Related papers: Probabilistic representation formula for the solut…
A probabilistic construction for the solution of a general class of high order heat-type equations is constructed in terms of the scaling limit of random walks in the complex plane.
This paper is devoted to the study of generalised time-fractional evolution equations involving Caputo type derivatives. Using analytical methods and probabilistic arguments we obtain well-posedness results and stochastic representations…
In this paper, we study fractional order heat equation in higher space-time dimensions and offer specific role of heat flows in various fractional dimensions. We offer fractional solutions of the heat equations thus obtained, and examine…
We deal with complex spatial diffusion equations with time-fractional derivative and study their stochastic solutions. In particular, we complexify the integral operator solution to the heat-type equation where the time derivative is…
In the present work we discuss higher order multi-term partial differential equation (PDE) with the Caputo-Fabrizio fractional derivative in time. We investigate a boundary value problem for fractional heat equation involving higher order…
This paper provides a probabilistic approach to solve linear equations involving Caputo and Riemann-Liouville type derivatives. Using the probabilistic interpretation of these operators as the generators of interrupted Feller processes, we…
Time-fractional parabolic equations with a Caputo time derivative of order $\alpha\in(0,1)$ are discretised in time using collocation methods, which assume that the Caputo derivative of the computed solution is piecewise-polynomial. For…
In this work we study the solutions to some fractional higher-order equations. Special cases in which time-fractional derivatives take integer values are also examined and the explicit solutions are presented. Such solutions can be…
In the present paper, we address a class of the fractional derivatives of constant and variable orders for the first time. Fractional-order relaxation equations of constants and variable orders in the sense of Caputo type are modeled from…
We present a general series representation formula for the local solution of Bernoulli equation with Caputo fractional derivatives. We then focus on a generalization of the fractional logistic equation and we present some related numerical…
Fractional calculus allows one to generalize the linear, one-dimensional, diffusion equation by replacing either the first time derivative or the second space derivative by a derivative of fractional order. The fundamental solutions of…
Space-time fractional evolution equations are a powerful tool to model diffusion displaying space-time heterogeneity. We prove existence, uniqueness and stochastic representation of classical solutions for an extension of Caputo evolution…
The work in this paper is four-fold. Firstly, we introduce an alternative approach to solve fractional ordinary differential equations as an expected value of a random time process. Using the latter, we present an interesting numerical…
In this note we analyse the propagation of a small density perturbation in a one-dimensional compressible fluid by means of fractional calculus modelling, replacing thus the ordinary time derivative with the Caputo fractional derivative in…
We describe a class of evolution systems of linear partial differential equations with the Caputo-Dzhrbashyan fractional derivative of order $\alpha \in (0,1)$ in the time variable $t$ and the first order derivatives in spatial variables…
Fractional diffusion equations replace the integer-order derivatives in space and time by their fractional-order analogues. They are used in physics to model anomalous diffusion. This paper develops strong solutions of space-time fractional…
We present a new numerical tool to solve partial differential equations involving Caputo derivatives of fractional variable order. Three Caputo-type fractional operators are considered, and for each one of them an approximation formula is…
We show how to approximate a solution of the first order linear evolution equation, together with its possible analytic continuation, using a solution of the time-fractional equation of order $\delta >1$, where $\delta \to 1+0$.
We develop a fully discrete scheme for time-fractional diffusion equations by using a finite difference method in time and a finite element method in space. The fractional derivatives are used in Caputo sense. Stability and error estimates…
The fractional calculus is useful to model non-local phenomena. We construct a method to evaluate the fractional Caputo derivative by means of a simple explicit quadratic segmentary interpolation. This method yields to numerical resolution…