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Over the last two decades, anomalous diffusion processes in which the mean squares variance grows slower or faster than that in a Gaussian process have found many applications. At a macroscopic level, these processes are adequately…

Numerical Analysis · Mathematics 2015-06-23 Bangti Jin , William Rundell

The time-fractional diffusion-wave equation is revisited, where the time derivative is of order $2 \nu$ and $0 < \nu \le 1$. The behaviour of the equation is "diffusion-like" (respectively, "wave-like") when $0 < \nu \le \frac{1}{2}$…

Analysis of PDEs · Mathematics 2021-10-25 Marianito R. Rodrigo

In this paper, we deal with the inverse source problem of determining a source in a time fractional diffusion equation where data are given at a fixed time. This problem is ill-posed, i.e., the solution does not depend continuously on the…

Probability · Mathematics 2016-11-29 Tuan Nguyen Huy , Erkan Nane

The fractional Poisson process is a renewal process with Mittag-Leffler waiting times. Its distributions solve a time-fractional analogue of the Kolmogorov forward equation for a Poisson process. This paper shows that a traditional Poisson…

Probability · Mathematics 2011-10-14 Mark M. Meerschaert , Erkan Nane , P. Vellaisamy

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

We study boundary regularity for the inhomogeneous Dirichlet problem for $2s$-stable operators in generalized H\"older spaces. Moreover, we provide explicit counterexamples that showcase the sharpness of our results. Our approach directly…

Analysis of PDEs · Mathematics 2025-10-02 Florian Grube

In this paper, we propose a novel numerical scheme for solving time-fractional reaction-diffusion problems with Robin boundary conditions, where the time derivative is in the Caputo sense of order $\alpha\in(0,1)$. The existence and…

Numerical Analysis · Mathematics 2025-09-23 Qian Luo , Aiguo Xiao , Xiaoqiang Yan , Jingmin Xia

This paper is devoted to the investigation of the backward problem for a multi-term time-fractional diffusion equation. Backward problems for fractional diffusion equations are typically studied using regularization methods due to their…

Analysis of PDEs · Mathematics 2026-04-13 Ravshan Ashurov , Damir Shamuratov

The aim of this paper is to develop fast second-order accurate difference schemes for solving one- and two-dimensional time distributed-order and Riesz space fractional diffusion equations. We adopt the same measures for one- and…

Numerical Analysis · Mathematics 2019-07-12 Huan-Yan Jian , Ting-Zhu Huang , Xi-Le Zhao , Yong-Liang Zhao

A fractional diffusion equation based on Riemann-Liouville fractional derivatives is solved exactly. The initial values are given as fractional integrals. The solution is obtained in terms of $H$-functions. It differs from the known…

Statistical Mechanics · Physics 2007-05-23 R. Hilfer

In this work, we introduce a novel variational framework for the study of the unsteady Stokes equations in a bounded open Lipschitz domain in R^n, involving a Caputo fractional derivative in time. The nonlocal nature of the fractional…

Analysis of PDEs · Mathematics 2025-11-19 Juan Carlos Oyola Ballesteros , Paulo M. Carvalho-Neto

In this paper we investigate the following fractional order in time Cauchy problem \begin{equation*} \begin{cases} \mathbb{D}_{t}^{\alpha }u(t)+Au(t)=f(u(t)), & 1<\alpha <2, u(0)=u_{0},\,\,\,u^{\prime }(0)=u_{1}. & \end{cases}%…

Analysis of PDEs · Mathematics 2018-08-08 Edgardo Alvarez , Ciprian Gal , Valentin Keyantuo , Mahamadi Warma

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

This paper presents the first analysis of a space--time hybridizable discontinuous Galerkin method for the advection--diffusion problem on time-dependent domains. The analysis is based on non-standard local trace and inverse inequalities…

Numerical Analysis · Mathematics 2023-07-06 Keegan L. A. Kirk , Tamas L. Horvath , Aycil Cesmelioglu , Sander Rhebergen

We discuss the identification of a time-dependent potential in a time-fractional diffusion model from a boundary measurement taken at a single point. Theoretically, we establish a conditional Lipschitz stability for this inverse problem.…

Numerical Analysis · Mathematics 2024-07-23 Siyu Cen , Kwancheol Shin , Zhi Zhou

After reviewing the problematic behavior of some previously suggested finite interval spatial operators of the symmetric Riesz type, we create a wish list leading toward a new spatial operator suitable to use in the space-time fractional…

Fluid Dynamics · Physics 2015-05-14 P. P. Valkó , X. H. Zhang

We identify the stochastic processes associated with one-sided fractional partial differential equations on a bounded domain with various boundary conditions. This is essential for modelling using spatial fractional derivatives. We show…

Analysis of PDEs · Mathematics 2017-12-15 Boris Baeumer , Mihály Kovács , Harish Sankaranarayanan

An inverse problem to determine a space-dependent factor in a semilinear time-fractional diffusion equation is considered. Additional data are given in the form of an integral with the Borel measure over the time. Uniqueness of the solution…

Analysis of PDEs · Mathematics 2016-09-14 Jaan Janno , Kairi Kasemets

We prove that the solution of certain linear stochastic differential equations in Hilbert spaces, namely those with bounded operators as well as the conservative stochastic Schr\"odinger equations, can be obtained - along the lines of the…

Probability · Mathematics 2010-08-17 Günter Hinrichs

We consider the initial/boundary value problem for a diffusion equation involving multiple time-fractional derivatives on a bounded convex polyhedral domain. We analyze a space semidiscrete scheme based on the standard Galerkin finite…

Numerical Analysis · Mathematics 2015-06-18 Bangti Jin , Raytcho Lazarov , Yikan Liu , Zhi Zhou
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