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We adopt a procedure of operational-umbral type to solve the $(1+1)$-dimensional fractional Fokker-Planck equation in which time fractional derivative of order $\alpha$ ($0 < \alpha < 1$) is in the Riemann-Liouville sense. The technique we…

Mathematical Physics · Physics 2018-02-27 K. Górska , A. Lattanzi , G. Dattoli

In this paper, based on Newton interpolation we have proposed a numerical scheme of predictor-corrector type in order to solve fractional differential equations with the fractional derivative involving the Mittag-Leffler function. We have…

Numerical Analysis · Mathematics 2025-11-05 Sami Aljhani

We aim to prove a unique solvability of an initial-boundary value problem (IBVP) for a time-fractional wave equation in a rectangular domain. We exploit the spectral expansion method as the main tool and used the solution to Cauchy problems…

Analysis of PDEs · Mathematics 2026-05-26 Erkinjon Karimov , Nasser Al-Salti , Muna Al-Ghabsi

In this paper we propose an algorithm for the numerical solution of arbitrary differential equations of fractional order. The algorithm is obtained by using the following decomposition of the differential equation into a system of…

Numerical Analysis · Mathematics 2025-10-20 Leszczynski Jacek , Ciesielski Mariusz

The exponential trapezoidal rule is proposed and analyzed for the numerical integration of semilinear integro-differential equations. Although the method is implicit, the numerical solution is easily obtained by standard fixed-point…

Numerical Analysis · Mathematics 2024-03-12 Alexander Ostermann , Nasrin Vaisi

This paper deals with the solution of unified fractional reaction-diffusion systems. The results are obtained in compact and elegant forms in terms of Mittag-Leffler functions and generalized Mittag-Leffler functions, which are suitable for…

Classical Analysis and ODEs · Mathematics 2014-09-11 R. K. Saxena , A. M. Mathai , H. J. Haubold

In this work at first the relation the Mittag-Lefler function to the exponential is given. The results are applied to the construction of the solution of Cauchy problem for ordinary linear operator differential equations with constant…

Dynamical Systems · Mathematics 2018-04-10 Fikret A. Aliev , N. A. Aliev , N. A. Safarova. , K. G. Gasimova

Main results and techniques of the fractional calculus of variations are surveyed. We consider variational problems containing Caputo derivatives and study them using both indirect and direct methods. In particular, we provide necessary…

Optimization and Control · Mathematics 2018-11-12 Ricardo Almeida , Delfim F. M. Torres

While it is known that one can consider the Cauchy problem for evolution equations with Caputo derivatives, the situation for the initial value problems for the Riemann-Liouville derivatives is less understood. In this paper we propose new…

Analysis of PDEs · Mathematics 2022-06-28 Erkinjon Karimov , Michael Ruzhansky , Niyaz Tokmagambetov

Linear differential equations with variable coefficients and Prabhakar-type operators featuring Mittag-Leffler kernels are solved. In each case, the unique solution is constructed explicitly as a convergent infinite series involving…

Classical Analysis and ODEs · Mathematics 2022-05-27 Arran Fernandez , Joel E. Restrepo , Durvudkhan Suragan

Solution of fractional differential equations is an emerging area of present day research because such equations arise in various applied fields. In this paper we have developed analytical method to solve the system of fractional…

Classical Analysis and ODEs · Mathematics 2016-03-14 Uttam Ghosh , Susmita Sarkar , Shantanu Das

A new iterative technique is presented for solving of initial value problem for certain classes of multidimensional linear and nonlinear partial differential equations. Proposed iterative scheme does not require any discretization,…

Numerical Analysis · Mathematics 2016-02-23 Josef Rebenda , Zdeněk Šmarda

A finite difference numerical method is investigated for fractional order diffusion problems in one space dimension. For this, a mathematical model is developed to incorporate homogeneous Dirichlet and Neumann type boundary conditions. The…

Numerical Analysis · Mathematics 2014-11-07 Béla J. Szekeres , Ferenc Izsák

The subject of this paper is to derive the solution of generalized fractional kinetic equations. The results are obtained in a compact form containing the Mittag-Leffler function, which naturally occurs whenever one is dealing with…

Classical Analysis and ODEs · Mathematics 2009-11-07 R. K. Saxena , A. M. Mathai , H. J. Haubold

The Cauchy problem for fractional derivatives linear systems of ordinary differential equations with constant coefficients is considered, where at first the analytic expressions are given through the matrix exponent of its corresponding…

Dynamical Systems · Mathematics 2018-05-18 Fikret A. Aliev , N. A. Aliev , N. A. Safarova , K. G. Kasimova , N. I Velieva

In this note we show how a initial value problem for a relaxation process governed by a differential equation of non-integer order with a constant coefficient may be equivalent to that of a differential equation of the first order with a…

Classical Analysis and ODEs · Mathematics 2018-02-15 Francesco Mainardi

The Riccati equations reducible to first-order linear equations by an appropriate change the dependent variable are singled out. All these equations are integrable by quadrature. A wide class of linear ordinary differential equations…

Classical Analysis and ODEs · Mathematics 2011-08-02 Nail H. Ibragimov

In this paper we give an explicit solution of Dzherbashyan-Caputo-fractional Cauchy problems related to equations with derivatives of order $\nu k$, for $k$ non-negative integer and $\nu>0$. The solution is obtained by connecting the…

Probability · Mathematics 2023-09-12 Fabrizio Cinque , Enzo Orsingher

Some mathematical models of applied problems lead to the need of solving boundary value problems with a fractional power of an elliptic operator. In a number of works, approximations of such a nonlocal operator are constructed on the basis…

Numerical Analysis · Computer Science 2019-05-28 Petr N. Vabishchevich

The method of characteristics has played a very important role in mathematical physics. Preciously, it was used to solve the initial value problem for partial differential equations of first order. In this paper, we propose a fractional…

Mathematical Physics · Physics 2010-07-13 Guo-cheng Wu