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We consider fractional differential equations of order $\alpha \in (0,1)$ for functions of one independent variable $t\in (0,\infty)$ with the Riemann-Liouville and Caputo-Dzhrbashyan fractional derivatives. A precise estimate for the order…

经典分析与常微分方程 · 数学 2008-11-22 Anatoly N. Kochubei

In this paper, a linearized fully discrete scheme is proposed to solve the two-dimensional nonlinear time fractional Schr\"odinger equation with weakly singular solutions, which is constructed by using L1 scheme for Caputo fractional…

数值分析 · 数学 2025-04-15 Jun Ma , Tao Sun , Hu Chen

The aim of this paper is to propose a new method for numerical approximations of the solution of the linear stochastic partial differential equation arising in non-linear filtering problems: the Zaka\"i equation. The approximation scheme is…

概率论 · 数学 2012-10-26 Bruno Saussereau

In this paper the fractional order logistic map in the sense of Caputo's fractional differences is numerically approached. It is shown that the necessary iterations number to avoid transients must be of order of thousand, not of order of…

数值分析 · 数学 2022-03-08 Marius-F. Danca

This paper presents a new predictor-corrector numerical scheme suitable for fractional differential equations. An improved explicit Atangana-Seda formula is obtained by considering the neglected terms and used as the predictor stage of the…

数值分析 · 数学 2020-08-14 Redouane Douaifia , Samir Bendoukha , Salem Abdelmalek

In this work we introduce novel numerical schemes for a penalized version of the ternary Cahn-Hilliard system for the purpose of creating accurate and efficient numerical schemes of interfacial dynamics with three components as well as some…

数值分析 · 数学 2025-11-06 Justin Swain , Giordano Tierra

It is well known that the Leibniz rule for the integer derivative of order one does not hold for the fractional derivative case when the fractional order lies between 0 and 1. Thus it poses a great difficulty in the calculation of…

综合数学 · 数学 2019-05-16 Bichitra Kumar Lenka

This paper presents three fractional models formulated from a classical Pharmacokinetics compartmental system: commensurable, non-commensurable, and implicit non-commensurable models. Their distinguishing characteristics are further…

定量方法 · 定量生物学 2023-06-16 Reindorf Nartey Borkor , Adu Sakyi , Peter Amoako-Yirenkyi

For terminal value problems of fractional differential equations of order $\alpha \in (0,1)$ that use Caputo derivatives, shooting methods are a well developed and investigated approach. Based on recently established analytic properties of…

数值分析 · 数学 2023-10-03 Kai Diethelm , Frank Uhlig

In this paper, we propose a novel machine learning method based on adaptive tensor neural network subspace to solve linear time-fractional diffusion-wave equations and nonlinear time-fractional partial integro-differential equations. In…

机器学习 · 计算机科学 2025-10-10 Zhongshuo Lin , Qingkui Ma , Hehu Xie , Xiaobo Yin

The Gr\"unwald and shifted Gr\"unwald formulas for the function $y(x)-y(b)$ are first order approximations for the Caputo fractional derivative of the function $y(x)$ with lower limit at the point $b$. We obtain second and third order…

数值分析 · 数学 2013-11-18 Yuri Dimitrov

Explicit numerical finite difference schemes for partial differential equations are well known to be easy to implement but they are particularly problematic for solving equations whose solutions admit shocks, blowups and discontinuities.…

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…

数值分析 · 数学 2021-02-18 Anatoly A. Alikhanov , Chengming Huang

This paper surveys recent analytical and numerical research on linear problems for the integral fractional Laplacian, fractional obstacle problems, and fractional minimal graphs. The emphasis is on the interplay between regularity,…

数值分析 · 数学 2019-10-18 Juan Pablo Borthagaray , Wenbo Li , Ricardo H. Nochetto

The exponential trapezoidal rule is proposed and analyzed for the numerical integration of semilinear integro-differential equations. Although the method is implicit, the numerical solution is easily obtained by standard fixed-point…

数值分析 · 数学 2024-03-12 Alexander Ostermann , Nasrin Vaisi

It is well known that using high-order numerical algorithms to solve fractional differential equations leads to almost the same computational cost with low-order ones but the accuracy (or convergence order) is greatly improved, due to the…

数值分析 · 数学 2017-05-25 Hengfei Ding , Changpin Li

In this research, a new numerical method is proposed for solving fractional Bratu type boundary value problems. Fractional derivatives are taken in Caputo sense. This method is predicated on iterative approach of reproducing kernel Hilbert…

数值分析 · 数学 2018-05-31 Mehmet Giyas Sakar , Onur Saldır , Ali Akgül

We consider the initial/boundary value problem for the fractional diffusion and diffusion-wave equations involving a Caputo fractional derivative in time. We develop two "simple" fully discrete schemes based on the Galerkin finite element…

数值分析 · 数学 2015-10-13 Bangti Jin , Raytcho Lazarov , Zhi Zhou

This paper is devoted to studying three-dimensional non-commensurate fractional order differential equation systems with Caputo derivatives. Necessary and sufficient conditions are for the asymptotic stability of such systems are obtained.

经典分析与常微分方程 · 数学 2024-10-15 Kai Diethelm , Safoura Hashemishahraki , Ha Duc Thai , Hoang The Tuan

Using Caputo fractional derivative of order $\alpha,$ $\alpha\in (0,1),$ we consider some chaotic systems of fractional differential equation. We will prove that they can be synchronized and anti-synchronized using suitable nonlinear…

动力系统 · 数学 2009-01-20 O. Chis , D. Opris