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We consider a class of boundary value problems for nonlinear fractional differential equations involving Caputo-type fractional derivatives. Using an integral equation reformulation of the boundary value problem, some regularity properties of the exact solution are derived. Based on these properties and spline collocation techniques, the numerical solution of boundary value problems by suitable non-polynomial approximations is discussed. Optimal global convergence estimates are derived and a superconvergence result for a special choice of grid and collocation parameters is given. Theoretical results are tested by two numerical examples. [ABSTRACT FROM AUTHOR]

• PV power intra-hour forecasting is dealt with. • A novel method is proposed based on fractional calculus, more specifically the Caputo derivative has been used. • The use of Caputo derivative allows considering information on the trend of the forecasting variable. • The prediction tool allows to provide a closed form for the predictor which is particularly suitable for online applications. • A sensitivity analysis shows that the inclusion of information on the trend of the forecasting variable in recent past could lead to accurate results. Intra-hour photovoltaic power forecasting provides essential information for real time optimal control of microgrids. At this purpose, a critical issue is the selection of the forecasting method. The choice of a forecasting method depends on many factors such as the availability of historical data, the time horizon, the lag period, and the time available for the forecast. Persistence based methods are particularly tailored for real time forecasting which require fast information and are typically a good trade-off choice when dealing with real time operation of microgrids. Their accuracy, however, could be not satisfactory in some cases such as when it appears critical to consider the trend of the power output in the last few minutes rather than only the last measured value. Derivatives help reach this goal, but fractional derivatives seem to be a more accurate choice in order to take into account the history of the variable to be forecasted as they are a promising tool for describing memory phenomena. In this paper, a novel intra-hour forecasting method is proposed based on the Caputo derivative. Numerical applications are carried out to show the efficacy of the proposed approach. Also, the accuracy of the proposed approach is tested through comparison with three models namely, persistence, derivative-persistence and auto regressive moving average models. The strength of the proposed forecasting tool is strictly related to its low computational burden without compromising accuracy. This makes of it an interesting means for real time grid operation strategies and can be of interest for the grid operators especially in vision of the changes distribution grids are witnessing with the transition to the smart grid paradigm. [ABSTRACT FROM AUTHOR]

• The time-fractional telegraph equation with moving time-harmonic source is considered on a real line. • Two characteristic versions of this equation: the "wave-type" with the second and Caputo fractional time-derivatives as well as the "heat-type" with the first and Caputo fractional time-derivatives are investigated. • The solution to the "wave-type" equation contains wave fronts and describes the Doppler effect contrary to the solution for the "heat-type" equation. • For the time-fractional telegraph equation it is impossible to consider the quasi-steady-state corresponding to the solution being a product of a function of the spatial coordinate and the time-harmonic term. • The derived solutions can be successfully used when the source term can be expanded into a Fourier series. The time-fractional telegraph equation with moving time-harmonic source is considered on a real line. We investigate two characteristic versions of this equation: the "wave-type" with the second and Caputo fractional time-derivatives as well as the "heat-type" with the first and Caputo fractional time-derivatives. In both cases the order of fractional derivative 1 < α < 2. For the time-fractional telegraph equation it is impossible to consider the quasi-steady-state corresponding to the solution being a product of a function of the spatial coordinate and the time-harmonic term. The considered problem is solved using the integral transforms technique. The solution to the "wave-type" equation contains wave fronts and describes the Doppler effect contrary to the solution for the "heat-type" equation. Numerical results are illustrated graphically for different values of nondimensional parameters. [ABSTRACT FROM AUTHOR]

In a real solid there are different types of defects. During sudden cooling, near cracks, there can appear high thermal stresses. In this paper, the time-fractional heat conduction equation is studied in an infinite space with an external circular crack with the interior radius R in the case of axial symmetry. The surfaces of a crack are exposed to the constant heat flux loading in a circular ring R < r < ρ . The stress intensity factor is calculated as a function of the order of time-derivative, time, and the size of a circular ring and is presented graphically. [ABSTRACT FROM AUTHOR]

