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We analyze a nonlocal diffusion operator having as special cases the fractional Laplacian and fractional differential operators that arise in several applications. In our analysis, a nonlocal vector calculus is exploited to define a weak…

Analysis of PDEs · Mathematics 2013-03-28 Marta D'Elia , Max Gunzburger

When considering fractional diffusion equation as model equation in analyzing anomalous diffusion processes, some important parameters in the model, for example, the orders of the fractional derivative or the source term, are often unknown,…

Analysis of PDEs · Mathematics 2019-04-15 Zhiyuan Li , Masahiro Yamamoto

In this article we investigate the solution of the steady-state fractional diffusion equation on a bounded domain in $\real^{1}$. From an analysis of the underlying model problem, we postulate that the fractional diffusion operator in the…

Numerical Analysis · Mathematics 2016-08-02 V. J. Ervin , N. Heuer , J. P. Roop

In this article, we consider the space-time Fractional (nonlocal) diffusion equation $$\partial_t^\beta u(t,x)={\mathtt{L}_D^{\alpha_1,\alpha_2}} u(t,x), \ \ t\geq 0, \ x\in D, $$ where $\partial_t^\beta$ is the Caputo fractional derivative…

Analysis of PDEs · Mathematics 2020-05-19 Ngartelbaye Guerngar , Erkan Nane , Süleyman Ulusoy , Hans Werner Van Wyk

A distributed order fractional diffusion equation is considered. Distributed order derivatives are fractional derivatives that have been integrated over the order of the derivative within a given range. In this paper sub-diffusive cases are…

Mathematical Physics · Physics 2007-05-23 Mark Naber

In this paper, a novel uncertain fractional-orders and parameters' inversion mechanism via the differential evolution algorithms (DE) with a general mathematical model is proposed for non-commensurate and hyper fractional chaotic systems.…

Chaotic Dynamics · Physics 2012-09-10 Fei Gao , Feng-xia Fei , Qian Xu , Yan-fang Deng , Yi-bo Qi

Often computational models are too expensive to be solved in the entire domain of simulation, and a cheaper model would suffice away from the main zone of interest. We present for the concrete example of an evolution problem of advection…

Numerical Analysis · Mathematics 2014-09-15 Martin J. Gander , Laurence Halpern , Véronique Martin

The diffusion system with time-fractional order derivative is of great importance mathematically due to the nonlocal property of the fractional order derivative, which can be applied to model the physical phenomena with memory effects. We…

Analysis of PDEs · Mathematics 2021-03-24 Mengmeng Zhang , Jijun Liu

A class of optimal control problems governed by linear fractional diffusion equation with control constraint is considered. We first establish some results on the existence of strong solution to the state equation and the existence of…

Optimization and Control · Mathematics 2022-11-24 Bui Trong Kien , Bui Ngoc Muoi , Ching-Feng Wen , Jen-Chih Yao

We consider a decision maker who must choose an action in order to maximize a reward function that depends also on an unknown parameter {\Theta}. The decision maker can delay taking the action in order to experiment and gather additional…

Machine Learning · Statistics 2021-06-22 Victor F. Araman , Rene Caldentey

In this study, we develop a stochastic optimal control approach with reinforcement learning structure to learn the unknown parameters appeared in the drift and diffusion terms of the stochastic differential equation. By choosing an…

Optimization and Control · Mathematics 2023-08-22 Shuzhen Yang

In this paper we study the right differentiability of a parametric infimum function over a parametric set defined by equality constraints. We present a new theorem with sufficient conditions for the right differentiability with respect to…

Optimization and Control · Mathematics 2023-06-22 Kevin Sturm

This paper is devoted to describing a linear diffusion problem involving fractional-in-time derivatives and self-adjoint integro-differential space operators posed in bounded domains. One main concern of our paper is to deal with singular…

Analysis of PDEs · Mathematics 2023-04-11 Hardy Chan , Juan Luis Vázquez , David Gómez-Castro

The fractional calculus of variations and fractional optimal control are generalizations of the corresponding classical theories, that allow problem modeling and formulations with arbitrary order derivatives and integrals. Because of the…

Optimization and Control · Mathematics 2013-12-17 Shakoor Pooseh

Anomalous relaxation and diffusion processes have been widely characterized by fractional derivative models, where the definition of the fractional-order derivative remains a historical debate due to the singular memory kernel that…

Statistical Mechanics · Physics 2016-06-17 HongGuang Sun , Xiaoxiao Hao , Yong Zhang , Dumitru Baleanu

We study the regularity of segregated profiles arising from competition - diffusion models, where the diffusion process is of nonlocal type and is driven by the fractional Laplacian of power $s \in (0,1)$. Among others, our results apply to…

Analysis of PDEs · Mathematics 2019-05-14 Giorgio Tortone , Alessandro Zilio

Definitions of fractional derivative of order $\alpha$ ($0 < \alpha \leq 1$) using non-singular kernels have been recently proposed. In this note we show that these definitions cannot be useful in modelling problems with a initial value…

Classical Analysis and ODEs · Mathematics 2020-01-30 Edmundo Capelas de Oliveira , Stefania Jarosz , Jayme Vaz

We study the limiting behavior of solutions to boundary value nonlinear problems involving the fractional Laplacian of order $2s$ when the parameter $s$ tends to zero. In particular, we show that least-energy solutions converge (up to a…

Analysis of PDEs · Mathematics 2022-01-11 Víctor Hernández-Santamaría , Alberto Saldaña

We propose a direct numerical method for the solution of an optimal control problem governed by a two-side space-fractional diffusion equation. The presented method contains two main steps. In the first step, the space variable is…

Optimization and Control · Mathematics 2019-01-29 Mushtaq Salh Ali , Mostafa Shamsi , Hassan Khosravian-Arab , Delfim F. M. Torres , Farid Bozorgnia

In this paper the inverse problem of determining the fractional orders in mixed-type equations is considered. In one part of the domain the considered equation is the subdiffusion equation with a fractional derivative in the sense of…

Analysis of PDEs · Mathematics 2024-06-03 R. R. Ashurov , R. T. Zunnunov