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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

In this paper the numerical approximation of solutions of Liouville-Master Equations for time-dependent distribution functions of Piecewise Deterministic Processes with memory is considered. These equations are linear hyperbolic PDEs with…

Numerical Analysis · Mathematics 2007-05-23 Mario Annunziato

This article is a short review of the recent results on properties of nonlinear fractional maps which are maps with power- or asymptotically power-law memory. These maps demonstrate the new type of attractors - cascade of bifurcations type…

Chaotic Dynamics · Physics 2018-07-05 Mark Edelman

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

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

The goal of this communication is to propose a generalized notion of the "traditional derivative". This generalization includes the fractional derivatives such as the Riemann-Liouville, Gruenwald-Letnikov, Weyl, Riesz, Caputo, Marchaud…

Long-term memory is a feature observed in systems ranging from neural networks to epidemiological models. The memory in such systems is usually modeled by the time delay. Furthermore, the nonlocal operators, such as the "fractional order…

Dynamical Systems · Mathematics 2023-05-12 Divya D. Joshi , Sachin Bhalekar , Prashant M. Gade

We discuss ordinary differential equations with delay and memory terms in Hilbert spaces. By introducing a time derivative as a normal operator in an appropriate Hilbert space, we develop a new approach to a solution theory covering…

Classical Analysis and ODEs · Mathematics 2012-09-06 Anke Kalauch , Rainer Picard , Stefan Siegmund , Sascha Trostorff , Marcus Waurick

Dirichlet-to-Neumann maps enable the coupling of multiphysics simulations across computational subdomains by ensuring continuity of state variables and fluxes at artificial interfaces. We present a novel method for learning…

Machine Learning · Computer Science 2026-01-27 Adrienne M. Propp , Jonas A. Actor , Elise Walker , Houman Owhadi , Nathaniel Trask , Daniel M. Tartakovsky

This paper is in continuation of the authors' recently published paper (Journal of Mathematical Physics 55(2014)083519) in which computational solutions of an unified reaction-diffusion equation of distributed order associated with Caputo…

Mathematical Physics · Physics 2016-10-31 R. K. Saxena , A. M. Mathai , H. J. Haubold

We consider fractional differential equations of order $\alpha \in (0,1)$ for functions of one independent variable $t\in (0,\infty)$ with the Riemann-Liouville and Caputo-Dzhrbashyan fractional derivatives. A precise estimate for the order…

Classical Analysis and ODEs · Mathematics 2008-11-22 Anatoly N. Kochubei

We reconsider the Cournot duopoly problem in light of the theory for long memory. We introduce the Caputo fractional-order difference calculus to classical duopoly theory to propose a fractional-order discrete Cournot duopoly game model,…

General Economics · Economics 2019-03-12 Baogui Xin , Wei Peng , Yekyung Kwon

In this paper, we develop fast procedures for solving linear systems arising from discretization of ordinary and partial differential equations with Caputo fractional derivative w.r.t time variable. First, we consider a finite difference…

Analysis of PDEs · Mathematics 2018-02-01 Zhengguang Liu , Aijie Cheng , Xiaoli Li , Hong Wang

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

The discrete gradient structure and the positive definiteness of discrete fractional integrals or derivatives are fundamental to the numerical stability in long-time simulation of nonlinear integro-differential models. We build up a…

Numerical Analysis · Mathematics 2023-11-23 Hong-lin Liao , Nan Liu , Pin Lyu

Diffusive representations of fractional differential and integral operators can provide a convenient means to construct efficient numerical algorithms for their approximate evaluation. In the current literature, many different variants of…

Numerical Analysis · Mathematics 2024-07-15 Kai Diethelm

Fractional vector calculus is the building block of the fractional partial differential equations that model non-local or long-range phenomena, e.g., anomalous diffusion, fractional electromagnetism, and fractional advection-dispersion. In…

Numerical Analysis · Mathematics 2024-01-29 Alon Jacobson , Xiaozhe Hu

In this paper, we are primarily concerned with the study of entire and analytical solutions of abstract degenerate (multi-term) fractional differential equations with Caputo time-fractional derivatives. We also analyze systems of such…

Functional Analysis · Mathematics 2018-09-10 Marko Kostic

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 prove maximum and comparison principles for fractional discrete derivatives in the integers. Regularity results when the space is a mesh of length $h$, and approximation theorems to the continuous fractional derivatives are shown. When…

Analysis of PDEs · Mathematics 2016-05-24 Luciano Abadías , Marta de León-Contreras , José L. Torrea