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We develop a fully discrete scheme for time-fractional diffusion equations by using a finite difference method in time and a finite element method in space. The fractional derivatives are used in Caputo sense. Stability and error estimates…

Analysis of PDEs · Mathematics 2019-08-05 Moulay Rchid Sidi Ammi , Ismail Jamiai , Delfim F. M. Torres

We introduce a fractional Bessel process with constant negative drift, defined as a time-changed Bessel process via the inverse of a stable subordinator, independent of the base process. This construction yields a model capable of capturing…

Probability · Mathematics 2025-07-08 Ivan Papić

The L-fractional derivative is defined as a certain normalization of the well-known Caputo derivative, so alternative properties hold: smoothness and finite slope at the origin for the solution, velocity units for the vector field, and a…

Classical Analysis and ODEs · Mathematics 2024-07-16 Marc Jornet

In this paper, a method to solve functionally commutative time- dependent linear homogeneous differential equation is discussed. We apply this technique to solve some dynamical quantum problems.

Quantum Physics · Physics 2016-07-07 Takeo Kamizawa

In this paper, we design a semi-implicit scheme for the scalar time fractional reaction-diffusion equation. We theoretically prove that the numerical scheme is stable without the restriction on the ratio of the time and space stepsizes, and…

Numerical Analysis · Mathematics 2014-01-30 Yanyan Yu , Weihua Deng , Yujiang Wu

In this article we discuss the numerical analysis for the finite difference scheme of the one-dimensional nonlinear wave equations with dynamic boundary conditions. From the viewpoint of the discrete variational derivative method we propose…

Numerical Analysis · Mathematics 2021-12-14 Akihiro Umeda , Yuta Wakasugi , Shuji Yoshikawa

We study fractional variational problems of Herglotz type of variable order. Necessary optimality conditions, described by fractional differential equations depending on a combined Caputo fractional derivative of variable order, are proved.…

Optimization and Control · Mathematics 2017-10-12 Dina Tavares , Ricardo Almeida , Delfim F. M. Torres

Here we consider the following fractional Hamiltonian system \begin{equation*} \begin{cases} \begin{aligned} (-\Delta)^{s} u&=H_v(u,v) \;\;&&\text{in}~\Omega,\\ (-\Delta)^{s} v&=H_u(u,v) &&\text{in}~\Omega,\\ u &= v = 0 &&\text{in} ~…

Analysis of PDEs · Mathematics 2025-08-06 Weimin Zhang

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

We consider the following equations: \begin{equation*} \left\{\begin{array}{ll} (-\triangle)^{\alpha/2}u(x)=f(v(x)), \\ (-\triangle)^{\beta/2}v(x)=g(u(x)), &x \in R^{n},\\ u,v\geq 0, &x \in R^{n}, \end{array} \right. \end{equation*} for…

Analysis of PDEs · Mathematics 2017-03-10 Yan Li , Pei Ma

We present sufficient conditions for the existence of positive solutions for a class of fractional singular boundary value problems in presence of Caputo fractional derivative. Further, the nonlinearity involved has singularity with respect…

Classical Analysis and ODEs · Mathematics 2019-03-05 Naseer Ahmad Asif

This paper deals with the local existence and uniqueness results for the solution of fractional differential equations with Hilfer-Hadamrd fractional derivative. Using Picard's approximations and generalizing the restrictive conditions…

Classical Analysis and ODEs · Mathematics 2017-06-02 D B Dhaigude , Sandeep P Bhairat

This article introduces an iterative method for solving nonsingular non-Hermitian positive semidefinite systems of linear equations. To construct the iteration process, the coefficient matrix is split into two non-Hermitian positive…

Numerical Analysis · Mathematics 2025-03-05 Davod Khojasteh Salkuyeh , Mohsen Masoudi

In this manuscript, we deal with some particular type of homogeneous first order linear systems with variable coefficients, in which we provide qualitative properties of the solution. When the coefficients of the indeterminate functions are…

Classical Analysis and ODEs · Mathematics 2024-10-14 Manuel Gadella , Luis Pedro Lara

We provide conditions under which trajectory outcomes in mechanical systems subject to unilateral constraints depend piecewise-differentiably on initial conditions, even as the sequence of constraint activations and deactivations varies.…

Optimization and Control · Mathematics 2016-10-19 Andrew M. Pace , Samuel A. Burden

In this paper we present numerical methods - finite differences and finite elements - for solution of partial differential equation of fractional order in time for one-dimensional space. This equation describes anomalous diffusion which is…

Mathematical Physics · Physics 2007-05-23 Mariusz Ciesielski , Jacek Leszczynski

Recently, we have proposed a new diffusive representation for fractional derivatives and, based on this representation, suggested an algorithm for their numerical computation. From the construction of the algorithm, it is immediately…

Numerical Analysis · Mathematics 2022-04-12 Kai Diethelm

Numerical solving differential equations with fractional derivatives requires elimination of the singularity which is inherent in the standard definition of fractional derivatives. The method of integration by parts to eliminate this…

Numerical Analysis · Mathematics 2022-01-26 Pavel B. Dubovski , Jeffrey A. Slepoi

We construct meta-intransitive systems of independent random variables of any finite order from basic tuple of random variables which generalize intransitive dice. Under this construction, the equality of some linear functional is…

Probability · Mathematics 2024-05-07 Alexey V. Lebedev

This paper systematically treats the asymptotic behavior of many (linear/nonlinear) classes of higher-order fractional differential equations with multiple terms. To do this, we utilize the characteristics of Caputo fractional…

Dynamical Systems · Mathematics 2024-10-15 H. D. Thai , H. T. Tuan