Numerical solution of fractional Sturm-Liouville equation in integral form

In this paper a fractional differential equation of the Euler-Lagrange / Sturm-Liouville type is considered. The fractional equation with derivatives of order $\alpha \in \left( 0,1 \right]$ in the finite time interval is transformed to the integral form. Next the numerical scheme is presented. In the final part of this paper examples of numerical solutions of this equation are shown. The convergence of the proposed method on the basis of numerical results is also discussed.Comment: 14 pages, 3 figures, 2 table

Numerical simulations of anomalous diffusion

In this paper we present numerical methods - finite differences and finite elements - for solution of partial differential equation of fractional order in time for one-dimensional space. This equation describes anomalous diffusion which is a phenomenon connected with the interactions within the complex and non-homogeneous background. In order to consider physical initial-value conditions we use fractional derivative in the Caputo sense. In numerical analysis the boundary conditions of first kind are accounted and in the final part of this paper the result of simulations are presented.Comment: 5 pages, 2 figures, CMM 2003 Conference Gliwice/Wisla Polan