Related papers: Pseudoprocesses governed by higher-order fractiona…
In this paper we construct pseudo random walks (symmetric and asymmetric) which converge in law to compositions of pseudoprocesses stopped at stable subordinators. We find the higher-order space-fractional heat-type equations whose…
We study Cauchy problems of fractional differential equations in both space and time variables by expressing the solution in terms of ``stochastic composition" of the solutions to two simpler problems. These Cauchy sub-problems respectively…
Fix an integer n>2 and let $(X(t))_{t\ge 0}$ be the pseudo-process driven by the high-order heat-type equation $\partial/\partial t=\pm\partial^N/\partial x^N$. The denomination "pseudo-process" means that $(X(t))_{t\ge 0}$ is related to a…
We present a systematic study of higher-order Airy-type differential equations providing the explicit form of the solutions, deriving their power series expansions and a probabilistic interpretation. Under suitable convergence hypotheses,…
Consider the high-order heat-type equation $\partial u/\partial t=\pm \partial^N u/\partial x^N$ for an integer $N>2$ and introduce the related Markov pseudo-process $(X(t))_{t\ge 0}$. In this paper, we study the sojourn time $T(t)$ in the…
We analyze here different types of fractional differential equations, under the assumption that their fractional order $\nu \in (0,1] $ is random\ with probability density $n(\nu).$ We start by considering the fractional extension of the…
In this work we study the solutions to some fractional higher-order equations. Special cases in which time-fractional derivatives take integer values are also examined and the explicit solutions are presented. Such solutions can be…
In this paper we study pseudo-processes related to odd-order heat-type equations composed with L\'evy stable subordinators. The aim of the article is twofold. We first show that the pseudo-density of the subordinated pseudo-process can be…
We propose a probabilistic construction for the solution of a general class of fractional high order heat-type equations in the one-dimensional case, by using a sequence of random walks in the complex plane with a suitable scaling. A time…
Pseudoprocesses, constructed by means of the solutions of higher-order heat-type equations have been developed by several authors and many related functionals have been analyzed by means of the Feynman-Kac functional or by means of the…
In this paper diffusion processes with changing modes are studied involving the variable order partial differential equations. We prove the existence and uniqueness theorem of a solution of the Cauchy problem for fractional variable order…
In this paper, we study fractional order heat equation in higher space-time dimensions and offer specific role of heat flows in various fractional dimensions. We offer fractional solutions of the heat equations thus obtained, and examine…
The space-fractional and the time-fractional Poisson processes are two well-known models of fractional evolution. They can be constructed as standard Poisson processes with the time variable replaced by a stable subordinator and its…
Fractional diffusion equations are widely used to describe anomalous diffusion processes where the characteristic displacement scales as a power of time. For processes lacking such scaling the corresponding description may be given by…
We introduce a non-homogeneous fractional Poisson process by replacing the time variable in the fractional Poisson process of renewal type with an appropriate function of time. We characterize the resulting process by deriving its non-local…
This paper deals with the time differential dual-phase-lag heat transfer models aiming, at first, to identify the eventually restrictions that make them thermodynamically consistent. At a first glance it can be observed that the capability…
The following is a thermodynamic analysis of a III order (and some aspects of a IV order) phase transition. Such a transition can occur in a superconductor if the normal state is a diamagnet. The equation for a phase boundary in an H-T (H…
We continue to develop a new approach to description of charge kinetics in disordered semiconductors. It is based on fractional diffusion equations. This article is devoted to transient processes in structures under dispersive transport…
A distributed order fractional diffusion equation is considered. Distributed order derivatives are fractional derivatives that have been integrated over the order of the derivative within a given range. In this paper sub-diffusive cases are…
In this article, we derive the state probabilities of different type of space- and time-fractional Poisson processes using z-transform. We work on tempered versions of time-fractional Poisson process and space-fractional Poisson processes.…