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In this paper, we develop fast procedures for solving linear systems arising from discretization of ordinary and partial differential equations with Caputo fractional derivative w.r.t time variable. First, we consider a finite difference…

Analysis of PDEs · Mathematics 2018-02-01 Zhengguang Liu , Aijie Cheng , Xiaoli Li , Hong Wang

In this short note, we present a Lyapunov-type inequality that corrects the recently obtained result in [M. Kirane, B. T. Torebek: A Lyapunov-type inequality for a fractional boundary value problem with Caputo-Fabrizio derivative, J. Math.…

Analysis of PDEs · Mathematics 2020-01-22 Zaid Laadjal

This paper aims to investigate properties associated with fractional integral operators involving the three-parameters Mittag-Leffler function in the kernels with respect to another function. We prove that the Cauchy problem and the…

Classical Analysis and ODEs · Mathematics 2020-07-13 D. S. Oliveira

The main purpose of this paper is to study the special fractional-order Chen-Lee system, using the Caputo fractional derivatives. For this fractional model we investigate the existence and uniqueness of solution of initial value problem,…

Dynamical Systems · Mathematics 2024-08-16 Mihai Ivan

Inverse problem for multi-term fractional parabolic equation in two dimensional space, involving m + 1 Caputo fractional derivatives in time, is investigated. Presence of nonlocal boundary conditions leads to a non-self-adjoint spectral…

Analysis of PDEs · Mathematics 2022-02-08 Muhammad Ali , Sara Aziz

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

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

We prove a discrete analogue for the composition of the fractional integral and Caputo derivative. This result is relevant in numerical analysis of fractional PDEs when one discretizes the Caputo derivative with the so-called L1 scheme. The…

Numerical Analysis · Mathematics 2023-09-07 Łukasz Płociniczak

This book intends to deepen the study of the fractional calculus, giving special emphasis to variable-order operators. It is organized in two parts, as follows. In the first part, we review the basic concepts of fractional calculus (Chapter…

Optimization and Control · Mathematics 2018-06-19 Ricardo Almeida , Dina Tavares , Delfim F. M. Torres

In the current work we build a difference analog of the Caputo fractional derivative with generalized memory kernel ($_\lambda$L2-1$_\sigma$ formula). The fundamental features of this difference operator are studied and on its ground some…

Numerical Analysis · Mathematics 2021-08-25 Aslanbek Khibiev , Anatoly Alikhanov , Chengming Huang

We propose a new fractional derivative, the Hilfer-Katugampola fractional derivative. Motivated by the Hilfer derivative this formulation interpolates the well-known fractional derivatives of Hilfer, Hilfer-Hadamard, Riemann-Liouville,…

Classical Analysis and ODEs · Mathematics 2017-11-13 D. S. Oliveira , E. Capelas de Oliveira

The fractional calculus is useful to model non-local phenomena. We construct a method to evaluate the fractional Caputo derivative by means of a simple explicit quadratic segmentary interpolation. This method yields to numerical resolution…

Numerical Analysis · Mathematics 2020-08-26 Alberto Ferrari , Manuel Gadella , Luis Lara , Eduardo Santillan Marcus

Fractional boundary value problems are often used to model complex systems and processes characterized by memory effects and anomalous diffusion. In this paper, we consider fractional boundary value problems involving the Riesz-Caputo…

Numerical Analysis · Mathematics 2026-05-18 Chiara Sorgentone , Enza Pellegrino , Francesca Pitolli

Two fractional two-phase Stefan-like problems are considered by using Riemann-Liouville and Caputo derivatives of order $\alpha \in (0, 1)$ verifying that they coincide with the same classical Stefan problem at the limit case when…

Analysis of PDEs · Mathematics 2020-07-15 Sabrina Roscani , Nahuel Caruso , Domingo Tarzia

The present paper is devoted to constructing L2 type difference analog of the Caputo fractional derivative. The fundamental features of this difference operator are studied and it is used to construct difference schemes generating…

Numerical Analysis · Mathematics 2021-02-18 Anatoly A. Alikhanov , Chengming Huang

In the paper, we utilize the fractional differential transformation (FDT) to solving singular initial value problem of fractional Emden-Fowler type differential equations. The solutions of our model equations are calculated in the form of…

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

In this article, we deal with fractional stochastic differential equations, so-called Caputo type fractional backward stochastic differential equations (Caputo fBSDEs, for short), and study the well-posedness of an adapted solution to…

Probability · Mathematics 2022-10-05 Nazim I. Mahmudov , Arzu Ahmadova

The following material was created with the idea of being used for an introductory fractional calculus course. A recapitulation of the history of fractional calculus is presented, as well as the different attempts at fractional derivatives…

General Mathematics · Mathematics 2021-12-24 A. Torres-Hernandez , F. Brambila-Paz

In this paper, we discuss an initial-boundary value problem (IBVP) for the multi-term time-fractional diffusion equation with x-dependent coefficients. By means of the Mittag-Leffler functions and the eigenfunction expansion, we reduce the…

Analysis of PDEs · Mathematics 2018-02-20 Zhiyuan Li , Xinchi Huang , Masahiro Yamamoto

In the present paper, we address a class of the fractional derivatives of constant and variable orders for the first time. Fractional-order relaxation equations of constants and variable orders in the sense of Caputo type are modeled from…

Classical Physics · Physics 2017-07-18 Xiao-Jun Yang