Related papers: Stochastic solutions of Conformable fractional Cau…
The construction of stochastic solutions is a powerful method to obtain localized solutions in configuration or Fourier space and for parallel computation with domain decomposition. Here a stochastic solution is obtained for the…
In this paper, with the help of previously constructed self-similar solutions, a solution of the Cauchy problem for an equation of even order with a fractional Riemann-Liouville derivative of order $1<\alpha<2$ is obtained.
For the linear partial differential equation $P(\partial_x,\partial_t)u=f(x,t)$, where $x\in\mathbb{R}^n,\;t\in\mathbb{R}^1$, with $P(\partial_x,\partial_t)$ is $\prod^m_{i=1}(\frac{\partial}{\partial{t}}-a_iP(\partial_x))$ or…
We consider the Cauchy problem for heat equation with fractional Laplacian and exponential nonlinearity. We establish local well-posedness result in Orlicz spaces. We derive the existence of global solutions for small initial data. We…
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}%…
Optical computing often employs tailor-made hardware to implement specific algorithms, trading generality for improved performance in key aspects like speed and power efficiency. An important computing approach that is still missing its…
This paper deals with time-fractional stochastic Navier-Stokes equations, which are characterized by the coexistence of stochastic noise and a fractional power of the Laplacian. We establish sufficient conditions for the existence and…
A physical-mathematical approach to anomalous diffusion may be based on generalized diffusion equations (containing derivatives of fractional order in space or/and time) and related random walk models. The fundamental solution (for the…
In this paper, we consider the Cauchy problem of semi-linear degenerate backward stochastic partial differential equations (BSPDEs in short) under general settings without technical assumptions on the coefficients. For the solution of…
We consider the Cauchy problem for a time fractional semilinear heat equation with initial data belonging to inhomogeneous/homogeneous Besov--Morrey spaces. We present sufficient conditions for the existence of local/global-in-time…
In the paper, a linear differential equation with variable coefficients and a Caputo fractional derivative is considered. For this equation, a Cauchy problem is studied, when an initial condition is given at an intermediate point that does…
For stochastic evolution equations with fractional derivatives, classical solutions exist when the order of the time derivative of the unknown function is not too small compared to the order of the time derivative of the noise; otherwise,…
We consider a random process as a solution of stochastic differential equations with dependence of the coefficients on small parameter $\varepsilon$ and we suppose that the drift coefficients of these equations are unbounded on the…
This paper is a direct offspring of Ref. [J. Math. Phys. 54, 072103, (2013)] where basic tenets of the nonlocally induced random and quantum dynamics were analyzed. A number of mentions was maid with respect to various inconsistencies and…
A step-search sequential quadratic programming method is proposed for solving nonlinear equality constrained stochastic optimization problems. It is assumed that constraint function values and derivatives are available, but only stochastic…
In this paper we establish the optimal regularity estimates for the Cauchy problem of stochastic kinetic equations with random coefficients in anisotropic Besov spaces. As applications, we study the nonlinear filtering problem for a…
We consider an one-dimensional inhomogeneous harmonic chain consisting of two different semi-infinite chains of harmonic oscillators. We study the Cauchy problem with random initial data. Under some restrictions on the interaction between…
The compact explicit expressions for formal exact operator solutions to Cauchy problem for sufficiently general systems of nonlinear differential equations (ODEs and PDEs) in the form of chronological operator exponents are given. The…
An unsteady problem is considered for a space-fractional equation in a bounded domain. A first-order evolutionary equation involves a fractional power of an elliptic operator of second order. Finite element approximation in space is…
We study linear backward stochastic partial differential equations of parabolic type with special boundary conditions in time. The standard Cauchy condition at the terminal time is replaced by a condition that holds almost surely and mixes…