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In this paper, the one-dimensional time-fractional diffusion-wave equation with the fractional derivative of order $1 \le \alpha \le 2$ is revisited. This equation interpolates between the diffusion and the wave equations that behave quite…

Mathematical Physics · Physics 2016-01-14 Yuri Luchko , Francesco Mainardi , Yuriy Povstenko

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

In this paper, we use local fraction derivative to show the H\"older continuity of the solution to the following nonlinear time-fractional slow and fast diffusion equation:…

Probability · Mathematics 2021-05-04 Le Chen , Guannan Hu

A finite difference numerical method is investigated for fractional order diffusion problems in one space dimension. For this, a mathematical model is developed to incorporate homogeneous Dirichlet and Neumann type boundary conditions. The…

Numerical Analysis · Mathematics 2014-11-07 Béla J. Szekeres , Ferenc Izsák

The partial differential equation of Gaussian diffusion is generalized by using the time-fractional derivative of distributed order between 0 and 1, in both the Riemann-Liouville (R-L) and the Caputo (C) sense. For a general distribution of…

Statistical Mechanics · Physics 2008-05-27 Francesco Mainardi , Antonio Mura , Gianni Pagnini , Rudolf Gorenflo

We derive a fundamental solution $\mathscr{E}$ to a space-fractional diffusion problem on the half-line. The equation involves the Caputo derivative. We establish properties of $\mathscr{E}$ as well as formulas for solutions to the…

Analysis of PDEs · Mathematics 2021-11-03 Tokinaga Namba , Piotr Rybka , Shoichi Sato

In this paper we investigate the variable coefficient two-sided fractional diffusion, advection, reaction equations on a bounded interval. It is known that the fractional diffusion operator may lose coercivity due to the variable…

Numerical Analysis · Mathematics 2022-03-23 Xiangcheng Zheng , V. J. Ervin , Hong Wang

A recent development in the theory of fractional differential equations with variable coefficients has been a method for obtaining an exact solution in the form of an infinite series involving nested fractional integral operators. This…

Classical Analysis and ODEs · Mathematics 2021-05-04 Arran Fernandez , Joel E. Restrepo , Durvudkhan Suragan

In this paper, we design and analyze a novel spectral method for the subdiffusion equation. As it has been known, the solutions of this equation are usually singular near the initial time. Consequently, direct application of the traditional…

Numerical Analysis · Mathematics 2022-04-06 Chuanju Xu , Wei Zeng

We prove stability estimates for the spatially discrete, Galerkin solution of a fractional Fokker-Planck equation, improving on previous results in several respects. Our main goal is to establish that the stability constants are bounded…

Numerical Analysis · Mathematics 2022-08-09 William McLean , Kassem Mustapha

It is pointed out that, for the fractional Fokker-Planck equation for subdiffusion proposed by Metzler, Barkai, and Klafter [Phys. Rev. Lett. 82 (1999) 3563], there are four types of infinitely many exact solutions associated with the newly…

Statistical Mechanics · Physics 2020-04-29 C. -L. Ho

Numerical solutions of stationary diffusion equations on the unit sphere with isotropic lognormal diffusion coefficients are considered. H\"older regularity in $L^p$ sense for isotropic Gaussian random fields is obtained and related to the…

Probability · Mathematics 2023-12-06 Lukas Herrmann , Annika Lang , Christoph Schwab

We study the regularity of the bounded self-similar solution to the one-phase Stefan problem with fractional diffusion posed on the whole line. In terms of the enthalpy $h(x,t)$, the evolution problem reads \[ \begin{cases} \partial_t h +…

Analysis of PDEs · Mathematics 2025-12-22 Marcos Llorca , Juan Luis Vázquez

This paper aims to develop and analyze a numerical scheme for solving the backward problem of semilinear subdiffusion equations. We establish the existence, uniqueness, and conditional stability of the solution to the inverse problem by…

Numerical Analysis · Mathematics 2025-05-07 Xu Wu , Jiang Yang , Zhi Zhou

An adaptive finite difference scheme for variable-order fractional-time subdiffusion equations in the Caputo form is studied. The fractional time derivative is discretized by the L1 procedure but using nonhomogeneous timesteps. The size of…

Numerical Analysis · Mathematics 2024-09-20 Joaquín Quintana-Murillo , Santos Bravo Yuste

Fractional boundary value problems are often used to model complex systems and processes characterized by memory effects and anomalous diffusion. In this paper, we consider fractional boundary value problems involving the Riesz-Caputo…

Numerical Analysis · Mathematics 2026-05-18 Chiara Sorgentone , Enza Pellegrino , Francesca Pitolli

In this paper, we are interested in the study of a problem with fractional derivatives having boundary conditions of integral types. The problem represents a Caputo type advection-diffusion equation where the fractional order derivative…

Numerical Analysis · Mathematics 2021-02-23 Saadoune Brahimi , Ahcene Merad , Adem Kilicman

We investigate the inverse problem consisting in the identification of constant coefficients for a fractional-in-time partial differential equation governed by a finite sum of positive self-adjoint operators on a Hilbert space under…

Analysis of PDEs · Mathematics 2025-07-15 Simone Creo , Maria Rosaria Lancia , Andrea Mola , Gianluca Mola , Silvia Romanelli

In this article we study the numerical approximation of a variable coefficient fractional diffusion equation. Using a change of variable, the variable coefficient fractional diffusion equation is transformed into a constant coefficient…

Numerical Analysis · Mathematics 2019-02-28 Xiangcheng Zheng , V. J. Ervin , Hong Wang

Problems of the numerical solution of the Cauchy problem for a first-order differential-operator equation are discussed. A fundamental feature of the problem under study is that the equation includes a fractional power of the self-adjoint…

Numerical Analysis · Mathematics 2020-12-08 Petr N. Vabishchevich
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