The main purpose of this paper is to provide an efficient numerical approach for the fractional differential equations (FDEs) on the half line with constant coefficients using a generalized Laguerre tau (GLT) method. The fractional derivatives are described in the Caputo sense. We state and prove a new formula expressing explicitly the derivatives of generalized Laguerre polynomials of any degree and for any fractional order in terms of generalized Laguerre polynomials themselves. We develop also a direct solution technique for solving the linear multi-order FDEs with constant coefficients using a spectral tau method. The spatial approximation with its fractional-order derivatives described in the Caputo sense are based on generalized Laguerre polynomials Li(α)(x) with x∈Λ=(∞) and i denoting the polynomial degree. [ABSTRACT FROM PUBLISHER]

This paper is concerned with the construction of biorthogonal multiwavelet basis in the unit interval to form a biorthogonal flatlet multiwavelet system. Next a method to calculate integer and fractional derivatives of the dual flatlet multiwavelets by multiplying some matrices is suggested. The system is then used to solve a fractional convection–diffusion equation. The biorthogonality and high vanishing moments properties of this system result in efficient and accurate solutions. Finally, numerical results for some test problems with known solutions are presented and the absolute errors are compared with the errors resulting from the other bases. [ABSTRACT FROM PUBLISHER]

In this paper we first introduce fractional orthogonal Jacobi functions then we obtain a new fractional derivative operational matrix for these orthogonal functions. It is based on the relationship between the coefficients of the fractional Taylor series and fractional Jacobi function expansions. We also apply this new operational matrix to the collocation method for solving general multi-order fractional differential equations (FDEs) and nonlinear fractional integro–differential equations (FIDEs). We also present several test problems. The numerical results show that our new scheme is very effective and convenient for solving FDEs and FIDEs. [ABSTRACT FROM PUBLISHER]

Abstract: In this paper, we establish a local stable manifold theorem near a hyperbolic equilibrium point for planar fractional differential equations. The construction of this stable manifold is based on the associated Lyapunov–Perron operator. An example is provided to illustrate the result. [Copyright &y& Elsevier]

The purpose of this paper is to extend the homotopy perturbation method to fractional heat transfer and porous media equations with the help of the Laplace transform. The fractional derivatives described in this paper are in the Caputo sense. The algorithm is demonstrated to be direct and straightforward, and can be used for many other non-linear fractional differential equations. [ABSTRACT FROM AUTHOR]

In this paper, we present a method for solving multi-dimensional fractional optimal control problems. Firstly, we derive the Bernstein polynomials operational matrix for the fractional derivative in the Caputo sense, which has not been done before. The main characteristic behind the approach using this technique is that it reduces the problems to those of solving a system of algebraic equations, thus greatly simplifying the problem. The results obtained are in good agreement with the existing ones in the open literature and it is shown that the solutions converge as the number of approximating terms increases, and the solutions approach to classical solutions as the order of the fractional derivatives approach 1. [ABSTRACT FROM AUTHOR]

Abstract: In this paper, we applied relatively new analytical techniques, the homotopy analysis method (HAM) and the Adomian’s decomposition method (ADM) for solving time-fractional Fornberg–Whitham equation. The homotopy analysis method contains the auxiliary parameter, which provides us with a simple way to adjust and control the convergence region of solution series. The fractional derivatives are described in the Caputo sense. A comparison is made the between HAM and ADM results. The present methods performs extremely well in terms of efficiency and simplicity. Numerical results for different particular cases of the problem are presented. [Copyright &y& Elsevier]

Abstract: In this paper, we study the asymptotics of the solutions to the anomalous diffusion equations. The fractional anomalous diffusion equations are obtained from the existing anomalous diffusion and typical diffusion equations by replacing the first-order time derivative with fractional derivatives of order for the sub-diffusion and for the super-diffusion respectively. In most situations, fractional derivatives mean Riemann–Liouville derivative or Caputo derivative. In this paper, we use these two kinds of fractional derivatives. Using Laplace transform and Fourier transform, we obtain the asymptotics estimates of solutions to the anomalous diffusion equations. [Copyright &y& Elsevier]

