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The first part of this paper introduces sufficient conditions to determine conservation laws of diffusion equations of arbitrary fractional order in time. Numerical methods that satisfy a discrete analogue of these conditions have…

数值分析 · 数学 2022-03-07 Angelamaria Cardone , Gianluca Frasca-Caccia

We propose a novel finite-difference time-domain (FDTD) scheme for the solution of the Maxwell's equations in which linear dispersive effects are present. The method uses high-order accurate approximations in space and time for the…

数值分析 · 数学 2017-06-15 Michael J. Jenkinson , Jeffrey W. Banks

The aim of this work is to provide the first strong convergence result of numerical approximation of a general time-fractional second order stochastic partial differential equation involving a Caputo derivative in time of order…

数值分析 · 数学 2023-08-16 Aurelien Junior Noupelah , Antoine Tambue , Jean Louis Woukeng

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…

最优化与控制 · 数学 2025-12-22 Barsha Shawa , Md Abu Talhamainuddin Ansary

A generalization of the Gr\"{u}nwald difference approximation for fractional derivatives in terms of a real sequence and its generating function is presented. Properties of the generating function are derived for consistency and order of…

数值分析 · 数学 2018-03-06 H. M. Nasir , K. Nafa

This paper investigates, a new class of fractional order Runge-Kutta (FORK) methods for numerical approximation to the solution of fractional differential equations (FDEs). By using the Caputo generalizedTaylor formula and the total…

数值分析 · 数学 2023-03-06 F. Ghoreishi , R. Ghaffari

We have used the homotopy analysis method to obtain solutions of linear and nonlinear fractional partial differential differential equations with initial conditions. We replace the first order time derivative by $\psi$-Caputo fractional…

偏微分方程分析 · 数学 2020-04-07 D. S. Oliveira , E. Capelas de Oliveira

Building upon the recent work of Teso and Plociniczak (2025) regarding L1 discretization errors for the Caputo derivative in H\"{o}lder spaces, this study extends the analysis to higher-order discretization errors within the same functional…

数值分析 · 数学 2025-04-11 Xiangyi Peng , Lisen Ding , Dongling Wang

This article introduces the multi-objective adaptive order Caputo fractional gradient descent (MOAOCFGD) algorithm for solving unconstrained multi-objective problems. The proposed method performs equally well for both smooth and non-smooth…

最优化与控制 · 数学 2025-07-11 Barsha Shaw , Md Abu Talhamainuddin Ansary

For time-fractional parabolic equations with a Caputo time derivative of order $\alpha\in(0,1)$, we give pointwise-in-time a posteriori error bounds in the spatial $L_2$ and $L_\infty$ norms. Hence, an adaptive mesh construction algorithm…

数值分析 · 数学 2021-07-06 Natalia Kopteva

The main purpose of this paper is to study the fractional-order model with Caputo derivative associated to Lagrange system. For this fractional-order system we investigate the existence and uniqueness of solutions of initial value problem,…

动力系统 · 数学 2022-11-22 Mihai Ivan

In this work, we rigorously investigate the robustness of graph neural fractional-order differential equation (FDE) models. This framework extends beyond traditional graph neural (integer-order) ordinary differential equation (ODE) models…

机器学习 · 计算机科学 2024-03-05 Qiyu Kang , Kai Zhao , Yang Song , Yihang Xie , Yanan Zhao , Sijie Wang , Rui She , Wee Peng Tay

In this paper, the time fractional reaction-diffusion equations with the Caputo fractional derivative are solved by using the classical $L1$-formula and the finite volume element (FVE) methods on triangular grids. The existence and…

数值分析 · 数学 2021-02-01 Zhichao Fang , Jie Zhao , Hong Li , Yang Liu

We consider an implicit finite difference scheme on uniform grids in time and space for the Cauchy problem for a second order parabolic stochastic partial differential equation where the parabolicity condition is allowed to degenerate. Such…

数值分析 · 数学 2016-08-29 Eric Joseph Hall

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

In this paper, we consider a class of the Caputo fractional stochastic differential equations of fractional order $\alpha \in (\frac{1}{2},1]$. Our aim is to analyze of the continuous dependence of solutions on the fractional order…

概率论 · 数学 2025-06-04 T. C. Son , N. T. Dung , P. T. P Thuy , T. M. Cuong , H. T. P. Thao , P. D. Tung

In this paper, we propose third-order semi-discretized schemes in space based on the tempered weighted and shifted Gr\"unwald difference (tempered-WSGD) operators for the tempered fractional diffusion equation. We also show stability and…

数值分析 · 数学 2020-09-17 Linlin Bu , Cornelis W. Oosterlee

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…

数值分析 · 数学 2022-06-22 Kamlesh Kumar , Rajesh K. Pandey , Shiva Sharma

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

In this paper we discuss some issues that arise in the process of writing a fractional differential equation (FDE) by replacing an integer order derivative by a fractional order derivative in a given differential equation. To address these…

综合数学 · 数学 2025-06-03 J. Vaz , E. Capelas de Oliveira