Well-posedness and numerical approximation of tempered fractional terminal value problems

DOI10.1515/FCA-2017-0065MaRDI QIDQ1677976zbMATH OpenOpenAlexFDO

Authors Maria Luísa Morgado, Magda Rebelo

Publication date 14 November 2017

Published in Fractional Calculus \ Applied Analysis (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1705.03969

zbMATH Keywords

Caputo derivativenumerical examplesshooting methodtempered fractional derivativesterminal value problem

Mathematics Subject Classification ID

Fractional ordinary differential equations (34A08) Nonlinear ordinary differential equations and systems (34A34) Numerical methods for initial value problems involving ordinary differential equations (65L05)

Abstract: For a class of tempered fractional terminal value problems of the Caputo type, we study the existence and uniqueness of the solution, analyse the continuous dependence on the given data and using a shooting method, we present and discuss three numerical schemes for the numerical approximation of such problems. Some numerical examples are considered in order to illustrate the theoretical results and evidence the efficiency of the numerical methods.

Recommendations

• Collocation methods for terminal value problems of tempered fractional differential equations
• Terminal value problem for a generalized fractional ordinary differential equation
• High order numerical methods for fractional terminal value problems
• Existence, uniqueness and numerical analysis of solutions of tempered fractional boundary value problems
• Existence and uniqueness of solutions of a terminal value problem for fractional-order differential equations.

Cites work

• A comparison of numerical solutions of fractional diffusion models in finance
• An algorithm for the numerical solution of differential equations of fractional order
• Characterization of image spaces of Riemann-Liouville fractional integral operators on Sobolev spaces \(W^{m,p} (\Omega)\)
• Detailed error analysis for a fractional Adams method
• Fast predictor-corrector approach for the tempered fractional differential equations
• Fundamental solution of the tempered fractional diffusion equation
• Generation of nonlocal fractional dynamical systems by fractional differential equations
• Nonpolynomial collocation approximation of solutions to fractional differential equations
• Particle tracking for fractional diffusion with two time scales
• Tempered fractional calculus
• Tempered stable Lévy motion and transient super-diffusion
• The analysis of fractional differential equations. An application-oriented exposition using differential operators of Caputo type
• Well-posedness and numerical algorithm for the tempered fractional differential equations

Cited in

(31)

• High-order numerical approximation formulas for Riemann-Liouville (Riesz) tempered fractional derivatives: construction and application. II.
• Generalized substantial fractional operators and well-posedness of Cauchy problem
• Spectral collocation method for nonlinear Riemann-Liouville fractional terminal value problems
• Spectral collocation method for Caputo fractional terminal value problems
• An inverse problem approach to determine possible memory length of fractional differential equations
• On tempered Hilfer fractional derivatives with respect to functions and the associated fractional differential equations
• Second-order numerical methods for the tempered fractional diffusion equations
• Collocation methods for terminal value problems of tempered fractional differential equations
• Numerical schemes for a class of tempered fractional integro-differential equations
• Intermediate value problems for fractional differential equations
• Existence, uniqueness and numerical analysis of solutions of tempered fractional boundary value problems
• Analysis and numerical approximation of tempered fractional calculus of variations problems
• A high-order algorithm for time-Caputo-tempered partial differential equation with Riesz derivatives in two spatial dimensions
• Differential equations with tempered \(\Psi\)-Caputo fractional derivative
• Terminal value problem for a generalized fractional ordinary differential equation
• Mittag-Leffler stability analysis of tempered fractional neural networks with short memory and variable-order
• Sufficient conditions for the exponential stability of nonlinear fractionally perturbed ODEs with multiple time delays
• High order numerical methods for fractional terminal value problems
• On discrete tempered fractional calculus and its application
• A new approach to shooting methods for terminal value problems of fractional differential equations
• Right fractional calculus to inverse-time chaotic maps and asymptotic stability analysis
• A fast implicit difference scheme for solving the generalized time–space fractional diffusion equations with variable coefficients
• Stability analysis of tempered fractional nonlinear Mathieu type equation model of an ion motion with octopole‐only imperfections
• On tempered fractional calculus with respect to functions and the associated fractional differential equations
• A numerical method for solutions of tempered fractional differential equations
• Euler–Maruyama methods for Caputo tempered fractional stochastic differential equations
• Boundary-value problem for a system of fractional differential equations with tempered Caputo derivative
• Fractional B-spline collocation method for the numerical solution of the fractional pantograph differential equations
• Terminal value problem for the system of fractional differential equations with additional restrictions
• A new adaptive spectral collocation method for tempered fractional differential equations with initial singularities
• Terminal value problems for the nonlinear systems of fractional differential equations

This page was built for publication: Well-posedness and numerical approximation of tempered fractional terminal value problems

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1677976)