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In this paper, we first deal with the general fractional derivatives of arbitrary order defined in the Riemann-Liouville sense. In particular, we deduce an explicit form of their null space and prove the second fundamental theorem of…

Classical Analysis and ODEs · Mathematics 2022-02-11 Yuri Luchko

This paper studies the linear stochastic partial differential equation of fractional orders both in time and space variables $\left(\partial^\beta + \frac{\nu}{2} (-\Delta)^{\alpha/2} \right) u(t,x)= \lambda u(t,x) \dot{W}(t,x)$, where…

Probability · Mathematics 2016-02-19 Le Chen , Guannan Hu , Yaozhong Hu , Jingyu Huang

In this paper we explore the theory of fractional powers of non-negative (and not necessarily self-adjoint) operators and its amazing relationship with the Chebyshev polynomials of the second kind to obtain results of existence, regularity…

Analysis of PDEs · Mathematics 2021-07-12 Flank D. M. Bezerra , Lucas A. Santos

Our focus is on the fast diffusion equation driven by the $p$-Laplacian operator, that is $\partial_t u=\Delta_p u$ with $1<p<2$, posed in the whole space $\mathbb{R}^N$, $N\geq 2$. The nonnegative solutions are expected to converge in time…

Analysis of PDEs · Mathematics 2025-10-03 Matteo Bonforte , Iwona Chlebicka , Nikita Simonov

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

We deal with the Cauchy problem for the space-time fractional diffusion-wave equation, which is obtained from the standard diffusion equation by replacing the second-order space derivative with a Riesz-Feller derivative of order alpha in…

Statistical Mechanics · Physics 2008-05-23 Francesco Mainardi , Yuri Luchko , Gianni Pagnini

In this work, a mode of convergence for measurable functions is introduced. A related notion of Cauchy sequence is given and it is proved that this notion of convergence is complete in the sense that Cauchy sequences converge. Moreover, the…

Classical Analysis and ODEs · Mathematics 2024-04-17 Nuno J. Alves , João Paulos

In this article, we have studied the convergence behavior of the Dirichlet-Neumann waveform relaxation algorithms for time-fractional sub-diffusion and diffusion wave equations in 1D \& 2D for regular domains, where the dimensionless…

Numerical Analysis · Mathematics 2023-01-31 Soura Sana , Bankim C. Mandal

Existence of strong solutions of an abstract Cauchy problem for a class of doubly nonlinear evolution inclusion of second order is established via a semi-implicit time discretization method. The principal parts of the operators acting on…

Analysis of PDEs · Mathematics 2022-04-29 Aras Bacho

In this paper, after a brief review of the general theory concerning regularized derivatives and integrals of a function with respect to another function, we provide a peculiar fractional generalization of the $(1+1)$-dimensional Dodson's…

Mathematical Physics · Physics 2018-01-23 Roberto Garra , Andrea Giusti , Francesco Mainardi

In this PhD thesis we introduce a generalized fractional calculus of variations. We consider variational problems containing generalized fractional integrals and derivatives, and study them using standard (indirect) and direct methods. In…

Optimization and Control · Mathematics 2014-03-19 Tatiana Odzijewicz

In this work we explore an instance of the $\tau$-function of vertex type operators, specified in terms of a constant phase shift in a free-fermionic basis. From the physical point of view this $\tau$-function has multiple interpretations:…

Statistical Mechanics · Physics 2024-03-14 Daniel Chernowitz , Oleksandr Gamayun

We prove large deviation principles for two versions of fractional Poisson processes. Firstly we consider the main version which is a renewal process; we also present large deviation estimates for the ruin probabilities of an insurance…

Probability · Mathematics 2016-11-26 Luisa Beghin , Claudio Macci

We introduce a novel discretization technique for both elliptic and parabolic fractional diffusion problems based on double exponential quadrature formulas and the Riesz-Dunford functional calculus. Compared to related schemes, the new…

Numerical Analysis · Mathematics 2020-12-11 Alexander Rieder

We give continued fraction expansions of the generating functions of Bernoulli numbers, Cauchy numbers, Euler numbers, harmonic numbers, and their generalized or related numbers. In particular, we focus on explicit forms of the convergents…

Number Theory · Mathematics 2020-02-25 Takao Komatsu

This paper provides a probabilistic approach to solve linear equations involving Caputo and Riemann-Liouville type derivatives. Using the probabilistic interpretation of these operators as the generators of interrupted Feller processes, we…

Probability · Mathematics 2015-12-07 M. E. Hernández-Hernández , V. N. Kolokoltsov

Fractional differential equations (FDEs) are an extension of the theory of fractional calculus. However, due to the difficulty in finding analytical solutions, there have not been extensive applications of FDEs until recent decades. With…

Numerical Analysis · Mathematics 2020-07-20 Nirupama Bhattacharya , Gabriel A. Silva

We describe a class of evolution systems of linear partial differential equations with the Caputo-Dzhrbashyan fractional derivative of order $\alpha \in (0,1)$ in the time variable $t$ and the first order derivatives in spatial variables…

Analysis of PDEs · Mathematics 2013-09-10 Anatoly N. Kochubei

We study the hydrodynamic limits of three kinds of one-dimensional stochastic log-gases known as Dyson's Brownian motion model, its chiral version, and the Bru-Wishart process studied in dynamical random matrix theory. We define the…

Probability · Mathematics 2022-07-05 Taiki Endo , Makoto Katori , Noriyoshi Sakuma

This chapter presents some numerical methods to solve problems in the fractional calculus of variations and fractional optimal control. Although there are plenty of methods available in the literature, we concentrate mainly on approximating…

Optimization and Control · Mathematics 2014-05-19 Shakoor Pooseh , Ricardo Almeida , Delfim F. M. Torres