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Numerical solutions to fractional differential equations can be extremely computationally intensive due to the effect of non-local derivatives in which all previous time points contribute to the current iteration. In finite difference…

Mathematical Physics · Physics 2010-04-30 Brian P. Sprouse , Christopher L. MacDonald , Gabriel A. Silva

We introduce fractional flat space, described by a continuous geometry with constant non-integer Hausdorff and spectral dimensions. This is the analogue of Euclidean space, but with anomalous scaling and diffusion properties. The basic tool…

High Energy Physics - Theory · Physics 2013-01-22 Gianluca Calcagni

This is the paper "Niels Henrik Abel and the birth of fractional calculus", Podlubny, I., Magin, R. L., Trymorush I., Fractional Calculus and Applied Analysis, vol.20, no.5, pp.1068-1075, 2017 (https://doi.org/10.1515/fca-2017-0057) with…

History and Overview · Mathematics 2018-02-20 I. Podlubny , R. L. Magin , I. Trymorush

The fractional q-calculus is the q-extension of the ordinary fractional calculus and dates back to early 20-th century. The theory of q-calculus operators are used in various areas of science such as ordinary fractional calculus, optimal…

Complex Variables · Mathematics 2018-06-25 Jay M. Jahangiri

Records of the traded value f_i(t) of stocks display fluctuation scaling, a proportionality between the standard deviation sigma(i) and the average <f(i)>: sigma(i) ~ f(i)^alpha, with a strong time scale dependence alpha(dt). The…

Physics and Society · Physics 2008-12-02 Zoltan Eisler , Janos Kertesz

In this work, we establish the maximal $\ell^p$-regularity for several time stepping schemes for a fractional evolution model, which involves a fractional derivative of order $\alpha\in(0,2)$, $\alpha\neq 1$, in time. These schemes include…

Numerical Analysis · Mathematics 2017-03-30 Bangti Jin , Buyang Li , Zhi Zhou

We study some inverse problems for time-fractional Schr\"odinger equations involving the Caputo derivative of fractional order $\alpha \in (0,1)$. We prove refined uniqueness results from sets of positive Lebesgue measure for various…

Analysis of PDEs · Mathematics 2025-11-13 S. E. Chorfi , F. Et-tahri , L. Maniar , M. Yamamoto

In this work, we give the power series solutions around an ordinary point, in the case of variable coefficients, homogeneous sequential linear conformable fractional differential equations of order 2\alpha. Further, we introduce the…

Classical Analysis and ODEs · Mathematics 2016-02-16 Emrah Ünal , Ahmet Gökdoğan , Ercan Çelik

We prove a necessary optimality condition of Euler-Lagrange type for variational problems on time scales involving nabla derivatives of higher-order. The proof is done using a new and more general fundamental lemma of the calculus of…

Optimization and Control · Mathematics 2009-11-13 Natalia Martins , Delfim F. M. Torres

In mathematical modeling of the non-squared frequency-dependent diffusions, also known as the anomalous diffusions, it is desirable to have a positive real Fourier transform for the time derivative of arbitrary fractional or odd integer…

Computational Engineering, Finance, and Science · Computer Science 2007-05-23 W Chen

This book intends to deepen the study of the fractional calculus, giving special emphasis to variable-order operators. It is organized in two parts, as follows. In the first part, we review the basic concepts of fractional calculus (Chapter…

Optimization and Control · Mathematics 2018-06-19 Ricardo Almeida , Dina Tavares , Delfim F. M. Torres

We obtain two new algorithms for partial fraction decompositions; the first is over algebraically closed fields, and the second is over general fields. These algorithms takes $O(M^2)$ time, where $M$ is the degree of the denominator of the…

Combinatorics · Mathematics 2007-05-23 Guoce Xin

We introduce the notion of structural derivative on time scales. The new operator of differentiation unifies the concepts of fractal and fractional order derivative and is motivated by lack of classical differentiability of some…

Classical Analysis and ODEs · Mathematics 2019-01-23 Benaoumeur Bayour , Delfim F. M. Torres

We introduce more general concepts of Riemann-Liouville fractional integral and derivative on time scales, of a function with respect to another function. Sufficient conditions for existence and uniqueness of solution to an initial value…

Classical Analysis and ODEs · Mathematics 2018-07-24 Kheira Mekhalfi , Delfim F. M. Torres

A new type of an integrable mapping is presented. This map is equipped with fractional difference and possesses an exact solution, which can be regarded as a discrete analogue of the Mittag-Leffler function.

Exactly Solvable and Integrable Systems · Physics 2007-05-23 Atsushi Nagai

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

Fractional diffusion equations replace the integer-order derivatives in space and time by their fractional-order analogues. They are used in physics to model anomalous diffusion. This paper develops strong solutions of space-time fractional…

Probability · Mathematics 2016-12-19 Zhen-Qing Chen , Mark M. Meerschaert , Erkan Nane

We propose a fractional variant of Mellin's transform which may find an application in the Conformal Field Theory. Its advantage is the presence of an arbitrary parameter which may substantially simplify calculations and help adjusting…

Data Analysis, Statistics and Probability · Physics 2015-08-20 R. A. Treumann , W. Baumjohann

In this paper we are interested in multifractional stable processes where the self-similarity index $H$ is a function of time, in other words $H$ becomes time changing, and the stability index $\alpha$ is a constant. Using $\beta$- negative…

Statistics Theory · Mathematics 2017-11-23 Thi To Nhu Dang

For time-fractional parabolic equations with a Caputo time derivative of order $\alpha\in(0,1)$, we give pointwise-in-time a posteriori error bounds in the spatial $L_2$ and $L_\infty$ norms. Hence, an adaptive mesh construction algorithm…

Numerical Analysis · Mathematics 2021-07-06 Natalia Kopteva