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JOURNALS // Sibirskii Zhurnal Industrial'noi Matematiki // Archive

Sib. Zh. Ind. Mat., 2023 Volume 26, Number 4, Pages 93–108 (Mi sjim1263)

This article is cited in 2 papers

Algorithms for the numerical solution of fractional differential equations with interval parameters

A. Yu. Morozovab, D. L. Reviznikovab

a Federal Research Center “Computer Science and Control,” Russian Academy of Sciences, Moscow, 119333 Russia
b Moscow Aviation Institute, Moscow, 125993 Russia

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.

Keywords: fractional derivative, anomalous diffusion, difference scheme, inverse problem, parametric identification, interval parameter, dynamical system, adaptive interpolation algorithm.

UDC: 519.63

Received: 01.08.2023
Revised: 28.09.2023
Accepted: 01.11.2023

DOI: 10.33048/SIBJIM.2023.26.407


 English version:
Journal of Applied and Industrial Mathematics, 2023, 17:4, 815–827


© Steklov Math. Inst. of RAS, 2025