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A physical-mathematical approach to anomalous diffusion may be based on generalized diffusion equations (containing derivatives of fractional order in space or/and time) and related random walk models. The fundamental solution (for the…

Statistical Mechanics · Physics 2007-09-25 Rudolf Gorenflo , Francesco Mainardi , Daniele Moretti , Gianni Pagnini , Paolo Paradisi

In this work, we consider an initial problem for second order partial differential equations with Caputo fractional derivatives in the time-variable and Bessel operator in the space-variable. For non-local boundary conditions, we present a…

Analysis of PDEs · Mathematics 2021-01-05 Erkinjon Karimov , Murat Mamchuev , Michael Ruzhansky

We consider the Cauchy problem of fractional pseudo-parabolic equation on the whole space $R^n,n\geq 1$. Here, the fractional order $\alpha$ is related to the diffusion-type source term behaving as the usual diffusion term on the high…

Analysis of PDEs · Mathematics 2017-03-28 Lingyu Jin , Lang Li , Shaomei Fang

Duhamel's principle reduces the Cauchy problem for an inhomogeneous partial differential equation to the corresponding homogeneous problem. In the fractional-order setting, the classical principle does not apply directly because fractional…

Classical Analysis and ODEs · Mathematics 2026-03-03 Sabir Umarov

In this article, the existence and uniqueness about the solution for a class of stochastic fractional-order differential equation systems are investigated, where the fractional derivative is described in Caputo sense. The fractional…

Numerical Analysis · Mathematics 2016-11-24 Guang-an Zou , Bo Wang

The purpose is to study the Cauchy problem for non-linear in time and space pseudo-differential equations. These include the fractional in time versions of HJB equations governing the controlled scaled CTRW. As a preliminary step which is…

Analysis of PDEs · Mathematics 2014-02-28 V. Kolokoltsov , M. Veretennikova

In this work, we consider boundary value problems involving Caputo and Riemann-Liouville fractional derivatives of order $\alpha\in(1,2)$ on the unit interval $(0,1)$. These fractional derivatives lead to non-symmetric boundary value…

Numerical Analysis · Mathematics 2013-07-19 Bangti Jin , Raytcho Lazarov , Joseph Pasciak

We consider the Cauchy problem for a first-order evolution equation with memory in a finite-dimensional Hilbert space when the integral term is related to the time derivative of the solution. The main problems of the approximate solution of…

Numerical Analysis · Mathematics 2021-11-10 Petr N. Vabishchevich

The paper studies some ill-posed boundary value problems on semi-plane for parabolic equations with homogenuous Cauchy condition at initial time and with the second order Cauchy condition on the boundary of the semi-plane. A class of inputs…

Analysis of PDEs · Mathematics 2009-11-13 Nikolai Dokuchaev

We consider a Cauchy problem for a fractional anisotropic parabolic equation in anisotropic H\"{o}lder spaces. The equation generalizes the heat equation to the case of fractional power of the Laplace operator and the power of this operator…

Analysis of PDEs · Mathematics 2022-10-12 Sergey Degtyarev

In this paper we prove a viability result for multidimensional, time dependent, stochastic differential equations driven by fractional Brownian motion with Hurst parameter1/2 < H < 1, using pathwise approach. The sufficient condition is…

Dynamical Systems · Mathematics 2008-09-01 Ioana Ciotir , Aurel Rascanu

We study the Cauchy problem for a system of semi-linear coupled fractional-diffusion equations with polynomial nonlinearities posed in $% \mathbb{R}_{+}\times \mathbb{R}^{N}$. Under appropriate conditions on the exponents and the orders of…

Analysis of PDEs · Mathematics 2020-09-22 A. Bashir , A. Alsaedi , M. Berbiche , M Kirane

We prove the uniqueness in determining a spatially varying zeroth-order coefficient of a one-dimensional time-fractional diffusion equation by initial value and Cauchy data at one end point of the spatial interval.

Analysis of PDEs · Mathematics 2024-09-04 Oleg Imanuvilov , Kazufumi Ito , Masahiro Yamamoto

This paper deals with the following Cauchy problem to nonlinear time fractional non-autonomous integro-differential evolution equation of mixed type via measure of noncompactness $$ \left\{\begin{array}{ll} ^CD^{\alpha}_tu(t)+A(t)u(t)=…

Functional Analysis · Mathematics 2019-02-28 Pengyu Chen , Xuping Zhang , Yongxiang Li

In this paper, we consider a $L^\infty$ functional derivative estimate for the first spatial derivative of bounded classical solutions $u:\mathbb{R}\times [0,T]\to\mathbb{R}$ to the Cauchy problem for scalar semi-linear parabolic partial…

Analysis of PDEs · Mathematics 2020-01-17 John Christopher Meyer , David John Needham

In this paper we consider the controllability of certain class of non-autonomous neutral evolution stochastic functional differential equations, with time varying delays, driven by a fractional Brownian motion in a separable real Hilbert…

Probability · Mathematics 2015-04-01 E. Lakhel

This paper is concerned with analyzing a class of fractional calculus of variations problems and their associated Euler-Lagrange (fractional differential) equations. Unlike the existing fractional calculus of variations which is based on…

Analysis of PDEs · Mathematics 2021-07-12 Xiaobing Feng , Mitchell Sutton

We obtain necessary optimality conditions for variational problems with a Lagrangian depending on a Caputo fractional derivative, a fractional and an indefinite integral. Main results give fractional Euler-Lagrange type equations and…

Optimization and Control · Mathematics 2011-11-11 Ricardo Almeida , Shakoor Pooseh , Delfim F. M. Torres

Quenching solutions to a Kawarada problem with a Caputo time-fractional derivative and a fractional Laplacian are considered. The solutions to such problems may only exist locally in time when quenching occurs. Quenching and non-quenching…

Analysis of PDEs · Mathematics 2019-01-23 Joshua L Padgett

Motivated by the probabilistic representation for solutions of the Navier-Stokes equations, we introduce a novel class of stochastic differential equations that depend on the entire flow of its time marginals. We establish the existence and…

Probability · Mathematics 2024-12-17 Zimo Hao , Michael Röckner , Xicheng Zhang