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In this paper we introduce the notion of fractional martingale as the fractional derivative of order $\alpha$ of a continuous local martingale, where $\alpha\in(-{1/2},{1/2})$, and we show that it has a nonzero finite variation of order…

Probability · Mathematics 2009-12-09 Yaozhong Hu , David Nualart , Jian Song

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

We consider a partial differential equation associated with a mathematical model describing the concentration of nutrients in blood which interferes directly on the erythrocyte sedimentation rate in the case of an average fluid velocity…

Tissues and Organs · Quantitative Biology 2017-01-27 José Vanterler da Costa Sousa , Edmundo Capelas de Oliveira , Luiz Alberto Magna

The physical relevance of the fractional time derivative in quantum mechanics is discussed. It is shown that the introduction of the fractional time Scr\"odinger equation (FTSE) in quantum mechanics by analogy with the fractional diffusion…

Quantum Physics · Physics 2015-05-30 Alexander Iomin

In this review, we present some fundamental classical and quantum phenomena in view of time fractional formalism. Time fractional formalism is a very useful tool in describing systems with memory and delay. We hope that this study can…

General Physics · Physics 2012-03-27 Hosein Nasrolahpour

Fundamental rules and definitions of Fractional Differintegrals are outlined. Factorizing 1-D and 2-D Helmholtz equations four fractional eigenfunctions are determined. The functions exhibit incident and reflected plane waves as well as…

Optics · Physics 2007-05-23 A. J. Turski , B. Atamaniuk , E. Turska

We begin with a treatment of the Caputo time-fractional diffusion equation, by using the Laplace transform, to obtain a Volterra intego-differential equation where we may examine the weakly singular nature of this convolution…

Numerical Analysis · Mathematics 2020-01-27 Wesley Davis , Richard Noren , Ke Shi

We study a Caputo time fractional degenerate diffusion equation which we prove to be equivalent to the fractional parabolic obstacle problem, showing that its solution evolves for any $\alpha\in(0,1)$ to the same stationary state, the…

Analysis of PDEs · Mathematics 2020-12-23 Carlo Alberini , Raffaela Capitanelli , Mirko D'Ovidio , Stefano Finzi Vita

As a generalization of integer-order calculus, fractional calculus has seen tremendous applications in the past few years especially in the description of anomalous viscoelastic properties, transport processes in complex media as well as in…

Applied Physics · Physics 2025-02-06 Anis Allagui , Ahmed S. Elwakil

Fractional, anomalous diffusion in space-periodic potentials is investigated. The analytical solution for the effective, fractional diffusion coefficient in an arbitrary periodic potential is obtained in closed form in terms of two…

Statistical Mechanics · Physics 2021-02-02 E. Heinsalu , M. Patriarca , I. Goychuk , P. Hanggi

An adaptive finite difference scheme for variable-order fractional-time subdiffusion equations in the Caputo form is studied. The fractional time derivative is discretized by the L1 procedure but using nonhomogeneous timesteps. The size of…

Numerical Analysis · Mathematics 2024-09-20 Joaquín Quintana-Murillo , Santos Bravo Yuste

Necessary and sufficient stability and instability conditions are obtained for multi-term homogeneous linear fractional differential equations with three Caputo derivatives and constant coefficients. In both cases,…

Analysis of PDEs · Mathematics 2020-11-03 Oana Brandibur , Eva Kaslik

In this paper we construct approximations for the Caputo derivative of order $1-\alpha,2-\alpha,2$ and $3-\alpha$. The approximations have weights $0.5\left((k+1)^{-\alpha}-(k-1)^{-\alpha}\right)/\Gamma(1-\alpha)$ and…

Numerical Analysis · Mathematics 2016-05-24 Yuri Dimitrov

In this work I consider the abstract Cauchy problems with Caputo fractional time derivative of order $\alpha\in(0,1]$, and discuss the continuity of the respective solutions regarding the parameter $\alpha$. I also present a study about the…

Analysis of PDEs · Mathematics 2021-07-28 Paulo M. Carvalho-Neto

We consider resonant dynamics in a dilute atomic gas falling under gravity through a periodically pulsed standing-wave laser field. Our numerical calculations are based on a Monte Carlo method for an incoherent mixture of noninteracting…

Atomic Physics · Physics 2009-05-07 M. Saunders , P. L. Halkyard , S. A. Gardiner , K. J. Challis

Problems of calculus of variations with variable endpoints cannot be solved without transversality conditions. Here, we establish such type of conditions for fractional variational problems with the Caputo derivative. We consider: the…

Optimization and Control · Mathematics 2015-06-05 Ricardo Almeida , Agnieszka B. Malinowska

In physics, phenomena of diffusion and wave propagation have great relevance; these physical processes are governed in the simplest cases by partial differential equations of order 1 and 2 in time, respectively. By replacing the time…

General Mathematics · Mathematics 2019-12-10 Armando Consiglio , Francesco Mainardi

We study a model that intermediates among the wave, heat, and transport equations. The approach considers the propagation of initial disturbances in a one-dimensional medium that can vibrate. The medium is nonlinear in such a form that…

Mathematical Physics · Physics 2019-05-15 Fernando Olivar-Romero , Oscar Rosas-Ortiz

Fractional calculus has been used to describe physical systems with complexity. Here, we show that a fractional calculus approach can restore or include complexity in any physical systems that can be described by partial differential…

Mesoscale and Nanoscale Physics · Physics 2024-08-06 Kyle Rockwell , Ezio Iacocca

An initial-boundary value problem with a Caputo time derivative of fractional order $\alpha\in(0,1)$ is considered, solutions of which typically exhibit a singular behaviour at an initial time. For this problem, we give a simple framework…

Numerical Analysis · Mathematics 2018-10-24 Natalia Kopteva