The objectives of this work are (i) to verify experimentally the theoretical claim that neither Riemann-Liouville nor Caputo fractional derivative can be used to predict the time response of fractional order systems without proper correction for the system's past history in terms of an initialization function and (ii) to study quantitatively how the error incurred due to ignoring initialization depends on the nature of the past history and the system parameters. The entire analysis is restricted to a special class of single input single output linear time invariant fractional order system which can be realized by a simple electrical circuit consisting of a resistance and a fractance in series. This work involves two different realizations of fractances or constant phase elements whose characteristic parameters are first determined based on their respective impedance frequency responses and then used to simulate the time responses of the circuit with the input same as the one used for experimentation using a numerical method for two cases: (i) taking past history into account and (ii) without taking past history into account. Thereafter, an integral square error criterion is presented and variation of the same is studied with respect to system parameters and nature of the history function to have a relative idea of how much partial past history in the absence of a complete one should suffice in practical applications. [ABSTRACT FROM AUTHOR]

In this paper we analyse stability of nonlinear fractional order delay differential equations of the form $D^{\alpha} y(t) = a f\left(y(t-\tau)\right) - b y(t)$, where D is a Caputo fractional derivative of order 0 < α ≤ 1. We describe stability regions using critical curves. To explain the proposed theory, we discuss fractional order logistic equation with delay. [ABSTRACT FROM AUTHOR]

In the present note, a new modification of the Adomian decomposition method is developed for the solution of fractional-order diffusion-wave equations with initial and boundary value Problems. The derivatives are described in the Caputo sense. The generalized formulation of the present technique is discussed to provide an easy way of understanding. In this context, some numerical examples of fractional-order diffusion-wave equations are solved by the suggested technique. It is investigated that the solution of fractional-order diffusion-wave equations can easily be handled by using the present technique. Moreover, a graphical representation was made for the solution of three illustrative examples. The solution-graphs are presented for integer and fractional order problems. It was found that the derived and exact results are in good agreement of integer-order problems. The convergence of fractional-order solution is the focus point of the present research work. The discussed technique is considered to be the best tool for the solution of fractional-order initial-boundary value problems in science and engineering. [ABSTRACT FROM AUTHOR]

In this study, exact and approximate solutions of higher-dimensional time-fractional diffusion equations were obtained using a relatively new method, the fractional reduced differential transform method (FRDTM). The exact solutions can be found with the benefit of a special function, and we applied Caputo fractional derivatives in this method. The numerical results and graphical representations specified that the proposed method is very effective for solving fractional diffusion equations in higher dimensions. [ABSTRACT FROM AUTHOR]

Abstract: The purpose of this paper is to investigate the collocation method based on Multiquadric (MQ) radial basis functions (RBFs) for fractional differential equations (FDEs). In the process of doing this, a scattered data RBF interpolation is considered. A posterior error bound for the smooth solutions of FDEs in the proposed method is established in the norm, using an alternate characterization of the native space. Numerical results are presented, which confirm the theoretical prediction of the convergence behavior of the proposed method. [Copyright &y& Elsevier]

Abstract: The flow through porous media can be better described by fractional models than the classical ones since they include inherently memory effects caused by obstacles in the structures. The variational iteration method was extended to find approximate solutions of fractional differential equations with the Caputo derivatives, but the Lagrange multipliers of the method were not identified explicitly. In this paper, the Lagrange multiplier is determined in a more accurate way and some new variational iteration formulae are presented. [Copyright &y& Elsevier]

Abstract: In this paper, a new formula of Caputo fractional-order derivatives of shifted Jacobi polynomials of any degree in terms of shifted Jacobi polynomials themselves is proved. We discuss a direct solution technique for linear multi-order fractional differential equations (FDEs) subject to nonhomogeneous initial conditions using a shifted Jacobi tau approximation. A quadrature shifted Jacobi tau (Q-SJT) approximation is introduced for the solution of linear multi-order FDEs with variable coefficients. We also propose a shifted Jacobi collocation technique for solving nonlinear multi-order fractional initial value problems. The advantages of using the proposed techniques are discussed and we compare them with other existing methods. We investigate some illustrative examples of FDEs including linear and nonlinear terms. We demonstrate the high accuracy and the efficiency of the proposed techniques. [Copyright &y& Elsevier]

