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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

Explicit solutions of differential equations of complex fractional orders with respect to functions and with continuous variable coefficients are established. The representations of solutions are given in terms of some convergent infinite…

Classical Analysis and ODEs · Mathematics 2021-03-15 Joel E. Restrepo , Michael Ruzhansky , Durvudkhan Suragan

A Hamilton-Jacobi equation with Caputo's time-fractional derivative of order less than one is considered. The notion of a viscosity solution is introduced to prove unique existence of a solution to the initial value problem under periodic…

Analysis of PDEs · Mathematics 2017-04-20 Yoshikazu Giga , Tokinaga Namba

In this article, we study the continuous and discrete fractional persistence problem which looks for the persistence of properties of a given classical ($\alpha=1$) differential equation in the fractional case (here using fractional…

Numerical Analysis · Mathematics 2016-10-12 Jacky Cresson , Anna Szafrańska

Regularity properties of solutions to variational problems are established for a broad class of strictly convex splitting-type energy densities of the principal form $f$: $\mathbb{R}^2 \to \mathbb{R}$, \[ f(\xi_1,\xi_2) = f_1\big( \xi_1…

Analysis of PDEs · Mathematics 2020-08-13 Michael Bildhauer , Martin Fuchs

We study invariant solutions of a certain class of time-fractional diffusion-wave equations with variable coefficients via Lie symmetry analysis. In physics, the fractional diffusion equation describes transport dynamics that are governed…

The differential constraints are applied to obtain explicit solutions of nonlinear diffusion equations. Certain linear determining equations with parameters are used to find such differential constraints. They generalize the determining…

Mathematical Physics · Physics 2009-11-07 Oleg V. Kaptsov , Igor V. Verevkin

We consider a Langevin equation with variable drift and diffusion coefficients separable in time and space and its corresponding Fokker-Planck equation in the Stratonovich approach. From this Fokker-Planck equation we obtain a class of…

Statistical Mechanics · Physics 2011-07-06 Kwok Sau Fa

A hybridized discontinuous Galerkin method is proposed for solving 2D fractional convection-diffusion equations containing derivatives of fractional order in space on a finite domain. The Riemann-Liouville derivative is used for the spatial…

Numerical Analysis · Mathematics 2016-07-12 Shuqin Wang , Jinyun Yuan , Weihua Deng , Yujiang Wu

The paper investigates solutions of the fractional hyperbolic diffusion equation in its most general form with two fractional derivatives of distinct orders. The solutions are given as spatial-temporal homogeneous and isotropic random…

Probability · Mathematics 2023-10-09 Nikolai Leonenko , Andriy Olenko , Jayme Vaz

In this paper we study a stochastic differential equation driven by a fractional Brownian motion with a discontinuous coefficient. We also give an approximation to the solution of the equation. This is a first step to define a fractional…

Probability · Mathematics 2016-07-25 Johanna Garzón , Jorge A. León , Soledad Torres

In this paper, we study local uniform continuity of nonnegative weak solutions to degenerate diffusion-drift equations in the form \[ u_{t} = \Delta u^{m} + \nabla\cdot \left( B (x,t) \, u\right), \quad \text{for } m \geq 1 \] assuming a…

Analysis of PDEs · Mathematics 2019-06-13 Sukjung Hwang , Yuming Paul Zhang

We investigate a class of nonlinear nonautonomous scalar field equations with fractional diffusion, critical power nonlinearity and a subcritical term. The involved potentials are allowed for vanishing behavior at infinity. The problem is…

Analysis of PDEs · Mathematics 2014-11-27 João Marcos do Ó , Olimpio H. Miyagaki , Marco Squassina

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 prove strong existence and uniqueness of solutions of It\^o's stochastic time dependent equations with irregular diffusion and drift terms of Morrey class type. In a sense we are treating a "supercritical" case.

Probability · Mathematics 2023-03-07 N. V. Krylov

We prove that the solution of certain linear stochastic differential equations in Hilbert spaces, namely those with bounded operators as well as the conservative stochastic Schr\"odinger equations, can be obtained - along the lines of the…

Probability · Mathematics 2010-08-17 Günter Hinrichs

In this work at first the relation the Mittag-Lefler function to the exponential is given. The results are applied to the construction of the solution of Cauchy problem for ordinary linear operator differential equations with constant…

Dynamical Systems · Mathematics 2018-04-10 Fikret A. Aliev , N. A. Aliev , N. A. Safarova. , K. G. Gasimova

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

We provide several regularity results for non-homogeneous drift-diffusion equations with applications to general dissipative SQG. Our results unify in a rather simple way several previously known results. We build the estimates on an…

Analysis of PDEs · Mathematics 2021-12-22 Quoc-Hung Nguyen , Yannick Sire , Le Xuan Truong

A kind of nonlocal reaction-diffusion equations on an unbounded domain containing fractional Laplacian operator is analyzed. To be precise, we prove the convergence of solutions of the equation governed by the fractional Laplacian to the…

Analysis of PDEs · Mathematics 2023-06-13 Jiaouhui Xu , Tomás Caraballo , José Valero