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Diffusive representations of fractional derivatives have proven to be useful tools in the construction of fast and memory efficient numerical methods for solving fractional differential equations. A common challenge in many of the known…

数值分析 · 数学 2022-04-11 Kai Diethelm

Recently, we have proposed a new diffusive representation for fractional derivatives and, based on this representation, suggested an algorithm for their numerical computation. From the construction of the algorithm, it is immediately…

数值分析 · 数学 2022-04-12 Kai Diethelm

A fractional derivative is a temporally nonlocal operation which is computationally intensive due to inclusion of the accumulated contribution of function values at past times. In order to lessen the computational load while maintaining the…

数值分析 · 数学 2021-11-01 Daegeun Yoon , Donghyun You

This study reexamines diffusive representations for fractional integrals with the goal of pioneering new variants of such representations. These variants aim to offer highly efficient numerical algorithms for the approximate computation of…

数值分析 · 数学 2025-07-08 Renu Chaudhary , Kai Diethelm

In this paper, we revisit the diffusive representations of fractional integrals established in \cite{diethelm2023diffusive} to explore novel variants of such representations which provide highly efficient numerical algorithms for the…

数值分析 · 数学 2025-07-08 Renu Chaudhary , Kai Diethelm

We present a new numerical tool to solve partial differential equations involving Caputo derivatives of fractional variable order. Three Caputo-type fractional operators are considered, and for each one of them an approximation formula is…

经典分析与常微分方程 · 数学 2015-12-08 Dina Tavares , Ricardo Almeida , Delfim F. M. Torres

We develop a fully discrete scheme for time-fractional diffusion equations by using a finite difference method in time and a finite element method in space. The fractional derivatives are used in Caputo sense. Stability and error estimates…

偏微分方程分析 · 数学 2019-08-05 Moulay Rchid Sidi Ammi , Ismail Jamiai , Delfim F. M. Torres

In this paper invariant subspace method has been employed for solving linear and non-linear fractional partial differential equations involving Caputo derivative. A variety of illustrative examples are solved to demonstrate the…

偏微分方程分析 · 数学 2017-04-18 Sangita Choudhary , Varsha Daftardar-Gejji

Diffusive representations of fractional differential and integral operators can provide a convenient means to construct efficient numerical algorithms for their approximate evaluation. In the current literature, many different variants of…

数值分析 · 数学 2024-07-15 Kai Diethelm

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…

数值分析 · 数学 2020-08-26 Alberto Ferrari , Manuel Gadella , Luis Lara , Eduardo Santillan Marcus

In this note we analyse the propagation of a small density perturbation in a one-dimensional compressible fluid by means of fractional calculus modelling, replacing thus the ordinary time derivative with the Caputo fractional derivative in…

偏微分方程分析 · 数学 2014-03-06 Roberto Garra , Federico Polito

We present a numerical procedure of solving the subdiffusion equation with Caputo fractional time derivative. On the basis of few examples we show that the subdiffusion is a 'long time memory' process and the short memory principle should…

其他凝聚态物理 · 物理学 2007-05-23 Katarzyna D. Lewandowska , Tadeusz Kosztołowicz

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

In the paper we deal with linear fractional control problems with constant delays in the state. Single-order systems with fractional derivative in Caputo sense of orders between 0 and 1 are considered. The aim is to introduce a new…

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

In this paper, we are interested in the study of a problem with fractional derivatives having boundary conditions of integral types. The problem represents a Caputo type advection-diffusion equation where the fractional order derivative…

数值分析 · 数学 2021-02-23 Saadoune Brahimi , Ahcene Merad , Adem Kilicman

This paper deals with fractional differential equations, with dependence on a Caputo fractional derivative of real order. The goal is to show, based on concrete examples and experimental data from several experiments, that fractional…

综合数学 · 数学 2016-11-03 Ricardo Almeida , Nuno R. O. Bastos , M. Teresa T. Monteiro

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…

偏微分方程分析 · 数学 2014-11-27 Rudolf Gorenflo , Yuri Luchko , Masahiro Yamamoto

In this paper, a high-order approximation to Caputo-type time-fractional diffusion equations involving an initial-time singularity of the solution is proposed. At first, we employ a numerical algorithm based on the Lagrange polynomial…

数值分析 · 数学 2023-09-26 Shweta Kumari , Abhishek Kumar Singh , Vaibhav Mehandiratta , Mani Mehra

In this paper, we propose a fast second-order approximation to the variable-order (VO) Caputo fractional derivative, which is developed based on $L2$-$1_\sigma$ formula and the exponential-sum-approximation technique. The fast evaluation…

数值分析 · 数学 2022-06-22 Jia-li Zhang , Zhi-wei Fang , Hai-wei Sun

An adaptive finite difference scheme for variable-order fractional-time subdiffusion equations in the Caputo form is studied. The fractional time derivative is discretized by the L1 procedure but using nonhomogeneous timesteps. The size of…

数值分析 · 数学 2024-09-20 Joaquín Quintana-Murillo , Santos Bravo Yuste
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