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A mean-value Approach to solve fractional differential and integral equations

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  • De Angelis, Paolo
  • De Marchis, Roberto
  • Martire, Antonio Luciano
  • Oliva, Immacolata

Abstract

In this paper we provide a new numerical method to solve nonlinear fractional differential and integral equations. The algorithm proposed is based on an application of the fractional Mean-Value Theorem, which allows to transform the initial problem into a suitable system of nonlinear equations. The latter is easily solved through standard methods. We prove that the approximated solution converges to the exact (unknown) one, with a rate of convergence depending on the non-integer order characterizing the fractional equation. To test the effectiveness of our proposal, we produce several examples and compare our results with already existent procedures.

Suggested Citation

  • De Angelis, Paolo & De Marchis, Roberto & Martire, Antonio Luciano & Oliva, Immacolata, 2020. "A mean-value Approach to solve fractional differential and integral equations," Chaos, Solitons & Fractals, Elsevier, vol. 138(C).
    • Handle: RePEc:eee:chsofr:v:138:y:2020:i:c:s0960077920302952
    DOI: 10.1016/j.chaos.2020.109895
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    References listed on IDEAS

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    1. Doungmo Goufo, Emile F. & Kumar, Sunil & Mugisha, S.B., 2020. "Similarities in a fifth-order evolution equation with and with no singular kernel," Chaos, Solitons & Fractals, Elsevier, vol. 130(C).
    2. Ghanbari, Behzad & Kumar, Sunil & Kumar, Ranbir, 2020. "A study of behaviour for immune and tumor cells in immunogenetic tumour model with non-singular fractional derivative," Chaos, Solitons & Fractals, Elsevier, vol. 133(C).
    3. Omar El Euch & Mathieu Rosenbaum, 2019. "The characteristic function of rough Heston models," Mathematical Finance, Wiley Blackwell, vol. 29(1), pages 3-38, January.
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