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The application of the approximation-operational approach to solving linear differential equations of fractional order with variable coefficients is considered. It is shown that the method can also be applied to solving differential…

Dynamical Systems · Mathematics 2020-06-04 Oleksii V. Vasyliev

We formulate a numerical method to solve the porous medium type equation with fractional diffusion \[\frac{\partial u}{\partial t}+(-\Delta)^{1/2} (u^m)=0.\] The problem is posed in $x\in \mathbb{R}^N$, $m\geq 1$ and with nonnegative…

Analysis of PDEs · Mathematics 2013-11-27 Félix del Teso

We introduce a new numerical method, based on Bernoulli polynomials, for solving multiterm variable-order fractional differential equations. The variable-order fractional derivative was considered in the Caputo sense, while the…

Numerical Analysis · Mathematics 2021-11-18 Somayeh Nemati , Pedro M. Lima , Delfim F. M. Torres

In this paper, we introduce a new method for calculating fractional integrals and differentials. The method involves an equation that we have obtained from infinite applied integration by parts. The equation works for special class of…

General Mathematics · Mathematics 2023-09-08 Oleg Yaremko , Andrey Yachmenev

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

This work is concerned with the kernel-based approximation of a complex-valued function from data, where the frequency response function of a partial differential equation in the frequency domain is of particular interest. In this setting,…

Computational Engineering, Finance, and Science · Computer Science 2024-11-26 Julien Bect , Niklas Georg , Ulrich Römer , Sebastian Schöps

Motivated by fractional derivative models in viscoelasticity, a class of semilinear stochastic Volterra integro-differential equations, and their deterministic counterparts, are considered. A generalized exponential Euler method, named here…

Numerical Analysis · Mathematics 2020-01-17 Mihály Kovács , Stig Larsson , Fardin Saedpanah

Anomalous diffusion is a phenomenon that cannot be modeled accurately by second-order diffusion equations, but is better described by fractional diffusion models. The nonlocal nature of the fractional diffusion operators makes substantially…

Numerical Analysis · Mathematics 2018-03-08 K. Mustapha , K. Furati , O. M. Knio , O. Le Maitre

We modify ETAS models by replacing the Pareto-like kernel proposed by Ogata with a Mittag-Leffler type kernel. Provided that the kernel decays as a power law with exponent $\beta + 1 \in (1,2]$, this replacement has the advantage that the…

Probability · Mathematics 2020-03-03 J. Chen , A. G. Hawkes , E. Scalas

This work aims to construct an efficient and highly accurate numerical method to address the time singularity at $t=0$ involved in a class of time-fractional parabolic integro-partial differential equations in one and two dimensions. The…

Numerical Analysis · Mathematics 2024-09-27 Sudarshan Santra , Ratikanta Behera

This paper presents a comparative study three numerical schemes such as Linear, Quadratic and Quadratic-Linear scheme for the fractional integro-differential equations defined in terms of the Caputo fractional derivatives. The error…

Numerical Analysis · Mathematics 2022-06-22 Kamlesh Kumar , Rajesh K. Pandey , Shiva Sharma

We study fractional differential equations of Riemann-Liouville and Caputo type in Hilbert spaces. Using exponentially weighted spaces of functions defined on $\mathbb{R}$, we define fractional operators by means of a functional calculus…

Functional Analysis · Mathematics 2020-01-30 Kai Diethelm , Konrad Kitzing , Rainer Picard , Stefan Siegmund , Sascha Trostorff , Marcus Waurick

In this paper, we introduce a delayed Mittag-Leffler type function. With the help of the delayed Mittag-Leffler type functions, we give an explicit formula of solutions to linear nonhomogeneous fractional time-delay Langevin equations…

Dynamical Systems · Mathematics 2019-07-04 N. I. Mahmudov

Due to the nonlocal feature of fractional differential operators, the numerical solution to fractional partial differential equations usually requires expensive memory and computation costs. This paper develops a fast scheme for fractional…

Numerical Analysis · Mathematics 2025-03-21 Hao Yuan , Xiaoping Xie

A spectral decomposition method is used to obtain solutions to a class of nonlinear differential equations. We extend this approach to the analysis of the fractional form of these equations and demonstrate the method by applying it to the…

Mathematical Physics · Physics 2015-08-14 Malgorzata Turalska , Bruce J. West

A very simple and accurate numerical method which is applicable to systems of differentio-integral equations with quite general boundary conditions has been devised. Although the basic idea of this method stems from the Keller Box method,…

Fluid Dynamics · Physics 2014-09-30 Jian-Jun Shu , Graham Wilks

The article proposes a Caputo fractional conjugate gradient (CFCG) method for unconstrained optimization problems which is applicable to smooth as well as non-smooth problmes. The proposed method uses a non-adaptive version of the Caputo…

Optimization and Control · Mathematics 2025-12-22 Barsha Shawa , Md Abu Talhamainuddin Ansary

The convolution quadrature method originally developed for the Riemann-Liouville fractional calculus is extended in this work to the Hadamard fractional calculus by using the exponential type meshes. Local truncation error analysis is…

Numerical Analysis · Mathematics 2023-11-14 Baoli Yin , Guoyu Zhang , Yang Liu , Hong Li

It is well-known that one-dimensional time fractional diffusion-wave equations with variable coefficients can be reduced to ordinary fractional differential equations and systems of linear fractional differential equations via scaling…

Classical Analysis and ODEs · Mathematics 2019-05-07 Khongorzul Dorjgotov , Hiroyuki Ochiai , Uuganbayar Zunderiya

In this paper, two numerical schemes for a nonlinear integral equation of Fredholm type with weakly singular kernel are proposed. These numerical methods combine sinc-collocation and sinc-convolution approximations with Newton and steepest…

Numerical Analysis · Mathematics 2020-07-16 Khadijeh Nedaiasl