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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…

最优化与控制 · 数学 2016-10-25 Ricardo Almeida , Delfim F. M. Torres

We formulate fractional difference equations of Riemann-Liouville and Caputo type in a functional analytical framework. Main results are existence of solutions on Hilbert space-valued weighted sequence spaces and a condition for stability…

Given the Caputo-type fractional differential equation $D^\alpha y(t) = f(t, y(t))$ with $\alpha \in (1, 2)$, we consider two distinct solutions $y_1, y_2 \in C[0,T]$ to this equation subject to different sets of initial conditions. In this…

经典分析与常微分方程 · 数学 2024-07-15 Renu Chaudhary , Kai Diethelm , Safoura Hashemishahraki

In this paper, we discuss the existence and uniqueness of solutions of a boundary value problem for a fractional differential equation of order $\alpha\in(2,3)$, involving a general form of fractional derivative. First, we prove an…

经典分析与常微分方程 · 数学 2017-11-06 Ricardo Almeida

In this Note, we present a Calder\'on-type uniqueness theorem on the Cauchy problem of stochastic partial differential equations. To this aim, we introduce the concept of stochastic pseudo-differential operators, and establish their…

概率论 · 数学 2010-11-30 Xu Liu , Xu Zhang

This paper provides a probabilistic approach to solve linear equations involving Caputo and Riemann-Liouville type derivatives. Using the probabilistic interpretation of these operators as the generators of interrupted Feller processes, we…

概率论 · 数学 2015-12-07 M. E. Hernández-Hernández , V. N. Kolokoltsov

We study fractional variational problems of Herglotz type of variable order. Necessary optimality conditions, described by fractional differential equations depending on a combined Caputo fractional derivative of variable order, are proved.…

最优化与控制 · 数学 2017-10-12 Dina Tavares , Ricardo Almeida , Delfim F. M. Torres

The aim of the present paper is to contribute to the development of the study of Cauchy problems involving Riemann-Liouville and Caputo fractional derivatives. Firstly existence-uniqueness results for solutions of non-linear Cauchy problems…

经典分析与常微分方程 · 数学 2017-07-11 Loïc Bourdin

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…

数值分析 · 数学 2020-08-24 Minghua Chen , Jiankang Shi , Weihua Deng

The classical Duhamel principle, established nearly 200 years ago by Jean-Marie-Constant Duhamel, reduces the Cauchy problem for an inhomogeneous partial differential equation to the Cauchy problem for the corresponding homogeneous…

经典分析与常微分方程 · 数学 2010-04-14 Sabir Umarov

The Adomian decomposition method is a semi-analytical method for solving ordinary and partial nonlinear differential equations. The aim of this paper is to apply Adomian decomposition method to obtain approximate solutions of nonlinear…

数值分析 · 数学 2017-12-27 Iqra Javed , Ashfaq Ahmad , Muzammil Hussain , S. Iqbal

This work is dedicated to the study of a mixed-type partial differential equation involving a Caputo fractional derivative in the time domain $t > 0$ and a classical parabolic equation in the domain $t < 0$, along with Dezin-type non-local…

偏微分方程分析 · 数学 2025-07-17 Ravshan Ashurov , Umida Dusanova , Navbahor Nuraliyeva

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…

数值分析 · 数学 2019-07-18 Justin Crum , Joshua A. Levine , Andrew Gillette

Based on the fractional $q$-integral with the parametric lower limit of integration, we define fractional $q$-derivative of Riemann-Liouville and Caputo type. The properties are studied separately as well as relations between them. Also, we…

经典分析与常微分方程 · 数学 2009-09-03 Miomir S. Stankovic , Predrag M. Rajkovic , Sladjana D. Marinkovic

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…

数值分析 · 数学 2023-09-07 Łukasz Płociniczak

The paper investigates the initial problem for a linear system of ordinary differential equations with the fractional differentiation operator Dzhrbashyan -- Nersesyan with constant coefficients. The existence and uniqueness theorems of the…

偏微分方程分析 · 数学 2020-07-31 Murat Osmanovich Mamchuev

A discrete version of the symmetric duality of Caputo-Torres, to relate left and right Riemann-Liouville and Caputo fractional differences, is considered. As a corollary, we provide an evidence to the fact that in case of right fractional…

经典分析与常微分方程 · 数学 2017-06-16 Thabet Abdeljawad , Delfim F. M. Torres

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…

经典分析与常微分方程 · 数学 2017-06-12 Assia Guezane-Lakoud , Rabah Khaldi , Delfim F. M. Torres

We Investigate two types of dual identities for Caputo fractional differences. The first type relates nabla and delta type fractional sums and differences. The second type represented by the Q-operator relates left and right fractional sums…

动力系统 · 数学 2013-01-11 Thabet Abdeljawad

An implicit finite difference method with non-uniform timesteps for solving the fractional diffusion equation in the Caputo form is proposed. The method allows one to build adaptive methods where the size of the timesteps is adjusted to the…

数值分析 · 数学 2024-06-28 Santos B. Yuste , Joaquín Quintana-Murillo