English
Related papers

Related papers: Stochastic solutions of Conformable fractional Cau…

200 papers

A representation formula for solutions of stochastic partial differential equations with Dirichlet boundary conditions is proved. The scope of our setting is wide enough to cover the general situation when the backward characteristics that…

Probability · Mathematics 2019-03-14 Máté Gerencsér , István Gyöngy

The Cauchy-type problem for a nonlinear differential equation involving Hilfer fractional derivative is considered. We prove existence, uniqueness and continuous dependence of a solution for Cauchy-type problem using successive…

Classical Analysis and ODEs · Mathematics 2017-04-10 D. B. Dhaigude , Sandeep P. Bhairat

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

Stochastic local search algorithms are frequently used to numerically solve hard combinatorial optimization or decision problems. We give numerical and approximate analytical descriptions of the dynamics of such algorithms applied to random…

Statistical Mechanics · Physics 2009-11-10 Wolfgang Barthel , Alexander K. Hartmann , Martin Weigt

In this work, we give the general solution sequential linear conformable fractional differential equations in the case of constant coefficients for {\alpha}(\in)(0,1]. In homogeneous case, we use a fractional exponential function which…

Classical Analysis and ODEs · Mathematics 2016-02-04 Emrah Ünal , Ahmet Gökdoğan , Ercan Çelik

We consider the Cauchy problem for a degenerate fractional conservation laws driven by a noise. In particular, making use of an adapted kinetic formulation, a result of existence and uniqueness of solution is established. Moreover, a…

Analysis of PDEs · Mathematics 2021-09-27 Abhishek Chaudhary

In this work, we derive sufficient and necessary conditions for the existence of a weak and mild solution of an abstract stochastic Cauchy problem driven by an arbitrary cylindrical Levy process. Our approach requires to establish a…

Probability · Mathematics 2018-03-13 Umesh Kumar , Markus Riedle

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

In variational phase-field modeling of brittle fracture, the functional to be minimized is not convex, so that the necessary stationarity conditions of the functional may admit multiple solutions. The solution obtained in an actual…

Computational Engineering, Finance, and Science · Computer Science 2023-07-19 Tymofiy Gerasimov , Ulrich Römer , Jaroslav Vondřejc , Hermann G. Matthies , Laura De Lorenzis

In this paper, we deal with a Cauchy problem for a nonlinear fractional differential equation with the Caputo derivative of order $\alpha \in (0, 1)$. As initial data, we consider a pair consisting of an initial point, which does not…

Optimization and Control · Mathematics 2022-08-23 Mikhail I. Gomoyunov

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…

Numerical Analysis · Mathematics 2025-04-08 Dmytro Sytnyk , Barbara Wohlmuth

We obtain necessary conditions and sufficient conditions on the existence of solutions to the Cauchy problem for a fractional semilinear heat equation with an inhomogeneous term. We identify the strongest spatial singularity of the…

Analysis of PDEs · Mathematics 2019-10-29 Kotaro Hisa , Kazuhiro Ishige , Jin Takahashi

We study the problem of existence, uniqueness and regularity of probabilistic solutions of the Cauchy problem for nonlinear stochastic partial differential equations involving operators corresponding to regular (nonsymmetric) Dirichlet…

Probability · Mathematics 2016-04-26 Tomasz Klimsiak , Andrzej Rozkosz

Conditions for the unique solvability of the Cauchy problem for a family of scalar functional differential equations are obtained. These conditions are sufficient for the solvability of the Cauchy problem for every equation from the family…

Classical Analysis and ODEs · Mathematics 2013-06-20 Eugene Bravyi

We construct a sequence that converges to a solution of the Cauchy problem for a singularly perturbed linear inhomogeneous differential equation of an arbitrary order. This sequence is also an asymptotic sequence in the following sense: the…

Classical Analysis and ODEs · Mathematics 2017-11-23 Evgeny E. Bukzhalev , Alexey V. Ovchinnikov

This paper studies global solvability of the Cauchy problem for a generalized time-fractional Kuramoto-Sivashinsky equation in the Shwartz space, which is a complete topological space generated by a family of semi-norms. The main approach…

Analysis of PDEs · Mathematics 2026-04-10 R. R. Ashurov , Z. A. Sobirov , R. B. Norkulova

In a fractional Cauchy problem, the usual first order time derivative is replaced by a fractional derivative. This problem was first considered by \citet{nigmatullin}, and \citet{zaslavsky} in $\mathbb R^d$ for modeling some physical…

Probability · Mathematics 2016-11-29 Erkan Nane

This paper is devoted to the investigation of the nonnegative solutions and the stability and asymptotic properties of the solutions of fractional differential dynamic systems involving delayed dynamics with point delays. The obtained…

Dynamical Systems · Mathematics 2010-09-23 Manuel De la Sen

The exact solution of a Cauchy problem related to a linear second-order difference equation with constant noncommutative coefficients is reported.

Mathematical Physics · Physics 2009-11-13 M. A. Jivulescu , A. Messina , A. Napoli , F. Petruccione

Stochastic spectral methods have achieved great success in the uncertainty quantification of many engineering problems, including electronic and photonic integrated circuits influenced by fabrication process variations. Existing techniques…

Numerical Analysis · Mathematics 2018-12-06 Chunfeng Cui , Zheng Zhang