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This paper provides well-posedness results and stochastic representations for the solutions to equations involving both the right- and the left-sided generalized operators of Caputo type. As a special case, these results show the interplay…

Probability · Mathematics 2017-01-19 Ma. Elena Hernández-Hernández , Vassili N. Kolokoltsov

In this note we analyse the propagation of a small density perturbation in a one-dimensional compressible fluid by means of fractional calculus modelling, replacing thus the ordinary time derivative with the Caputo fractional derivative in…

Analysis of PDEs · Mathematics 2014-03-06 Roberto Garra , Federico Polito

This paper is concerned with the connection between the properties of dielectric relaxation and ac (alternating-current) conduction in disordered dielectrics. The discussion is divided between the classical linear-response theory and a…

Disordered Systems and Neural Networks · Physics 2009-11-13 Alexander V. Milovanov , Jens Juul Rasmussen , Kristoffer Rypdal

The Caputo time-derivative is usually defined pointwise for well-behaved functions, say, for continuously differentiable functions. Accordingly, in the theory of the partial fractional differential equations with the Caputo derivatives, the…

Analysis of PDEs · Mathematics 2014-11-27 Rudolf Gorenflo , Yuri Luchko , Masahiro Yamamoto

We consider a class of numerical approximations to the Caputo fractional derivative. Our assumptions permit the use of nonuniform time steps, such as is appropriate for accurately resolving the behavior of a solution whose derivatives are…

Numerical Analysis · Mathematics 2020-12-23 Hong-lin Liao , William McLean , Jiwei Zhang

Stretched-exponential relaxation is a widely observed phenomenon found in ordered ferromagnets as well as glassy systems. One modeling approach connects this behavior to a droplet dynamics described by an effective Langevin equation for the…

Statistical Mechanics · Physics 2024-02-21 Lucianno Defaveri , Eli Barkai , David A. Kessler

We attempt to give a bird's eye view of the physical mechanisms leading to anomalous relaxation, and the relation of this phenomenon with anomalous diffusion and transport. Whereas in some cases these two notions are indeed deeply related,…

Disordered Systems and Neural Networks · Physics 2007-05-23 Jean-Philippe Bouchaud

The Fractional Diffusion Equation (FDE) is a mathematical model that describes anomalous transport phenomena characterized by non-local and long-range dependencies which deviate from the traditional behavior of diffusion. Solving this…

Numerical Analysis · Mathematics 2023-11-14 Mohammad Partohaghighi , Emmanuel Asante-Asamani , Olaniyi S. Iyiola

This paper presents an extended version of the article [Franz, S., Kopteva, N.: J. Differential Equations, 252 (2012)]. The main improvement compared to the latter is in that here we additionally estimate the mixed second-order derivative…

Analysis of PDEs · Mathematics 2022-12-23 Sebastian Franz , Natalia Kopteva

We present and develop different approaches to study the asymptotic behavior of the distribution functions in the odd continued fractions case. Firstly, by considering the transition operator of the Markov chain associated with these…

Number Theory · Mathematics 2022-08-16 Gabriela Ileana Sebe , Dan Lascu

This paper derives physically meaningful boundary conditions for fractional diffusion equations, using a mass balance approach. Numerical solutions are presented, and theoretical properties are reviewed, including well-posedness and steady…

Analysis of PDEs · Mathematics 2017-06-27 Boris Baeumer , Mihály Kovács , Mark M. Meerschaert , Harish Sankaranarayanan

This paper is concerned with the fractional evolution equation with a discrete distribution of Caputo time-derivatives such that the largest and the smallest orders, $\alpha$ and $\alpha_m$, satisfy the conditions $1<\alpha\le 2$ and…

Analysis of PDEs · Mathematics 2018-01-11 Emilia Bazhlekova , Ivan Bazhlekov

This paper is concerned with the investigation of the controllability and observability of Caputo fractional differential linear systems of any real order {\alpha} . Expressions for the expansions of the evolution operators in powers of the…

Dynamical Systems · Mathematics 2010-10-04 M. De La Sen

Anomalous diffusion and L\'evy flights, which are characterized by the occurrence of random discrete jumps of all scales, have been observed in a plethora of natural and engineered systems, ranging from the motion of molecules to climate…

Dynamical Systems · Mathematics 2023-09-04 Chunxi Jiao , Georg A. Gottwald

We study diffusion-type equations supported on structures that are randomly varying in time. After settling the issue of well-posedness, we focus on the asymptotic behavior of solutions: our main result gives sufficient conditions for…

Dynamical Systems · Mathematics 2020-04-28 Stefano Bonaccorsi , Francesca Cottini , Delio Mugnolo

Anomalous diffusion is a phenomenon that cannot be modeled accurately by second-order diffusion equations, but is better described by fractional diffusion models. The nonlocal nature of the fractional diffusion operators makes substantially…

Numerical Analysis · Mathematics 2018-03-08 K. Mustapha , K. Furati , O. M. Knio , O. Le Maitre

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

In this paper, we provide a result of exponential stability for several dissipative linear kinetic equations with heavy-tailed equilibria. The approach, inspired by the so-called $L^2$-hypocoercivity method, is robust enough to provide…

Analysis of PDEs · Mathematics 2025-12-24 Maxime Herda , Marc Pegon , Isabelle Tristani

There are many materials whose dielectric properties are described by a stretched exponential, the so-called Kohlrausch-Williams-Watts (KWW) relaxation function. Its physical origin and statistical-mechanical foundation have been a matter…

Materials Science · Physics 2009-11-13 Alexander V. Milovanov , Jens Juul Rasmussen , Kristoffer Rypdal

We present results of the numerical simulations and the scaling characteristics of one-dimensional random fluctuations with heavy tailed probability distribution functions. Assuming that the distribution function of the random fluctuations…

Statistical Mechanics · Physics 2017-08-16 Mohsen Ghasemi Nezhadhaghighi