Numerical approaches to fractional integrals and derivatives: a review

M Cai, C Li - Mathematics, 2020 - mdpi.com
Fractional calculus, albeit a synonym of fractional integrals and derivatives which have two
main characteristics—singularity and nonlocality—has attracted increasing interest due to its …

[HTML][HTML] Stable numerical results to a class of time-space fractional partial differential equations via spectral method

K Shah, F Jarad, T Abdeljawad - Journal of Advanced Research, 2020 - Elsevier
In this paper, we are concerned with finding numerical solutions to the class of time–space
fractional partial differential equations: D tpu (t, x)+ κ D xpu (t, x)+ τ u (t, x)= g (t, x), 1< p< 2,(t …

A fourth-order compact ADI scheme for two-dimensional nonlinear space fractional Schrodinger equation

X Zhao, Z Sun, Z Hao - SIAM Journal on Scientific Computing, 2014 - SIAM
In this paper, a novel compact operator is derived for the approximation of the Riesz
derivative with order α∈(1,2. The compact operator is proved with fourth-order accuracy …

Analysis of -Galerkin FEMs for time-fractional nonlinear parabolic problems

D Li, HL Liao, W Sun, J Wang, J Zhang - arXiv preprint arXiv:1612.00562, 2016 - arxiv.org
This paper is concerned with numerical solutions of time-fractional nonlinear parabolic
problems by a class of $ L1 $-Galerkin finite element methods. The analysis of $ L1 …

Unconditionally Convergent -Galerkin FEMs for Nonlinear Time-Fractional Schrödinger Equations

D Li, J Wang, J Zhang - SIAM Journal on Scientific Computing, 2017 - SIAM
In this paper, a linearized L1-Galerkin finite element method is proposed to solve the
multidimensional nonlinear time-fractional Schrödinger equation. In terms of a temporal …

[PDF][PDF] A meshless method for numerical solutions of linear and nonlinear time-fractional Black-Scholes models

H Ahmad, MN Khan, I Ahmad, M Omri, MF Alotaibi - AIMS Math, 2023 - researchgate.net
The numerical solution of the time-fractional Black-Scholes model for European and
American options is presented using a local meshless collocation approach based on hybrid …

An improved collocation method for multi-dimensional space–time variable-order fractional Schrödinger equations

AH Bhrawy, MA Zaky - Applied Numerical Mathematics, 2017 - Elsevier
Current discretizations of variable-order fractional (V-OF) differential equations lead to
numerical solutions of low order of accuracy. This paper explores a high order numerical …

Linearized fast time-stepping schemes for time–space fractional Schrödinger equations

W Yuan, C Zhang, D Li - Physica D: Nonlinear Phenomena, 2023 - Elsevier
This paper proposes a linearized fast high-order time-stepping scheme to solve the time–
space fractional Schrödinger equations. The time approximation is done by using the fast L2 …

An energy conservative difference scheme for the nonlinear fractional Schrödinger equations

P Wang, C Huang - Journal of Computational Physics, 2015 - Elsevier
In this paper, an energy conservative Crank–Nicolson difference scheme for nonlinear Riesz
space-fractional Schrödinger equations is studied. We give a rigorous analysis of the …

A fully spectral collocation approximation for multi-dimensional fractional Schrödinger equations

AH Bhrawy, MA Abdelkawy - Journal of Computational Physics, 2015 - Elsevier
A shifted Legendre collocation method in two consecutive steps is developed and analyzed
to numerically solve one-and two-dimensional time fractional Schrödinger equations …