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We consider time-changed Poisson processes, and derive the governing difference-differential equations (DDE) these processes. In particular, we consider the time-changed Poisson processes where the the time-change is inverse Gaussian, or…

Probability · Mathematics 2011-10-14 A. Kumar , Erkan Nane , P. Vellaisamy

The time fractional diffusion equation is obtained from the standard diffusion equation by replacing the first-order time derivative with a fractional derivative of order $\beta \in (0,1)$. The fundamental solution for the Cauchy problem is…

Mathematical Physics · Physics 2008-05-27 Francesco Mainardi , Gianni Pagnini , Rudolf Gorenflo

Fractional Poisson processes, a rapidly growing area of non-Markovian stochastic processes, are useful in statistics to describe data from counting processes when waiting times are not exponentially distributed. We show that the fractional…

Classical Analysis and ODEs · Mathematics 2013-10-14 Markus Kreer , Ayse Kizilersu , Anthony W. Thomas

The aim of this paper is the analysis of the fractional Poisson process where the state probabilities $p_k^{\nu_k}(t)$, $t\ge 0$, are governed by time-fractional equations of order $0<\nu_k\leq 1$ depending on the number $k$ of events…

Probability · Mathematics 2015-09-21 Roberto Garra , Enzo Orsingher , Federico Polito

In the present article an endeavor is made to solve the variable order fractional diffusion equations using a powerful method viz., Homotopy Analysis method. It is demonstrated how the method can be used while solving approximately two…

General Mathematics · Mathematics 2026-04-16 Vivek Mishra , S. Das

Some fractional and anomalous diffusions are driven by equations involving fractional derivatives in both time and space. Such diffusions are processes with randomly varying times. In representing the solutions to those diffusions, the…

Probability · Mathematics 2012-06-05 Mirko D'Ovidio

The fractional Poisson process is a renewal process with Mittag-Leffler waiting times. Its distributions solve a time-fractional analogue of the Kolmogorov forward equation for a Poisson process. This paper shows that a traditional Poisson…

Probability · Mathematics 2011-10-14 Mark M. Meerschaert , Erkan Nane , P. Vellaisamy

This contribution considers the time-fractional subdiffusion with a time-dependent variable-order fractional operator of order $\beta(t)$. It is assumed that $\beta(t)$ is a piecewise constant function with a finite number of jumps. A proof…

Analysis of PDEs · Mathematics 2025-04-04 Yavar Kian , Marián Slodička , Éric Soccorsi , Karel Van Bockstal

In the present paper, we address a class of the fractional derivatives of constant and variable orders for the first time. Fractional-order relaxation equations of constants and variable orders in the sense of Caputo type are modeled from…

Classical Physics · Physics 2017-07-18 Xiao-Jun Yang

We develop a well-posedness theory for second order systems in bounded domains where boundary phenomena like glancing and surface waves play an important role. Attempts have previously been made to write a second order system consisting of…

Analysis of PDEs · Mathematics 2010-12-08 Heinz-Otto Kreiss , Omar E. Ortiz , N. Anders Petersson

In this paper the solutions $u_{\nu}=u_{\nu}(x,t)$ to fractional diffusion equations of order $0<\nu \leq 2$ are analyzed and interpreted as densities of the composition of various types of stochastic processes. For the fractional equations…

Probability · Mathematics 2011-02-24 Enzo Orsingher , Luisa Beghin

A semi-process is an analog of the semi-flow for non-autonomous differential equations or inclusions. We prove an abstract result on the existence of measurable semi-processes in the situations where there is no uniqueness. Also, we allow…

Dynamical Systems · Mathematics 2017-07-21 Jorge E. Cardona , Lev Kapitanski

Pseudo-differential operator equations with parameter are studied. Uniform separability properties and resolvent estimates are obtained in terms of fractional derivatives. Moreover, maximal regularity properties of the pseudo-differential…

Analysis of PDEs · Mathematics 2017-06-06 Veli Shakhmurov

The crossover among two or more types of diffusive processes represents a vibrant theme in nonequilibrium statistical physics. In this work we propose two models to generate crossovers among different L\'evy processes: in the first model we…

Statistical Mechanics · Physics 2020-09-15 Maike A. F. dos Santos , Fernando D. Nobre , Evaldo M. F. Curado

We define and study fractional versions of the well-known Gamma subordinator $\Gamma :=\{\Gamma (t),$ $t\geq 0\},$ which are obtained by time-changing $% \Gamma $ by means of an independent stable subordinator or its inverse. Their…

Probability · Mathematics 2013-05-09 Luisa Beghin

This paper is concerned with the Cauchy problem of a multivalued ordinary differential equation governed by the hypergraph Laplacian, which describes the diffusion of ``heat'' or ``particles'' on the vertices of hypergraph. We consider the…

Analysis of PDEs · Mathematics 2022-12-13 Takeshi Fukao , Masahiro Ikeda , Shun Uchida

In this note we analyse \emph{quantitative} approximation properties of a certain class of \emph{nonlocal} equations: Viewing the fractional heat equation as a model problem, which involves both \emph{local} and \emph{nonlocal}…

Analysis of PDEs · Mathematics 2017-08-22 Angkana Rüland , Mikko Salo

In this study, the Van't Hoff differential equation is taken under consideration by making use of fractional derivative tools. In this context, the nonlinear Arrhenius behaviour can be obtained and some experimental values of reaction rate…

Chemical Physics · Physics 2016-03-23 Nelson H. T. Lemes , Valentino A. Simpao , José P. C. dos Santos

The behaviour of the solutions of the time-fractional diffusion equation, based on the Caputo derivative, is studied and its dependence on the fractional exponent is analysed. The time-fractional convection-diffusion equation is also solved…

Mathematical Physics · Physics 2024-10-14 Andy Manapany , Sébastien Fumeron , Malte Henkel

This paper deals with fractional differential equations, with dependence on a Caputo fractional derivative of real order. The goal is to show, based on concrete examples and experimental data from several experiments, that fractional…

General Mathematics · Mathematics 2016-11-03 Ricardo Almeida , Nuno R. O. Bastos , M. Teresa T. Monteiro