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Deriving evolution equations accounting for both anomalous diffusion and reactions is notoriously difficult, even in the simplest cases. In contrast to normal diffusion, reaction kinetics cannot be incorporated into evolution equations…

Statistical Mechanics · Physics 2020-10-23 Sean D Lawley

This paper investigates an inverse source problem for a multi-term time-fractional diffusion equation with Caputo derivatives. The source term is separable as \(f(x)g(t)\), with the unknown spatial component \(f(x)\) reconstructed from an…

Analysis of PDEs · Mathematics 2026-03-03 Ravshan Ashurov , Damir Shamuratov

We study solution techniques for parabolic equations with fractional diffusion and Caputo fractional time derivative, the latter being discretized and analyzed in a general Hilbert space setting. The spatial fractional diffusion is realized…

Numerical Analysis · Mathematics 2015-03-05 Ricardo H. Nochetto , Enrique Otarola , Abner J. Salgado

An implicit finite difference method with non-uniform timesteps for solving the fractional diffusion equation in the Caputo form is proposed. The method allows one to build adaptive methods where the size of the timesteps is adjusted to the…

Numerical Analysis · Mathematics 2024-06-28 Santos B. Yuste , Joaquín Quintana-Murillo

This paper develops strong solutions and stochastic solutions for the tempered fractional diffusion equation on bounded domains. First the eigenvalue problem for tempered fractional derivatives is solved. Then a separation of variables, and…

Probability · Mathematics 2016-11-29 Erkan Nane , Mark M. Meerschaert , Palaniappan Vellaisamy

We discuss diffusion properties of a dynamical system, which is characterised by long-tail distributions and finite correlations. The particle velocity has the stable L\'evy distribution; it is assumed as a jumping process (the kangaroo…

Statistical Mechanics · Physics 2011-06-21 Tomasz Srokowski

Integer-order differential operators were originally used to describe local and isotropic effects, in both space and time. However, in fields like biology, the modelling of complex phenomena with spatial heterogeneity necessitates more…

Dynamical Systems · Mathematics 2025-03-18 Cypres Verbeeck , Nikolaos Sfakianakis

We give a probabilistic numerical method for solving a partial differential equation with fractional diffusion and nonlinear drift. The probabilistic interpretation of this equation uses a system of particles driven by L\'evy alpha-stable…

Probability · Mathematics 2010-07-26 Benjamin Jourdain , Raphaël Roux

We present two observations related to theapplication of linear (LFE) and nonlinear fractional equations (NFE). First, we give the comparison and estimates of the role of the fractional derivative term to the normal diffusion term in a LFE.…

Chaotic Dynamics · Physics 2009-11-07 H. Weitzner , G. M. Zaslavsky

This study unveils the time-space transforms underlying anomalous diffusion process. Based on this finding, we present the two hypotheses concerning the effect of fractal time-space fabric on physical behaviors and accordingly derive…

Mathematical Physics · Physics 2015-06-26 W Chen

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

We consider boundary value problems with Riemann-Liouville fractional derivatives of order $s\in (1, 2)$ with non-constant diffusion and reaction coefficients. A variational formulation is derived and analyzed leading to the well-posedness…

Numerical Analysis · Mathematics 2025-09-03 Ruben Aylwin , Göksu Oruc , Karsten Urban

Anomalous transport is usually described either by models of continuous time random walks (CTRW) or, otherwise by fractional Fokker-Planck equations (FFPE). The asymptotic relation between properly scaled CTRW and fractional diffusion…

Statistical Mechanics · Physics 2010-12-09 Bartlomiej Dybiec , Ewa Gudowska-Nowak

Nonlinear and nonlinear evolution equations of the form $u_t=\L u \pm|\nabla u|^q$, where $\L$ is a pseudodifferential operator representing the infinitesimal generator of a L\'evy stochastic process, have been derived as models for growing…

Analysis of PDEs · Mathematics 2007-05-23 Grzegorz Karch , Wojbor A. Woyczynski

Fractional Dzherbashian-Nersesian operator is considered and three famous fractional order derivatives namely Riemann-Liouville, Caputo and Hilfer derivatives are shown to be special cases of the earlier one. The expression for Laplace…

Analysis of PDEs · Mathematics 2021-11-09 Anwar Ahmad , Muhammad Ali , Salman A. Malik

An adaptive finite difference scheme for variable-order fractional-time subdiffusion equations in the Caputo form is studied. The fractional time derivative is discretized by the L1 procedure but using nonhomogeneous timesteps. The size of…

Numerical Analysis · Mathematics 2024-09-20 Joaquín Quintana-Murillo , Santos Bravo Yuste

Fractional partial differential equations (FDEs) are used to describe phenomena that involve a "non-local" or "long-range" interaction of some kind. Accurate and practical numerical approximation of their solutions is challenging due to the…

Numerical Analysis · Mathematics 2019-07-18 Justin Crum , Joshua A. Levine , Andrew Gillette

Fractional differential equations (FDEs) are an extension of the theory of fractional calculus. However, due to the difficulty in finding analytical solutions, there have not been extensive applications of FDEs until recent decades. With…

Numerical Analysis · Mathematics 2020-07-20 Nirupama Bhattacharya , Gabriel A. Silva

It is argued that the evolution of complex phenomena ought to be described by fractional, differential, stochastic equations whose solutions have scaling properties and are therefore random, fractal functions. To support this argument we…

chao-dyn · Physics 2015-06-24 Andrea Rocco , Bruce J. West

We provide explicit representations of Green's functions for general linear fractional differential operators with {\it variable coefficients} and Riemann-Liouvilles derivatives. We assume that all their coefficients are continuous in $[0,…

Mathematical Physics · Physics 2013-09-05 Myong-Ha Kim , Hyong-Chol O
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