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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 propose a probabilistic construction for the solution of a general class of fractional high order heat-type equations in the one-dimensional case, by using a sequence of random walks in the complex plane with a suitable scaling. A time…

概率论 · 数学 2017-10-11 Stefano Bonaccorsi , Mirko D'Ovidio , Sonia Mazzucchi

In this paper, we introduce a traffic flow model based on a microscopic follow-the-leader model, while enforcing maximal constraints on the density and velocity of the flow. The related macroscopic model can be represented in conservative…

数值分析 · 数学 2026-01-21 Yuanhong Wu , Shuzhi Liu , Qinglong Zhang

Time-fractional parabolic equations with a Caputo time derivative of order $\alpha\in(0,1)$ are discretised in time using collocation methods, which assume that the Caputo derivative of the computed solution is piecewise-polynomial. For…

数值分析 · 数学 2026-02-23 Sebastian Franz , Natalia Kopteva

We consider solutions of the Aw-Rascle model for traffic flow fulfilling a constraint on the flux at $x=0$. Two different kinds of solutions are proposed: at $x=0$ the first one conserves both the number of vehicles and the generalized…

偏微分方程分析 · 数学 2010-07-01 Mauro Garavello , Paola Goatin

In this paper, we consider a numerical method for the multi-term Caputo-Fabrizio time-fractional diffusion equations (with orders $\alpha_i\in(0,1)$, $i=1,2,\cdots,n$). The proposed method employs a fast finite difference scheme to…

数值分析 · 数学 2024-02-22 Bin Fan

This paper is in continuation of the authors' recently published paper (Journal of Mathematical Physics 55(2014)083519) in which computational solutions of an unified reaction-diffusion equation of distributed order associated with Caputo…

数学物理 · 物理学 2016-10-31 R. K. Saxena , A. M. Mathai , H. J. Haubold

In this paper we present a method to solve initial value problems for fractional growth models, such as generalizations of the exponential and logistic with periodic harvesting models. Using a discretization of the Caputo derivative we…

We propose and study a class of numerical schemes to approximate time fractional differential equations. The methods are based on the approximation of the Caputo fractional derivative by continuous piecewise polynomials, which is strongly…

数值分析 · 数学 2018-05-04 Han Zhou , Paul Andries Zegeling

Necessary and sufficient conditions are given for the asymptotic stability and instability of a two-dimensional incommensurate order autonomous linear system, which consists of a differential equation with a Caputo-type fractional order…

动力系统 · 数学 2017-12-14 Oana Brandibur , Eva Kaslik

We study two generalizations of fractional variational problems by considering higher-order derivatives and a state time delay. We prove a higher-order integration by parts formula involving a Caputo fractional derivative of variable order…

最优化与控制 · 数学 2018-04-20 Dina Tavares , Ricardo Almeida , Delfim F. M. Torres

In the present article, an approach to find the exact solution of the fractional Fokker-Planck equation is presented. It is based on transforming it to a system of first-order partial differential equation via Hopf transformation, together…

偏微分方程分析 · 数学 2020-08-10 H. I. Abdel-Gawad , N. H. Sweilam , S. M. AL-Mekhlafi , D. Baleanu

A distributed order fractional diffusion equation is considered. Distributed order derivatives are fractional derivatives that have been integrated over the order of the derivative within a given range. In this paper sub-diffusive cases are…

数学物理 · 物理学 2007-05-23 Mark Naber

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

Integer-order differential operators were originally used to describe local and isotropic effects, in both space and time. However, in fields like biology, the modelling of complex phenomena with spatial heterogeneity necessitates more…

动力系统 · 数学 2025-03-18 Cypres Verbeeck , Nikolaos Sfakianakis

Given a stochastic structure with a filtration $\mathbb{F}$, the class of all random times whose conditional distribution functions are differentiable with respect to some $\mathbb{F}$ adapted non decreasing processes is considered. The…

概率论 · 数学 2013-12-20 Shiqi Song

The fractional order system, which is described by the fractional order derivative and integral, has been studied in many engineering areas. Recently, the concept of fractional order has been generalized to the distributed order concept,…

系统与控制 · 计算机科学 2013-12-12 Pham Luu Trung Duong , Moonyong Lee

In mathematical modeling of the non-squared frequency-dependent diffusions, also known as the anomalous diffusions, it is desirable to have a positive real Fourier transform for the time derivative of arbitrary fractional or odd integer…

计算工程、金融与科学 · 计算机科学 2007-05-23 W Chen

In this paper, a nonlinear system of fractional ordinary differential equations with multiple scales in time is investigated. We are interested in the effective long-term computation of the solution. The main challenge is how to obtain the…

数值分析 · 数学 2022-01-07 Zhaoyang Wang , Ping Lin

In this paper we present numerical methods - finite differences and finite elements - for solution of partial differential equation of fractional order in time for one-dimensional space. This equation describes anomalous diffusion which is…

数学物理 · 物理学 2007-05-23 Mariusz Ciesielski , Jacek Leszczynski