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We introduce a discrete scheme for second order fully nonlinear parabolic PDEs with Caputo's time fractional derivatives. We prove the convergence of the scheme in the framework of the theory of viscosity solutions. The discrete scheme can…

Analysis of PDEs · Mathematics 2019-02-26 Yoshikazu Giga , Qing Liu , Hiroyoshi Mitake

In this work, we consider a time-fractional Allen-Cahn equation, where the conventional first order time derivative is replaced by a Caputo fractional derivative with order $\alpha\in(0,1)$. First, the well-posedness and (limited) smoothing…

Numerical Analysis · Mathematics 2019-06-18 Qiang Du , Jiang Yang , Zhi Zhou

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

In this paper, a high-order approximation to Caputo-type time-fractional diffusion equations involving an initial-time singularity of the solution is proposed. At first, we employ a numerical algorithm based on the Lagrange polynomial…

Numerical Analysis · Mathematics 2023-09-26 Shweta Kumari , Abhishek Kumar Singh , Vaibhav Mehandiratta , Mani Mehra

We begin with a treatment of the Caputo time-fractional diffusion equation, by using the Laplace transform, to obtain a Volterra intego-differential equation where we may examine the weakly singular nature of this convolution…

Numerical Analysis · Mathematics 2020-01-27 Wesley Davis , Richard Noren , Ke Shi

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 study solution techniques for parabolic equations with fractional diffusion and Caputo fractional time derivative, the latter being discretized and analyzed in a general Hilbert space setting. The spatial fractional diffusion is realized…

Numerical Analysis · Mathematics 2015-03-05 Ricardo H. Nochetto , Enrique Otarola , Abner J. Salgado

In this paper, we consider the numerical approximation of time-fractional parabolic problems involving Caputo derivatives in time of order $\alpha$, $0< \alpha<1$. We derive optimal error estimates for semidiscrete Galerkin FE type…

Numerical Analysis · Mathematics 2017-10-04 Samir Karaa

In this paper, we investigate the numerical approximation of Hamilton-Jacobi equations with the Caputo time-fractional derivative. We introduce an explicit in time discretization of the Caputo derivative and a finite difference scheme for…

Numerical Analysis · Mathematics 2019-12-20 Fabio Camilli , Serikbolsyn Duisembay

This paper is devoted to the investigation of the nonnegative solutions and the stability and asymptotic properties of the solutions of fractional differential dynamic systems involving delayed dynamics with point delays. The obtained…

Dynamical Systems · Mathematics 2010-09-23 Manuel De la Sen

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

In this paper we study some cases of time-fractional nonlinear dispersive equations (NDEs) involving Caputo derivatives, by means of the invariant subspace method. This method allows to find exact solutions to nonlinear time-fractional…

Mathematical Physics · Physics 2014-10-30 P. Artale Harris , R. Garra

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. For this problem, we give a simple framework…

Numerical Analysis · Mathematics 2018-10-24 Natalia Kopteva

In this article, we propose a higher order approximation to Caputo fractional (C-F) derivative using graded mesh and standard central difference approximation for space derivatives, in order to obtain the approximate solution of time…

Numerical Analysis · Mathematics 2022-01-12 Gande Naga Raju , Harshita Madduri

A novel efficient and high accuracy numerical method for the time-fractional differential equations (TFDEs) is proposed in this work. We show the equivalence between TFDEs and the integer-order extended parametric differential equations…

Numerical Analysis · Mathematics 2025-05-13 Peng Ding , Zhiping Mao

In this paper, we propose a novel numerical scheme for solving time-fractional reaction-diffusion problems with Robin boundary conditions, where the time derivative is in the Caputo sense of order $\alpha\in(0,1)$. The existence and…

Numerical Analysis · Mathematics 2025-09-23 Qian Luo , Aiguo Xiao , Xiaoqiang Yan , Jingmin Xia

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 study presents a novel high-order numerical method designed for solving the two-dimensional time-fractional convection-diffusion (TFCD) equation. The Caputo definition is employed to characterize the time-fractional derivative. A weak…

Numerical Analysis · Mathematics 2023-08-21 Anshima Singh , Sunil Kumar

It is well known that, under standard assumptions, initial value problems for fractional ordinary differential equations involving Caputo-type derivatives are well posed in the sense that a unique solution exists and that this solution…

Classical Analysis and ODEs · Mathematics 2015-09-04 Kai Diethelm

We introduce an explicit, adaptive time-stepping scheme for the simulation of SPDEs with one-sided Lipschitz drift coefficients. Strong convergence rates are proven for the full space-time discretisation with multiplicative trace-class…

Numerical Analysis · Mathematics 2019-08-27 Stuart Campbell , Gabriel Lord