Related papers: Studies on an inverse source problem for a space-t…
We formulate a new information-theoretic principle--the shifted composition rule--which bounds the divergence (e.g., Kullback-Leibler or R\'enyi) between the laws of two stochastic processes via the introduction of auxiliary shifts. In this…
We consider fractional diffusion equation with the distributed order Caputo derivative. We prove existence of a weak and regular solution for general uniformly elliptic operator under the assumption that the weight function is only…
This work addresses the regularity of solutions for a nonlocal diffusion equation over the space of periodic distributions. The spatial operator for the nonlocal diffusion equation is given by a nonlocal Laplace operator with a compactly…
We study a time--space nonlocal diffusion equation driven by additive time--space white noise, where the time derivative is the Caputo derivative of order $\alpha\in(0,2)$. The model couples local diffusion with a nonlocal convolution…
In this manuscript we deal with existence/uniqueness and regularity issues of suitable weak solutions to nonlocal problems driven by fractional Laplace type operators. Different from previous researches, in our approach we consider gradient…
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…
For the fractional diffusion-wave equation with the Caputo-Dzhrbashyan fractional derivative of order $\alpha \in (1,2)$ with respect to the time variable, we prove an analog of the principle of limiting amplitude (well-known for the wave…
In this article, we consider the reconstruction of $\rho(t)$ in the (time-fractional) diffusion equation $(\partial_t^\alpha-\triangle)u(x,t)=\rho(t)g(x)$ ($0<\alpha \le 1$) by the observation at a single point $x_0$. We are mainly…
The study examines the inverse problem of finding the appropriate right-hand side for the subdiffusion equation with the Caputo fractional derivative in a Hilbert space represented by $H$. The right-hand side of the equation has the form…
In this paper, applying the De Giorgi method, we obtain nonlocal Harnack inequalities for weak solutions of nonlocal parabolic equations given by an integro-differential operator $\rL_K$ as follows; \begin{equation*}\begin{cases} \rL_K…
This paper establishes explicit solutions for fractional diffusion problems on bounded domains. It also gives stochastic solutions, in terms of Markov processes time-changed by an inverse stable subordinator whose index equals the order of…
In this article, we investigate inverse source problems for a wide range of PDEs of parabolic and hyperbolic types as well as time-fractional evolution equations by partial interior observation. Restricting the source terms to the form of…
We study the inverse problem for the fractional Laplace equation with multiple nonlinear lower order terms. We show that the direct problem is well-posed and the inverse problem is uniquely solvable. More specifically, the unknown…
We study a Caputo time fractional degenerate diffusion equation which we prove to be equivalent to the fractional parabolic obstacle problem, showing that its solution evolves for any $\alpha\in(0,1)$ to the same stationary state, the…
In this paper, we consider a weakly coupled system of nonlocal operators which contain both diffusion part with uniformly elliptic diffusion matrices and bounded drift vectors and the jump part with relatively general jump kernels. We use…
We prove a maximum principle for the problem of optimal control for a fractional diffusion with infinite horizon. Further, we show existence of fractional backward stochastic differential equations on infinite horizon. We illustrate our…
In this paper we present numerical methods - finite differences and finite elements - for solution of partial differential equation of fractional order in time for one-dimensional space. This equation describes anomalous diffusion which is…
In the present paper, we study the Cauchy-Dirichlet problem to the nonlocal nonlinear diffusion equation with polynomial nonlinearities $$\mathcal{D}_{0|t}^{\alpha…
We present an exponentially convergent numerical method to approximate the solution of the Cauchy problem for the inhomogeneous fractional differential equation with an unbounded operator coefficient and Caputo fractional derivative in…
We consider a class of porous medium type of equations with Caputo time derivative. The prototype problem reads as $\Dc u=-\A u^m$ and is posed on a bounded Euclidean domain $\Omega\subset\mathbb{R}^N$ with zero Dirichlet boundary…