Numerical Methods for Fractional Calculus presents numerical methods for fractional integrals and fractional derivatives, finite difference methods for fractional ordinary differential equations (FODEs) and fractional partial differential equations (FPDEs), and finite element methods for FPDEs.The book introduces the basic definitions and propertie

Due to its ubiquity across a variety of fields in science and engineering, fractional calculus has gained momentum in industry and academia. While a number of books and papers introduce either fractional calculus or numerical approximations, no current literature provides a comprehensive collection of both topics. This monograph introduces fundamental information on fractional calculus, provides a detailed treatment of existing numerical approximations, and presents an inclusive review of fractional calculus in terms of theory and numerical methods and systematically examines almost all existing numerical approximations for fractional integrals and derivatives. The authors consider the relationship between the fractional Laplacian and the Riesz derivative, a key component absent from other related texts, and highlight recent developments, including their own research and results. The core audience spans several fractional communities, including those interested in fractional partial differential equations, the fractional Laplacian, and applied and computational mathematics. Advanced undergraduate and graduate students will find the material suitable as a primary or supplementary resource for their studies.

This book discusses numerical methods for solving partial differential and integral equations, as well as ordinary differential and integral equations, involving fractional differential and integral operators. Differential and integral operators presented in the book include those with exponential decay law, known as Caputo–Fabrizio differential and integral operators, those with power law, known as Riemann–Liouville fractional operators, and those for the generalized Mittag–Leffler function, known as the Atangana–Baleanu fractional operators. The book reviews existing numerical schemes associated with fractional operators including those with power law, while also highlighting new trends in numerical schemes for recently introduced differential and integral operators. In addition, the initial chapters address useful properties of each differential and integral fractional operator. Methods discussed in the book are subsequently used to solved problems arising in many fields of science, technology, and engineering, including epidemiology, chaos, solitons, fractals, diffusion, groundwater, and fluid mechanics. Given its scope, the book offers a valuable resource for graduate students of mathematics and engineering, and researchers in virtually all fields of science, technology, and engineering, as well as an excellent addition to libraries.

This title will give readers the possibility of finding very important mathematical tools for working with fractional models and solving fractional differential equations, such as a generalization of Stirling numbers in the framework of fractional calculus and a set of efficient numerical methods.

This book provides a broad overview of the latest developments in fractional calculus and fractional differential equations (FDEs) with an aim to motivate the readers to venture into these areas. It also presents original research describing the fractional operators of variable order, fractional-order delay differential equations, chaos and related phenomena in detail. Selected results on the stability of solutions of nonlinear dynamical systems of the non-commensurate fractional order have also been included. Furthermore, artificial neural network and fractional differential equations are elaborated on; and new transform methods (for example, Sumudu methods) and how they can be employed to solve fractional partial differential equations are discussed. The book covers the latest research on a variety of topics, including: comparison of various numerical methods for solving FDEs, the Adomian decomposition method and its applications to fractional versions of the classical Poisson processes, variable-order fractional operators, fractional variational principles, fractional delay differential equations, fractional-order dynamical systems and stability analysis, inequalities and comparison theorems in FDEs, artificial neural network approximation for fractional operators, and new transform methods for solving partial FDEs. Given its scope and level of detail, the book will be an invaluable asset for researchers working in these areas.

This book provides a comprehensive set of practical tools for exploring and discovering the world of fractional calculus and its applications, and thereby a means of bridging the theory of fractional differential equations (FDE) with real-world facts. These tools seamlessly blend centuries old numerical methods such as Gaussian quadrature that have stood the test of time with pioneering concepts such as hypermatrix equations to harness the emerging capabilities of modern scientific computing environments. This unique fusion of old and new leads to a unified approach that intuitively parallels the classic theory of differential equations, and results in methods that are unprecedented in computational speed and numerical accuracy. The opening chapter is an introduction to fractional calculus that is geared towards scientists and engineers. The following chapter introduces the reader to the key concepts of approximation theory with an emphasis on the tools of numerical linear algebra. The third chapter provides the keystone for the remainder of the book with a comprehensive set of methods for the approximation of fractional order integrals and derivatives. The fourth chapter describes the numerical solution of initial and boundary value problems for FDE of a single variable, both linear and nonlinear. Moving to two, three, and four dimensions, the ensuing chapter is devoted to a novel approach to the numerical solution of partial FDE that leverages the little-known one-to-one relation between partial differential equations and matrix and hypermatrix equations. The emphasis on applications culminates in the final chapter by addressing inverse problems for ordinary and partial FDE, such as smoothing for data analytics, and the all-important system identification problem. Over a century ago, scientists such as Ludwig Boltzmann and Vito Volterra formulated mathematical models of real materials that -- based on physical evidence -- integrated the history of the system. The present book will be invaluable to students and researchers in fields where analogous phenomena arise, such as viscoelasticity, rheology, polymer dynamics, non-Newtonian fluids, bioengineering, electrochemistry, non-conservative mechanics, groundwater hydrology, NMR and computed tomography, mathematical economics, thermomechanics, anomalous diffusion and transport, control theory, supercapacitors, and genetic algorithms, to name but a few. These investigators will be well-equipped with reproducible numerical methods to explore and discover their particular field of application of FDE.

In the last two decades, fractional (or non integer) differentiation has played a very important role in various fields such as mechanics, electricity, chemistry, biology, economics, control theory and signal and image processing. For example, in the last three fields, some important considerations such as modelling, curve fitting, filtering, pattern recognition, edge detection, identification, stability, controllability, observability and robustness are now linked to long-range dependence phenomena. Similar progress has been made in other fields listed here. The scope of the book is thus to present the state of the art in the study of fractional systems and the application of fractional differentiation. As this volume covers recent applications of fractional calculus, it will be of interest to engineers, scientists, and applied mathematicians.