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This paper is concerned with an inverse problem of recovering a potential term and fractional order in a one-dimensional subdiffusion problem, which involves a Djrbashian-Caputo fractional derivative of order $\alpha\in(0,1)$ in time, from…
In this paper we consider parameter estimation for discretely observed diffusion processes. In particular, we focus on data that are observed at low frequency and methodology that can estimate parameters with uncertainty quantification.…
We present a high-order radial basis function finite difference (RBF-FD) framework for the solution of advection-diffusion equations on time-varying domains. Our framework is based on a generalization of the recently developed Overlapped…
We introduce more general concepts of Riemann-Liouville fractional integral and derivative on time scales, of a function with respect to another function. Sufficient conditions for existence and uniqueness of solution to an initial value…
In this paper we investigate the solution of generalized distributed order diffusion equations with composite time fractional derivative by using the Fourier-Laplace transform method. We represent solutions in terms of infinite series in…
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…
We investigate the behavior of the time derivatives of the solution to a linear time-fractional, advection-diffusion-reaction equation, allowing space- and time-dependent coefficients as well as initial data that may have low regularity.…
We consider the subdiffusion--absorption process in a system which consists of two different media separated by a thin membrane. The process is described by subdiffusion--absorption equations with fractional Riemann--Liouville time…
In this study, the existence results of solution is given for fractional p-Laplacian Stum-Liouville problem for diffusion operator of order with impulsive conditions. The derivatives are described in Riemann-Liouville and Caputo sense. The…
We propose a class of nonlocal diffusion systems on time-varying domains, and fully characterize their asymptotic dynamics in the asymptotically fixed, time-periodic and unbounded cases. The kernel is not necessarily symmetric or compactly…
The present paper is devoted to constructing L2 type difference analog of the Caputo fractional derivative. The fundamental features of this difference operator are studied and it is used to construct difference schemes generating…
We consider a class of time-homogeneous diffusion processes on $\mathbb{R}^{n}$ with common invariant measure but varying volatility matrices. In Euclidean space, we show via stochastic control of the diffusion coefficient that the…
In this note, a numerical method based on finite differences to solve a class of nonlinear advection-diffusion fractional differential equation is proposed. The fractional operator considered here is the fractional Riemann-Liouville…
We present an analysis of existence, uniqueness, and smoothness of the solution to a class of fractional ordinary differential equations posed on the whole real line that models a steady state behavior of a certain anomalous diffusion,…
A modification of the Drude dispersive model based on fractional time derivative is presented. The dielectric susceptibility is calculated analytically and simulated numerically, showing a good agreement between theoretical description and…
In recent years, some researchers have applied diffusion models to multivariate time series anomaly detection. The partial diffusion strategy, which depends on the diffusion steps, is commonly used for anomaly detection in these models.…
As it is known various dynamical processes can be modeled through the systems of time-fractional order pseudo-differential equations. In the modeling process one frequently faces with determining the adequate orders of time-fractional…
Fractional-order vortex beams possess fractional orbital angular momentum (FOAM) modes, which theoretically have the potential to increase transmission capacity infinitely. Therefore, they have significant application prospects in the…
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…
This paper develops methodology for local sensitivity analysis based on directional derivatives associated with spatial processes. Formal gradient analysis for spatial processes was elaborated in previous papers, focusing on distribution…