The space and time fractional Bloch-Torrey equation (ST-FBTE) has been used to study anomalous diffusion in the human brain. Numerical methods for solving ST-FBTE in three-dimensions are computationally demanding. In this paper, we propose a computationally effective fractional alternating direction method (FADM) to overcome this problem. We consider ST-FBTE on a finite domain where the time an...

The fractional calculus is one of the active research fields in mathematical analysis, primarily from its importance in modeling of various problems in engineering, physics, chemistry and other sciences. Presumably the first systematic exposition on abstract time-fractional equations with Caputo fractional derivatives is that of Bazhlekova [2]. In this fundamental work, the abstract time-fracti...

in this paper, a new identification of the lagrange multipliers by means of the sumudu transform, is employed to  btain a quick and accurate solution to the fractional black-scholes equation with the initial condition for a european option pricing problem. undoubtedly this model is the most well known model for pricing financial derivatives. the fractional derivatives is described in caputo sen...

‎It is commonly accepted that fractional differential equations play‎ ‎an important role in the explanation of many physical phenomena‎. ‎For‎ ‎this reason we need a reliable and efficient technique for the‎ ‎solution of fractional differential equations‎. ‎This paper deals with‎ ‎the numerical solution of a class of fractional differential‎ ‎equation‎. ‎The fractional derivatives are described...

We prove a second Noether theorem for Lagrangian densities with fractional derivatives defined in the Riesz–Caputo sense. An application to the fractional electromagnetic field is given. AMS Subject Classifications: 49K05, 26A33.

We study dynamic minimization problems of the calculus of variations with Lagrangian functionals containing Riemann–Liouville fractional integrals, classical and Caputo fractional derivatives. Under assumptions of regularity, coercivity and convexity, we prove existence of solutions. AMS Subject Classifications: 26A33, 49J05.

This paper presents necessary and sufficient optimality conditions for problems of the fractional calculus of variations with a Lagrangian depending on the free end-points. The fractional derivatives are defined in the sense of Caputo.

In this paper we use the fuzzy Caputo derivatives under generalized Hukuhara difference to introduce fuzzy fractional Volterra-Fredholm integro-differential equations and prove the existence and uniqueness of the solutions for this class of fractional equations.

We prove a Noether’s theorem for fractional variational problems with Riesz-Caputo derivatives. Both Lagrangian and Hamiltonian formulations are obtained. Illustrative examples in the fractional context of the calculus of variations and optimal control are given.

In this paper, a new numerical method for solving the fractional Riccati differential  equation is presented. The fractional derivatives are described in the Caputo sense. The method is based upon  fractional-order Bernoulli functions approximations. First, the  fractional-order Bernoulli functions and  their properties are  presented. Then, an operational matrix of fractional order integration...