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20192021
most citedApproximation of an optimal control problem for the time-fractional Fokker-Planck equation

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math.NA2019

Approximation of Hamilton-Jacobi equations with Caputo time-fractional derivative

Fabio Camilli, Serikbolsyn Duisembay

In this paper, we investigate the numerical approximation of Hamilton-Jacobi equations with the Caputo time-fractional derivative. We introduce an explicit in time discretization o…