F. M. Torres

Fractional partial differential equations (FDEs) are used to describe phenomena that involve a "non-local" or "long-range" interaction of some kind. Accurate and practical numerical approximation of their solutions is challenging due to the…

Numerical Analysis · Mathematics 2019-07-18 Justin Crum , Joshua A. Levine , Andrew Gillette

The paper provides the fractional integrals and derivatives of the Rie\-mann-Liouville and Caputo type for the five kinds of radial basis functions (RBFs), including the powers, Gaussian, multiquadric, Matern and thin-plate splines, in one…

Numerical Analysis · Mathematics 2016-12-23 Maryam Mohammadi , Robert Schaback

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 an evolution equation involving the fractional powers, of order $s \in (0,1)$, of a symmetric and uniformly elliptic second order operator and Caputo fractional time derivative of order $\gamma \in (1,2]$. Since it has been…

Analysis of PDEs · Mathematics 2019-01-04 Enrique Otarola , Abner J. Salgado

This article aims to develop a direct numerical approach to solve the space-fractional partial differential equations (PDEs) based on a new differential quadrature (DQ) technique. The fractional derivatives are approximated by the weighted…

Numerical Analysis · Mathematics 2017-01-24 X. G. Zhu , Y. F. Nie

This paper investigates, a new class of fractional order Runge-Kutta (FORK) methods for numerical approximation to the solution of fractional differential equations (FDEs). By using the Caputo generalizedTaylor formula and the total…

Numerical Analysis · Mathematics 2023-03-06 F. Ghoreishi , R. Ghaffari

In this article a two-sided variable coefficient fractional diffusion equation (FDE) is investigated, where the variable coefficient occurs outside of the fractional integral operator. Under a suitable transformation the variable…

Numerical Analysis · Mathematics 2018-11-05 Xiangcheng Zheng , V. J. Ervin , Hong Wang

We describe a general operational method that can be used in the analysis of fractional initial and boundary value problems with additional analytic conditions. As an example, we derive analytic solutions of some fractional generalisation…

Analysis of PDEs · Mathematics 2013-04-04 Roberto Garra , Federico Polito

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
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