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The accuracy of the numerical solution of a fractional differential equation depends on the differentiability class of the solution. The derivatives of the solutions of fractional differential equations often have a singularity at the…

数值分析 · 数学 2015-03-11 Yuri Dimitrov

In this paper, we present a new numerical method to solve fractional differential equations. Given a fractional derivative of arbitrary real order, we present an approximation formula for the fractional operator that involves integer-order…

数值分析 · 数学 2015-12-16 Ricardo Almeida , Nuno R. O. Bastos

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…

数值分析 · 数学 2024-12-20 Josef Rebenda , Zdeněk Šmarda

In this article I present a fast and direct method for solving several types of linear finite difference equations (FDE) with constant coefficients. The method is based on a polynomial form of the translation operator and its inverse, and…

数值分析 · 数学 2011-11-03 S. Merino

This article aims to develop a direct numerical approach to solve the space-fractional partial differential equations (PDEs) based on a new differential quadrature (DQ) technique. The fractional derivatives are approximated by the weighted…

数值分析 · 数学 2017-01-24 X. G. Zhu , Y. F. Nie

In this paper we construct high order numerical methods for solving third and fourth orders nonlinear functional differential equations (FDE). They are based on the discretization of iterative methods on continuous level with the use of the…

数值分析 · 数学 2024-11-05 Dang Quang A , Dang Quang Long

In this paper we propose an algorithm for the numerical solution of arbitrary differential equations of fractional order. The algorithm is obtained by using the following decomposition of the differential equation into a system of…

数值分析 · 数学 2025-10-20 Leszczynski Jacek , Ciesielski Mariusz

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…

数值分析 · 数学 2018-06-11 Alireza Momenzadeh , Sima Sarv Ahrabi

A method for the numerical solution of variable order (VO) fractional differential equations (FDE) is presented. The method applies to linear as well as to nonlinear VO-FDEs. The Caputo type VO fractional derivative is employed. First, an…

数值分析 · 数学 2018-05-08 John T. Katsikadelis

The first order by time partial differential equations are used as models in applications such as fluid flow, heat transfer, solid deformation, electromagnetic waves, and others. In this paper we propose the new numerical method to solve a…

数值分析 · 数学 2008-01-14 Ivan Kazachkov

The work in this paper is four-fold. Firstly, we introduce an alternative approach to solve fractional ordinary differential equations as an expected value of a random time process. Using the latter, we present an interesting numerical…

动力系统 · 数学 2022-12-28 Tamer Oraby , Harrinson Arrubla , Erwin Suazo

Fractional differential equations (FDEs) are an extension of the theory of fractional calculus. However, due to the difficulty in finding analytical solutions, there have not been extensive applications of FDEs until recent decades. With…

数值分析 · 数学 2020-07-20 Nirupama Bhattacharya , Gabriel A. Silva

In this paper we consider the numerical solution of fractional terminal value problems (FDE-TVPs). In particular, the proposed procedure uses a Newton-type iteration which is particularly efficient when coupled with a recently-introduced…

数值分析 · 数学 2024-11-05 Luigi Brugnano , Gianmarco Gurioli , Felice Iavernaro

Numerical solving differential equations with fractional derivatives requires elimination of the singularity which is inherent in the standard definition of fractional derivatives. The method of integration by parts to eliminate this…

数值分析 · 数学 2022-01-26 Pavel B. Dubovski , Jeffrey A. Slepoi

This paper develops a probabilistic numerical method for solution of partial differential equations (PDEs) and studies application of that method to PDE-constrained inverse problems. This approach enables the solution of challenging inverse…

统计方法学 · 统计学 2017-07-12 Jon Cockayne , Chris Oates , Tim Sullivan , Mark Girolami

The numerical solution methods for partial differential equation (PDE) solution allow obtaining a discrete field that converges towards the solution if the method is applied to the correct problem. Nevertheless, the numerical methods…

数值分析 · 数学 2021-03-04 Alexander Hvatov

Stochastic differential equations (sdes) play an important role in physics but existing numerical methods for solving such equations are of low accuracy and poor stability. A general strategy for developing accurate and efficient schemes…

量子物理 · 物理学 2009-11-10 Joshua Wilkie

Computational methods for fractional differential equations exhibit essential instability. Even a minor modification of the coefficients or other entry data may switch good results to the divergent. The goal of this paper is to suggest the…

数值分析 · 数学 2021-12-20 P. B. Dubovski , J. A. Slepoi

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…

数值分析 · 数学 2025-05-13 Peng Ding , Zhiping Mao

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
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