Efficient high order algorithms for fractional integrals and fractional differential equations
نویسندگان
چکیده
منابع مشابه
Fractional Derivatives, Fractional Integrals, and Fractional Differential Equations in Matlab
The term fractional calculus is more than 300 years old. It is a generalization of the ordinary differentiation and integration to non-integer (arbitrary) order. The subject is as old as the calculus of differentiation and goes back to times when Leibniz, Gauss, and Newton invented this kind of calculation. In a letter to L’Hospital in 1695 Leibniz raised the following question (Miller and Ross...
متن کاملComputational Method for Fractional-Order Stochastic Delay Differential Equations
Dynamic systems in many branches of science and industry are often perturbed by various types of environmental noise. Analysis of this class of models are very popular among researchers. In this paper, we present a method for approximating solution of fractional-order stochastic delay differential equations driven by Brownian motion. The fractional derivatives are considered in the Caputo sense...
متن کاملFractional-order Legendre wavelets and their applications for solving fractional-order differential equations with initial/boundary conditions
In this manuscript a new method is introduced for solving fractional differential equations. The fractional derivative is described in the Caputo sense. The main idea is to use fractional-order Legendre wavelets and operational matrix of fractional-order integration. First the fractional-order Legendre wavelets (FLWs) are presented. Then a family of piecewise functions is proposed, based on whi...
متن کاملEfficient algorithms for solving the fractional ordinary differential equations
Fractional calculus and fractional differential equations are popular in describing anomalous diffusion, ground water flow and transport, and the price fluctuation in finance, etc. Some numerical methods are developed to solve the fractional ordinary differential equations. However, for most of these methods it seems that we always have to make a trade-off between efficiency and accuracy becaus...
متن کاملFractional type of flatlet oblique multiwavelet for solving fractional differential and integro-differential equations
The construction of fractional type of flatlet biorthogonal multiwavelet system is investigated in this paper. We apply this system as basis functions to solve the fractional differential and integro-differential equations. Biorthogonality and high vanishing moments of this system are two major properties which lead to the good approximation for the solutions of the given problems. Some test pr...
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
ژورنال
عنوان ژورنال: Numerische Mathematik
سال: 2018
ISSN: 0029-599X,0945-3245
DOI: 10.1007/s00211-018-1004-0