Abstract: In this article, Haar wavelets have been employed to obtain solutions of boundary value problems for linear fractional partial differential equations. The differential equations are reduced to Sylvester matrix equations. The algorithm is novel in the sense that it effectively incorporates the aperiodic boundary conditions. Several examples with numerical simulations are provided to illustrate the simplicity and effectiveness of the method. [Copyright &y& Elsevier]

Abstract: In this article, the approximate solutions of the non-linear Swift Hohenberg equation with fractional time derivative in the presence of dispersive term have been obtained. The fractional derivative is described in Caputo sense. Time fractional nonlinear partial differential equations in the presence of dispersion and bifurcation parameters have been computed numerically to predict hydrodynamic fluctuations at convective instability for different particular cases and results are depicted through graphs. [Copyright &y& Elsevier]

Fractional finite difference methods are useful to solve the fractional differential equations. The aim of this article is to prove the stability and convergence of the fractional Euler method, the fractional Adams method and the high order methods based on the convolution formula by using the generalized discrete Gronwall inequality. Numerical experiments are also presented, which verify the theoretical analysis. [ABSTRACT FROM PUBLISHER]

The fractional derivatives in the sense of Caputo and the homotopy analysis method are used to construct an approximate solution for the nonlinear space--time fractional derivatives Klein--Gordon equation. The numerical results show that the approaches are easy to implement and accurate when applied to the nonlinear space--time fractional derivatives Klein-- Gordon equation. This method introduces a promising tool for solving many space--time fractional partial differential equations. This method is efficient and powerful in solving wide classes of nonlinear evolution fractional order equations. [ABSTRACT FROM AUTHOR]

In this article, optimal homotopy-analysis method is used to obtain approximate analytic solution of the time-fractional diffusion equation with a given initial condition. The fractional derivatives are considered in the Caputo sense. Unlike usual Homotopy analysis method, this method contains at the most three convergence control parameters which describe the faster convergence of the solution. Effects of parameters on the convergence of the approximate series solution by minimizing the averaged residual error with the proper choices of parameters are calculated numerically and presented through graphs and tables for different particular cases. [ABSTRACT FROM AUTHOR]

Abstract: In this paper, we study the numerical solution of the time–space fractional order (fractional for simplicity) telegraph equation, which can be used in signal analysis for transmission and propagation of electrical signals, also the modeling of the reaction diffusion and the random walk of suspension flows and so on. The semi-discrete and fully discrete numerical approximations are both analyzed, where the Galerkin finite element method for the spatial Riemann–Liouville fractional derivative with order and the finite difference schemes for the temporal Caputo derivatives with orders and are analyzed respectively. Results on the existence and uniqueness of the solution, the numerical stability, and the error estimates are displayed in details. Numerical examples are included to confirm the theoretical analysis. [Copyright &y& Elsevier]

Abstract: In this paper, the existence of positive solutions for the nonlinear Caputo fractional functional differential equation in the form is studied. By constructing a special cone and using Krasnosel’skii’s fixed point theorem, various results on the existence of at least one or two positive solutions to the fractional functional differential equation are established. The main results improve and generalize the existing results. [Copyright &y& Elsevier]

Purpose – The purpose of this paper is to show how an application of fractional two dimensional differential transformation method (DTM) obtained approximate analytical solution of time-fraction modified equal width wave (MEW) equation. Design/methodology/approach – The fractional derivative is described in the Caputo sense. Findings – It is indicated that the solutions obtained by the two dimensional DTM are reliable and that this is an effective method for strongly nonlinear partial equations. Originality/value – The paper shows that exact solutions can also be obtained from the known forms of the series solutions. [ABSTRACT FROM AUTHOR]

Abstract: This paper discusses the existence of solutions of the fractional differential equations satisfying the boundary conditions . Here is the Caputo fractional derivative, ), F is a continuous operator, are bounded and continuous functionals and . The existence results are proved by the Leray–Schauder degree theory. [Copyright &y& Elsevier]

