Algorithms for the Numerical Solution of Fractional Differential Equations with Interval Parameters

A. Yu. Morozov, D. L. Reviznikov
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Abstract

The paper deals with the numerical solution of fractional differential equations with interval parameters in terms of derivatives describing anomalous diffusion processes. Computational algorithms for solving initial–boundary value problems as well as the corresponding inverse problems for equations containing interval fractional derivatives with respect to time and space are presented. The algorithms are based on the previously developed and theoretically substantiated adaptive interpolation algorithm tested on a number of applied problems for modeling dynamical systems with interval parameters; this makes it possible to explicitly obtain parametric sets of states of dynamical systems. The efficiency and workability of the proposed algorithms are demonstrated in several problems.

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带区间参数的分式微分方程数值解算法
摘要 本文论述了描述异常扩散过程的导数的区间参数内分数微分方程的数值解法。提出了解决初始边界值问题的计算算法,以及含有区间分数导数的方程的相应反问题的时间和空间计算算法。这些算法基于先前开发并在理论上得到证实的自适应插值算法,该算法已在许多应用问题上进行过测试,用于模拟带区间参数的动力系统;这使得明确获得动力系统的参数状态集成为可能。所提出算法的效率和可操作性在几个问题中得到了证明。
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来源期刊
Journal of Applied and Industrial Mathematics
Journal of Applied and Industrial Mathematics Engineering-Industrial and Manufacturing Engineering
CiteScore
1.00
自引率
0.00%
发文量
16
期刊介绍: Journal of Applied and Industrial Mathematics  is a journal that publishes original and review articles containing theoretical results and those of interest for applications in various branches of industry. The journal topics include the qualitative theory of differential equations in application to mechanics, physics, chemistry, biology, technical and natural processes; mathematical modeling in mechanics, physics, engineering, chemistry, biology, ecology, medicine, etc.; control theory; discrete optimization; discrete structures and extremum problems; combinatorics; control and reliability of discrete circuits; mathematical programming; mathematical models and methods for making optimal decisions; models of theory of scheduling, location and replacement of equipment; modeling the control processes; development and analysis of algorithms; synthesis and complexity of control systems; automata theory; graph theory; game theory and its applications; coding theory; scheduling theory; and theory of circuits.
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