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We establish uniform error bounds of the L1 discretization of the Caputo derivative of H\"older continuous functions. The result can be understood as: error = (degree of smoothness - order of the derivative). We present an elementary proof…

数值分析 · 数学 2024-11-19 Félix del Teso , Łukasz Płociniczak

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

An initial-boundary value problem with a Caputo time derivative of fractional order $\alpha\in(0,1)$ is considered, solutions of which typically exhibit a singular behaviour at an initial time. For this problem, we give a simple framework…

数值分析 · 数学 2018-10-24 Natalia Kopteva

We prove a discrete analogue for the composition of the fractional integral and Caputo derivative. This result is relevant in numerical analysis of fractional PDEs when one discretizes the Caputo derivative with the so-called L1 scheme. The…

数值分析 · 数学 2023-09-07 Łukasz Płociniczak

In this note, we prove or re-prove several important results regarding one dimensional time fractional ODEs following our previous work \cite{fllx17}. Here we use the definition of Caputo derivative proposed in \cite{liliu17frac1,liliu2017}…

经典分析与常微分方程 · 数学 2018-04-03 Yuanyuan Feng , Lei Li , Jian-Guo Liu , Xiaoqian Xu

Time-fractional semilinear and quasilinear parabolic equations with a Caputo time derivative of order $\alpha\in(0,1)$ are considered, solutions of which exhibit a singular behaviour at an initial time of type $t^\sigma$ for any fixed…

数值分析 · 数学 2026-01-26 Natalia Kopteva , Sean Kelly

We prove the well posedness in weighted Sobolev spaces of certain linear and nonlinear elliptic boundary value problems posed on convex domains and under singular forcing. It is assumed that the weights belong to the Muckenhoupt class $A_p$…

偏微分方程分析 · 数学 2024-06-18 Tadele Mengesha , Enrique Otarola , Abner J. Salgado

We present a weighted $L_{q}(L_{p})$-theory ($p,q\in(1,\infty)$) with Muckenhoupt weights for the equation $$ \partial_{t}^{\alpha}u(t,x)=\Delta u(t,x) +f(t,x), \quad t>0, x\in \mathbb{R}^d. $$ Here, $\alpha\in (0,2)$ and…

偏微分方程分析 · 数学 2019-11-21 Beom-Seok Han , Kyeong-Hun Kim , Daehan Park

A semilinear initial-boundary value problem with a Caputo time derivative of fractional order $\alpha\in(0,1)$ is considered, solutions of which typically exhibit a singular behaviour at an initial time. For L1-type discretizations of this…

数值分析 · 数学 2022-08-12 Natalia Kopteva

The purpose of this work is to illustrate how the theory of Muckenhoupt weights, Muckenhoupt weighted Sobolev spaces and the corresponding weighted norm inequalities can be used in the analysis and discretization of PDE constrained…

最优化与控制 · 数学 2016-05-05 Harbir Antil , Enrique Otarola , Abner J. Salgado

The subdiffusion equation with a Caputo fractional derivative of order $\alpha\in(0,1)$ in time arises in a wide variety of practical applications, and it is often adopted to model anomalous subdiffusion processes in heterogeneous media.…

数值分析 · 数学 2015-01-05 Bangti Jin , Raytcho Lazarov , Zhi Zhou

We consider fractional diffusion equation with the distributed order Caputo derivative. We prove existence of a weak and regular solution for general uniformly elliptic operator under the assumption that the weight function is only…

偏微分方程分析 · 数学 2018-02-08 Adam Kubica , Katarzyna Ryszewska

We extend in this paper the definition of Caputo derivatives of order in $(0,1)$ to a certain class of locally integrable functions using a convolution group. Our strategy is to define a fractional calculus for a certain class of…

经典分析与常微分方程 · 数学 2018-06-26 Lei Li , Jian-Guo Liu

The main goal of this work is to perform a nonolonomic deformation (Fedosov type) quantization of fractional Lagrange geometries. The constructions are provided for a (fractional) almost Kahler model encoding equivalently all data for…

数学物理 · 物理学 2011-01-05 Dumitru Baleanu , Sergiu I. Vacaru

We consider a discretization of Caputo derivatives resulted from deconvolving a scheme for the corresponding Volterra integral. Properties of this discretization, including signs of the coefficients, comparison principles, and stability of…

数值分析 · 数学 2019-08-19 Lei Li , Jian-Guo Liu

This short study consists of two parts, firstly we obtain some inequalities on Caputo Fractional derivatives using the elementary inequalities. Secondly we establish several new inequalities including Caputo fractional derivatives for…

泛函分析 · 数学 2024-04-24 M. Emin Özdemir

In this paper, we have established Ostrowski type inequalities involving the right Caputo fractional derivatives belong to L_{p} spaces (1\leq p \leq \infty) via the right Caputo fractional Taylor formula with integral remainder.

泛函分析 · 数学 2013-04-03 Mehmet Zeki Sarikaya

Fractional partial differential equations (FDEs) are used to describe phenomena that involve a "non-local" or "long-range" interaction of some kind. Accurate and practical numerical approximation of their solutions is challenging due to the…

数值分析 · 数学 2019-07-18 Justin Crum , Joshua A. Levine , Andrew Gillette

In this article, we deal with fractional stochastic differential equations, so-called Caputo type fractional backward stochastic differential equations (Caputo fBSDEs, for short), and study the well-posedness of an adapted solution to…

概率论 · 数学 2022-10-05 Nazim I. Mahmudov , Arzu Ahmadova

An initial-boundary value problem with a Caputo time derivative of fractional order $\alpha\in(0,1)$ is considered, solutions of which typically exhibit a singular behaviour at an initial time. An L2-type discrete fractional-derivative…

数值分析 · 数学 2020-07-13 Natalia Kopteva
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