Abstract: In this paper, we derived the shifted Jacobi operational matrix (JOM) of fractional derivatives which is applied together with spectral tau method for numerical solution of general linear multi-term fractional differential equations (FDEs). A new approach implementing shifted Jacobi operational matrix in combination with the shifted Jacobi collocation technique is introduced for the numerical solution of nonlinear multi-term FDEs. The main characteristic behind this approach is that it reduces such problems to those of solving a system of algebraic equations which greatly simplifying the problem. The proposed methods are applied for solving linear and nonlinear multi-term FDEs subject to initial or boundary conditions, and the exact solutions are obtained for some tested problems. Special attention is given to the comparison of the numerical results obtained by the new algorithm with those found by other known methods. [Copyright &y& Elsevier]

Abstract: In this article, the homotopy analysis method is used to obtain the approximate analytical solutions of the non-linear Swift Hohenberg equation with fractional time derivative. The fractional derivative is described in Caputo sense. Numerical results reveal that the method is easy to implement, reliable and accurate when applied to time fractional nonlinear partial differential equations. Effects of parameters of physical importance on the probability density function and the convergence of the approximate series solution using residual error formula with the proper choices of auxiliary parameter for various fractional Brownian motions and standard motion are depicted through graphs and tables for different particular cases. [Copyright &y& Elsevier]

Abstract: We consider a class of boundary value problems for linear multi-term fractional differential equations which involve Caputo-type fractional derivatives. Using an integral equation reformulation of the boundary value problem, some regularity properties of the exact solution are derived. Based on these properties, the numerical solution of boundary value problems by piecewise polynomial collocation methods is discussed. In particular, we study the attainable order of convergence of proposed algorithms and show how the convergence rate depends on the choice of the grid and collocation points. Theoretical results are verified by two numerical examples. [Copyright &y& Elsevier]

In the present paper the effect of delay on chaos in fractional-order Chen system is investigated. It is observed that inclusion of delay changes chaotic behaviour to limit cycles or stable systems. [ABSTRACT FROM AUTHOR]

In this paper, numerical algorithms based on fast convolution for the fractional in tegral and fractional derivative are proposed. Two examples are also included which show the efficiency of the derived method. [ABSTRACT FROM AUTHOR]

In this paper, we present a framework to obtain the solutions to the fractional vibration equation by the homotopy perturbation method. The fractional derivative is described in the Caputo sense. Our method performs extremely well in terms of efficiency and simplicity. Numerical results are presented graphically showing the complete reliability of the proposed algorithm. [ABSTRACT FROM AUTHOR]

The definition, properties and applications of the Sumudu transform to ordinary differential equations are described in [1-3]. In this manuscript we derive the formulae for the Sumudu and double Sumudu transforms of ordinary and partial fractional derivatives and apply them in solving Caputo-fractional differential equations. Our purpose here is to show the applicability of this new transform and its efficiency in solving such problems. [ABSTRACT FROM AUTHOR]

The definition, properties and applications of the Sumudu transform to ordinary differential equations are described in [1-3]. In this manuscript we derive the formulae for the Sumudu and double Sumudu transforms of ordinary and partial fractional derivatives and apply them in solving Caputo-fractional differential equations. Our purpose here is to show the applicability of this new transform and its efficiency in solving such problems. [ABSTRACT FROM AUTHOR]

Abstract: We focus on a numerical scheme applied for a fractional oscillator equation in a finite time interval. This type of equation includes a complex form of left- and right-sided fractional derivatives. Its analytical solution is represented by a series of left and right fractional integrals and therefore is difficult in practical calculations. Here we elaborated two numerical schemes being dependent on a fractional order of the equation. The results of numerical calculations are compared with analytical solutions. Then we illustrate convergence and stability of our schemes. [Copyright &y& Elsevier]

A numerical method for solving the linear and non-linear fractional integro-differential equations of Volterra type is presented. The fractional derivative is described in the Caputo sense. The method is based upon Legendre approximations. The properties of Legendre polynomials together with the Gaussian integration method are utilized to reduce the fractional integro-differential equations to the solution of algebraic equations. Illustrative examples are included to demonstrate the validity and applicability of the presented technique and a comparison is made with existing results. [ABSTRACT FROM PUBLISHER]

