Related papers: A Note on Fractional Evolutionary Equations
The Fokker-Planck equation is considered, which is connected to the birth and death process with immigration by the Poisson transform. The fractional derivative in time variable is introduced into the Fokker-Planck equation. From its…
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…
In this paper we discuss fractional generalizations of the filtering problem. The "fractional" nature comes from time-changed state or observation processes, basic ingredients of the filtering problem. The mathematical feature of the…
The work considers a system of fractional order partial differential equations. The existence and uniqueness theorems for the classical solution of initial-boundary value problems are proved in two cases: 1) the right-hand side of the…
The Fokker-Planck equation has been very useful for studying dynamic behavior of stochastic differential equations driven by Gaussian noises. However, there are both theoretical and empirical reasons to consider similar equations driven by…
We review models of biological evolution in which the population frequency changes deterministically with time. If the population is self-replicating, although the equations for simple prototypes can be linearised, nonlinear equations arise…
This paper is concerned with analyzing a class of fractional calculus of variations problems and their associated Euler-Lagrange (fractional differential) equations. Unlike the existing fractional calculus of variations which is based on…
Fokker-Planck equations (forward Kolmogorov equations) evolve probability densities in time from an initial condition. For distributions over the real line, these evolution equations can sometimes be transformed into dynamics over the…
In this paper, we are interested in the study of a problem with fractional derivatives having boundary conditions of integral types. The problem represents a Caputo type advection-diffusion equation where the fractional order derivative…
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…
Fractional derivative in time variable is introduced into the Fokker-Planck equation of a population growth model. It's solution, the KNO scaling function, is transformed into the generating function for the multiplicity distribution.…
The Fokker-Planck equation has been very useful for studying dynamic behavior of stochastic differential equations driven by Gaussian noises. In this paper, we derive a Fractional Fokker--Planck equation for the probability distribution of…
Stochastic differential equations play an important role in various applications when modeling systems that have either random perturbations or chaotic dynamics at faster time scales. The time evolution of the probability distribution of a…
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…
We introduce a discrete-time fractional calculus of variations on the time scale $h\mathbb{Z}$, $h > 0$. First and second order necessary optimality conditions are established. Examples illustrating the use of the new Euler-Lagrange and…
This paper presents a better approach to model an engineering problem in fractal-time space based on local fractional calculus. Some examples are given to elucidate to establish governing equations with local fractional derivative.
We review the recent generalized fractional calculus of variations. We consider variational problems containing generalized fractional integrals and derivatives and study them using indirect methods. In particular, we provide necessary…
In this paper Fokker-Planck-Kolmogorov type equations associated with stochastic differential equations driven by a time-changed fractional Brownian motion are derived. Two equivalent forms are suggested. The time-change process considered…
This paper introduces fractional type evolutionary equations modeling the interaction between short waves and long waves. We consider a fractional Benney type system, which is given by a fractional Schr\"odinger equation coupled with a…
We propose a probabilistic construction for the solution of a general class of fractional high order heat-type equations in the one-dimensional case, by using a sequence of random walks in the complex plane with a suitable scaling. A time…