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We investigate evolution equations for anomalous diffusion employing fractional derivatives in space and time. Linkage between the space-time variables leads to a new type of fractional derivative operator. Fractional diffusion equations…

Mathematical Physics · Physics 2007-05-23 Andrzej J. Turski , Barbara Atamaniuk , Ewa Turska

Fractional Fokker-Planck equation plays an important role in describing anomalous dynamics. To the best of our knowledge, the existing discussions mainly focus on this kind of equation involving one diffusion operator. In this paper, we…

Numerical Analysis · Mathematics 2021-09-08 Jing Sun , Weihua Deng , Daxin Nie

The linearization principle states that the stability (or instability) of solutions to a suitable linearization of a nonlinear problem implies the stability (or instability) of solutions to the original nonlinear problem. In this work, we…

Analysis of PDEs · Mathematics 2025-07-04 Sofwah Ahmad , Szymon Cygan , Grzegorz Karch

In this work, we explore a time-fractional diffusion equation of order $\alpha \in (0,1)$ with a stochastic diffusivity parameter. We focus on efficient estimation of the expected values (considered as an infinite dimensional integral on…

Numerical Analysis · Mathematics 2024-09-04 Josef Dick , Hecong Gao , William McLean , Kassem Mustapha

The necessity of a Maximum Principle arises naturally when one is interested in the study of qualitative properties of solutions to partial differential equations. In general, to ensure the validity of these kind of principles one has to…

Analysis of PDEs · Mathematics 2023-10-04 Andrea Bisterzo

The time fractional diffusion equation is obtained from the standard diffusion equation by replacing the first-order time derivative with a fractional derivative of order $\beta \in (0,1)$. The fundamental solution for the Cauchy problem is…

Mathematical Physics · Physics 2008-05-27 Francesco Mainardi , Gianni Pagnini , Rudolf Gorenflo

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 paper, we investigate the computational complexity of solutions to the Laplace and the diffusion equation. We show that for a certain class of initial-boundary value problems of the Laplace and the diffusion equation, the solution…

Computational Complexity · Computer Science 2023-09-13 Aras Bacho , Holger Boche , Gitta Kutyniok

In this article we study inverse source problems for time-fractional diffusion equations from \textit{a posteriori} boundary measurement. Using the memory effect of these class of equations, we solve these inverse problems for several class…

Analysis of PDEs · Mathematics 2022-07-15 Jaan Janno , Yavar Kian

This work examines a class of switching jump diffusion processes. The main effort is devoted to proving the maximum principle and obtaining the Harnack inequalities. Compared with the diffusions and switching diffusions, the associated…

Probability · Mathematics 2018-10-02 Xiaoshan Chen , Zhen-Qing Chen , Ky Tran , George Yin

The fundamental solution of the fractional diffusion equation of distributed order in time (usually adopted for modelling sub-diffusion processes) is obtained based on its Mellin-Barnes integral representation. Such solution is proved to be…

Mathematical Physics · Physics 2008-05-18 Francesco Mainardi , Gianni Pagnini

This paper presents an efficient and concise double fast algorithm to solve high dimensional time-space fractional diffusion problems with spectral fractional Laplacian. We first establish semi-discrete scheme of time-space fractional…

Numerical Analysis · Mathematics 2024-04-16 Yi Yang , Jin Huang

In this paper the necessary conditions of optimality in the form of maximum principle are derived for a very general class of variational problems. This class includes problems with any optimization criteria and constraints that can be…

Optimization and Control · Mathematics 2009-11-30 Anatoly Tsirlin

In this article, the piecewise-linear finite element method (FEM) is applied to approximate the solution of time-fractional diffusion equations on bounded convex domains. Standard energy arguments do not provide satisfactory results for…

Numerical Analysis · Mathematics 2018-11-06 Samir Karaa , Kassem Mustapha , Amiya K. Pani

The study of fractional order differential operators is receiving renewed attention in many scientific fields. In order to accommodate researchers doing work in these areas, there is a need for highly scalable numerical methods for solving…

Distributed, Parallel, and Cluster Computing · Computer Science 2019-11-28 Max Carlson , Robert M. Kirby , Hari Sundar

In this note we give three counter-examples which show that the Maximum Principle generally fails for classical solutions of a system and a single equation related to the $\infty$-Laplacian. The first is the tangential part of the…

Analysis of PDEs · Mathematics 2015-07-14 Nikos Katzourakis , Juan Manfredi

The main objective of this paper is analysis of the initial-boundary value problems for the linear time-fractional diffusion equations with a uniformly elliptic spatial differential operator of the second order and the Caputo type…

Analysis of PDEs · Mathematics 2023-04-18 Yuri Luchko , Masahiro Yamamoto

We consider an evolution equation whose time-diffusion is of fractional type and we provide decay estimates in time for the $L^s$-norm of the solutions in a bounded domain. The spatial operator that we take into account is very general and…

Analysis of PDEs · Mathematics 2018-08-24 Serena Dipierro , Enrico Valdinoci , Vincenzo Vespri

We consider a bilinear optimal control for an evolution equation involving the fractional Laplace operator of order $0<s<1$. We first give some existence and uniqueness results for the considered evolution equation. Next, we establish some…

Optimization and Control · Mathematics 2024-11-26 Gisèle Mophou , Cyrille Kenne , Mahamadi Warma

The ubiquity of semilinear parabolic equations has been illustrated in their numerous applications ranging from physics, biology, to materials and social sciences. In this paper, we consider a practically desirable property for a class of…

Numerical Analysis · Mathematics 2020-05-26 Qiang Du , Lili Ju , Xiao Li , Zhonghua Qiao
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