Abstract: We are concerned with linear and nonlinear multi-term fractional differential equations (FDEs). The shifted Chebyshev operational matrix (COM) of fractional derivatives is derived and used together with spectral methods for solving FDEs. Our approach was based on the shifted Chebyshev tau and collocation methods. The proposed algorithms are applied to solve two types of FDEs, linear and nonlinear, subject to initial or boundary conditions, and the exact solutions are obtained for some tested problems. Numerical results with comparisons are given to confirm the reliability of the proposed method for some FDEs. [Copyright &y& Elsevier]

Abstract: Some regularity properties of the solution of linear multi-term fractional differential equations are derived. Based on these properties, the numerical solution of such equations by piecewise polynomial collocation methods is discussed. The results obtained in this paper extend the results of Pedas and Tamme (2011) where we have assumed that in the fractional differential equation the order of the highest derivative of the unknown function is an integer. In the present paper, we study the attainable order of convergence of spline collocation methods for solving general linear fractional differential equations using Caputo form of the fractional derivatives and show how the convergence rate depends on the choice of the grid and collocation points. Theoretical results are verified by some numerical examples. [Copyright &y& Elsevier]

Abstract: In this paper, we study the time–space fractional order (fractional for simplicity) nonlinear subdiffusion and superdiffusion equations, which can relate the matter flux vector to concentration gradient in the general sense, describing, for example, the phenomena of anomalous diffusion, fractional Brownian motion, and so on. The semi-discrete and fully discrete numerical approximations are both analyzed, where the Galerkin finite element method for the space Riemann–Liouville fractional derivative with order and the finite difference scheme for the time Caputo derivative with order (for subdiffusion) and (for superdiffusion) are analyzed, respectively. Results on the existence and uniqueness of the weak solutions, the numerical stability, and the error estimates are presented. Numerical examples are included to confirm the theoretical analysis. During our simulations, an interesting diffusion phenomenon of particles is observed, that is, on average, the diffusion velocity for is slower than that for , but the diffusion velocity for is faster than that for . For the spatial diffusion, we have a similar observation. [Copyright &y& Elsevier]

Abstract: Fractional differentials provide more accurate models of systems under consideration. In this paper, approximation techniques based on the shifted Legendre-tau idea are presented to solve a class of initial-boundary value problems for the fractional diffusion equations with variable coefficients on a finite domain. The fractional derivatives are described in the Caputo sense. The technique is derived by expanding the required approximate solution as the elements of shifted Legendre polynomials. Using the operational matrix of the fractional derivative the problem can be reduced to a set of linear algebraic equations. From the computational point of view, the solution obtained by this method is in excellent agreement with those obtained by previous work in the literature and also it is efficient to use. [Copyright &y& Elsevier]

Abstract: In this paper we study the existence of mild solutions for a class of abstract fractional neutral integro-differential equations with state-dependent delay. The results are obtained by using the Leray–Schauder alternative fixed point theorem. An example is provided to illustrate the main results. [Copyright &y& Elsevier]

Abstract: In this paper, we prove the existence of solutions of fractional integrodifferential equations by using the resolvent operators and fixed point theorem. An example is given to illustrate the abstract results. [Copyright &y& Elsevier]

Abstract: In this paper, we study multiple nonnegative solutions for the fractional differential equation with integral boundary conditions By means of Leggett–Williams fixed point theorem, some new results on the existence of at least three nonnegative solutions are obtained. [Copyright &y& Elsevier]

Abstract: Enlightened by the Caputo type of fractional derivative, here we bring forth a concept of “memory-dependent derivative”, which is simply defined in an integral form of a common derivative with a kernel function on a slipping interval. In case the time delay tends to zero it tends to the common derivative. High order derivatives also accord with the first order one. Comparatively, the form of kernel function for the fractional type is fixed, yet that of the memory-dependent type can be chosen freely according to the necessity of applications. So this kind of definition is better than the fractional one for reflecting the memory effect (instantaneous change rate depends on the past state). Its definition is more intuitionistic for understanding the physical meaning and the corresponding memory-dependent differential equation has more expressive force. [Copyright &y& Elsevier]