Alexandra Galhano's research while affiliated with University of Porto and other places
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Publications (5)
This article aims to provide a comprehensive review of the latest advancements in numerical methods and practical implementations in the field of fractional stochastic partial differential equations (FSPDEs). This type of equation integrates fractional calculus, stochastic processes, and differential equations to model complex dynamical systems cha...
Special Issue Information
Fractal and Fractional (ISSN 2504-3110)
https://www.mdpi.com/journal/fractalfract/special_issues/9K10NKTKAW
This SI is now open for submission.Deadline for manuscript submissions: 31 Oct 2024.
Many problems in classical and quantum physics, statistical physics, engineering, biology, psychology, economics, and finance are...
Invoking the matrix transfer technique, we propose a novel numerical scheme to solve the time-fractional advection–dispersion equation (ADE) with distributed-order Riesz-space fractional derivatives (FDs). The method adopts the midpoint rule to reformulate the distributed-order Riesz-space FDs by means of a second-order linear combination of Riesz-...
A numerical technique was developed for solving nonlocal nonlinear stochastic delayed differential equations driven by fractional variable-order Brownian noise. Error analysis of the proposed technique was performed and discussed. The method was applied to the nonlocal stochastic fluctuations of the human body and the Nicholson’s blowfly models, an...
This paper proposes an accurate numerical approach for computing the solution of twodimensional fractional Volterra integral equations. The operational matrices of fractional integration based on the Hybridization of block-pulse and Taylor polynomials are implemented to transform these equations into a system of linear algebraic equations. The erro...
Citations
... These techniques, employing piecewise integro quadratic spline interpolation, find practical applications in solving VOF functional integral equations. Additionally, [38] addresses the intricacies of nonlocal nonlinear stochastic delayed differential equations with fractional variableorder Brownian noise, demonstrating the efficacy of variable orders in capturing the dynamics of real-world systems. ...
... So, there has been a remarkable attention paid to numerical solution of FIDEs. For example, Galerkin collocation scheme [4], quadratic and cubic scheme [5], fractional-order Bernoulli functions scheme [6], adaptive Huber scheme [7], Lucas wavelets scheme [8], alternating direction implicit numerical scheme [9], meshless scheme [10,11], radial basis function-generated finite difference scheme [12], Hybridization of Block-Pulse and Taylor polynomials scheme [13], and backward Euler finite difference [14]. ...