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A class of linear evolutionary equations with material laws involving fractional time-derivatives is considered. The main result is well-posedness and causality for this problem class. The approach is illustrated with two examples: a…

Analysis of PDEs · Mathematics 2013-04-10 Rainer Picard

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…

Mathematical Physics · Physics 2009-03-17 Sabir Umarov , Stanly Steinberg

There has been considerable recent study in "sub-diffusion" models that replace the standard parabolic equation model by a one with a fractional derivative in the time variable. There are many ways to look at this newer approach and one…

Analysis of PDEs · Mathematics 2019-04-08 William Rundell , Zhidong Zhang

We consider fractional order optimal control problems in which the dynamic control system involves integer and fractional order derivatives and the terminal time is free. Necessary conditions for a state/control/terminal-time triplet to be…

Optimization and Control · Mathematics 2013-11-01 Shakoor Pooseh , Ricardo Almeida , Delfim F. M. Torres

A generalized Langevin equation is suggested to describe a system with memory($u(t,t') = \frac{1}{\Gamma (\nu )}(t - t')^\nu $) as well as with positive and negative damping. The equation can be transformed into the Fokker-Planck equation…

Physics and Society · Physics 2019-09-11 Peng Wang , Feng-Chun Pan , Jie Huo , Xu-Ming Wang

We study fractional variational problems in terms of a generalized fractional integral with Lagrangians depending on classical derivatives, generalized fractional integrals and derivatives. We obtain necessary optimality conditions for the…

Optimization and Control · Mathematics 2012-05-15 Tatiana Odzijewicz , Agnieszka B. Malinowska , Delfim F. M. Torres

This paper deals with numerical solutions to a partial differential equation of fractional order. Generally this type of equation describes a transition from anomalous diffusion to transport processes. From a phenomenological point of view,…

Numerical Analysis · Mathematics 2007-05-23 Mariusz Ciesielski , Jacek Leszczynski

We study operators that are generalizations of the classical Riemann-Liouville fractional integral, and of the Riemann-Liouville and Caputo fractional derivatives. A useful formula relating the generalized fractional derivatives is proved,…

Classical Analysis and ODEs · Mathematics 2012-10-29 Tatiana Odzijewicz , Agnieszka B. Malinowska , Delfim F. M. Torres

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

Recently, fractional differential equations have been investigated via the famous variational iteration method. However, all the previous works avoid the term of fractional derivative and handle them as a restricted variation. In order to…

Exactly Solvable and Integrable Systems · Physics 2010-10-20 Guo-cheng Wu

This paper provides necessary and sufficient conditions of optimality for variational problems that deal with a fractional derivative with respect to another function. Fractional Euler--Lagrange equations are established for the fundamental…

Optimization and Control · Mathematics 2017-02-06 Ricardo Almeida

In this paper, we introduce a class of stochastic partial differential equations (SPDEs) with fractional time-derivatives, and study the $L_2$-theory of the equations. This class of SPDEs can be used to describe random effects on transport…

Probability · Mathematics 2014-04-08 Zhen-Qing Chen , Kyeong-Hun Kim , Panki Kim

The aim of this paper is to exhibit a necessary and sufficient condition of optimality for functionals depending on fractional integrals and derivatives, on indefinite integrals and on presence of time delay. We exemplify with one example,…

Classical Analysis and ODEs · Mathematics 2015-12-22 Ricardo Almeida

The current research of fractional Sturm-Liouville boundary value problems focuses on the qualitative theory and numerical methods, and much progress has been recently achieved in both directions. The objective of this paper is to explore a…

Probability · Mathematics 2021-07-06 P. Chigansky , M. Kleptsyna

The aim of this tutorial survey is to revisit the basic theory of relaxation processes governed by linear differential equations of fractional order. The fractional derivatives are intended both in the Rieamann-Liouville sense and in the…

Mathematical Physics · Physics 2008-05-18 Francesco Mainardi , Rudolf Gorenflo

The applicability of the factorization method is extended to the case of quantum fractional-differential Hamiltonians. In contrast with the conventional factorization, it is shown that the `factorization energy' is now a…

Mathematical Physics · Physics 2016-05-05 Fernando Olivar-Romero , Oscar Rosas-Ortiz

The normalization condition, average values and reduced distribution functions can be generalized by fractional integrals. The interpretation of the fractional analog of phase space as a space with noninteger dimension is discussed. A…

Statistical Mechanics · Physics 2009-11-13 Vasily E. Tarasov

We survey methods and results of fractional differential equations in which an unknown function is under the operation of integration and/or differentiation of fractional order. As an illustrative example, we review results on fractional…

Analysis of PDEs · Mathematics 2018-11-12 Moulay Rchid Sidi Ammi , Delfim F. M. Torres

In a fractional Cauchy problem, the usual first order time derivative is replaced by a fractional derivative. This problem was first considered by \citet{nigmatullin}, and \citet{zaslavsky} in $\mathbb R^d$ for modeling some physical…

Probability · Mathematics 2016-11-29 Erkan Nane

In this letter we are concerned with the possibility to approach the existence of solutions to a class of discontinuous dynamical systems of fractional order. In this purpose, the underlying initial value problem is transformed into a…

Chaotic Dynamics · Physics 2015-05-27 Marius-F. Danca