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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

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

This article analysis differential equations which represents damped and fractional oscillators. First, it is shown that prior to using physical quantities in fractional calculus, it is imperative that they are turned dimensionless.…

The multi-term time-fractional mixed diffusion-wave equations (TFMDWEs) are considered and the numerical method with its error analysis is presented in this paper. First, a $L2$ approximation is proved with first order accuracy to the…

Numerical Analysis · Mathematics 2016-07-26 Zhao-peng Hao , Guang Lin

This paper detailedly discusses the locally one-dimensional numerical methods for efficiently solving the three-dimensional fractional partial differential equations, including fractional advection diffusion equation and Riesz fractional…

Numerical Analysis · Mathematics 2014-07-07 Weihua Deng , Minghua Chen

In this work, we consider boundary value problems involving Caputo and Riemann-Liouville fractional derivatives of order $\alpha\in(1,2)$ on the unit interval $(0,1)$. These fractional derivatives lead to non-symmetric boundary value…

Numerical Analysis · Mathematics 2013-07-19 Bangti Jin , Raytcho Lazarov , Joseph Pasciak

The Laplace transform method for solving of a wide class of initial value problems for fractional differential equations is introduced. The method is based on the Laplace transform of the Mittag-Leffler function in two parameters. To extend…

funct-an · Mathematics 2007-05-23 Igor Podlubny

In this note, two numerical methods of solving fractional differential equations (FDEs) are briefly described, namely predictor-corrector approach of Adams-Bashforth-Moulton type and multi-step generalized differential transform method…

Numerical Analysis · Mathematics 2018-06-11 Alireza Momenzadeh , Sima Sarv Ahrabi

This work presents an analytical and computational study of fractional-order delay differential equations formulated using both the conformable and Caputo derivatives. For the conformable case, we develop the associated integral,…

In this paper, we propose a new fractional derivative, which is based on a Caputo-type derivative with a smooth kernel. We show that the proposed fractional derivative reduces to the classical derivative and has a smoothing effect which is…

General Mathematics · Mathematics 2020-03-18 Mostafa Rezapour , Adebowale Sijuwade , Thomas J. Asaki

We show that any two trajectories of solutions of a one-dimensional fractional differential equation (FDE) either coincide or do not intersect each other. In contrary, in the higher dimensional case, two different trajectories can meet.…

Dynamical Systems · Mathematics 2018-08-24 N. D. Cong , H. T. Tuan

We study a numerical approximation for a nonlinear variable-order fractional differential equation via an integral equation method. Due to the lack of the monotonicity of the discretization coefficients of the variable-order fractional…

Numerical Analysis · Mathematics 2021-10-12 Xiangcheng Zheng

In the present work we consider the electromagnetic wave equation in terms of the fractional derivative of the Caputo type. The order of the derivative being considered is 0 <\gamma<1. A new parameter \sigma, is introduced which…

Mathematical Physics · Physics 2011-09-01 J. F. Gómez , J. J. Rosales , J. J. Bernal , V. I. Tkach , M. Guía

An unsteady problem is considered for a space-fractional equation in a bounded domain. A first-order evolutionary equation involves a fractional power of an elliptic operator of second order. Finite element approximation in space is…

Numerical Analysis · Computer Science 2018-05-09 Petr N. Vabishchevich

The aim of this paper is to study certain problems of calculus of variations, that are dependent upon a Lagrange function on a Caputo-type fractional derivative. This type of fractional operator is a generalization of the Caputo and the…

Optimization and Control · Mathematics 2016-02-24 Ricardo Almeida

Recently, we have proposed a new diffusive representation for fractional derivatives and, based on this representation, suggested an algorithm for their numerical computation. From the construction of the algorithm, it is immediately…

Numerical Analysis · Mathematics 2022-04-12 Kai Diethelm

Time-dependent fractional-derivative problems $D_t^\delta u + Au = f$ are considered, where $D_t^\delta$ is a Caputo fractional derivative of order $\delta\in (0,1)\cup (1,2)$ and~$A$ is a classical elliptic operator, and appropriate…

Analysis of PDEs · Mathematics 2016-12-26 Martin Stynes

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

We prove existence of solutions for a nonlinear fractional oscillator equation with both left Riemann-Liouville and right Caputo fractional derivatives subject to natural boundary conditions. The proof is based on a transformation of the…

Classical Analysis and ODEs · Mathematics 2017-06-12 Assia Guezane-Lakoud , Rabah Khaldi , Delfim F. M. Torres

In this paper, we study a fast and linearized finite difference method to solve the nonlinear time-fractional wave equation with multi fractional orders. We first propose a discretization to the multi-term Caputo derivative based on the…

Numerical Analysis · Mathematics 2019-02-22 Pin Lyu , Yuxiang Liang , Zhibo Wang