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We relate the convergence of time-changed processes driven by fractional equations to the convergence of corresponding Dirichlet forms. The fractional equations we dealt with are obtained by considering a general fractional operator in…

Probability · Mathematics 2019-10-24 Raffaela Capitanelli , Mirko D'Ovidio

In this article, we systematically explain how to apply the analytical technique called the invariant subspace method to find various types of analytical solutions for a coupled nonlinear time-fractional system of partial differential…

Analysis of PDEs · Mathematics 2024-06-17 K. S. Priyendhu , P. Prakash , M. Lakshmanan

In this article, we consider the diffusion equation with multi-term time-fractional derivatives. We first derive that the solution is positive when the source term is nonpositive by a subordination principle for the solution. As an…

Analysis of PDEs · Mathematics 2021-06-25 Xiaona Yang , Zhiyuan Li

We study the time behavior of the Fokker-Planck equation in Zwanzig rule (the backward-Ito rule) based on the Langevin equation of Brownian motion with an anomalous diffusion in a complex medium. The diffusion coefficient is a function in…

Statistical Mechanics · Physics 2015-05-19 Ran Guo , Jiulin Du

In this paper, we consider a diffusion equation with fractional-time derivative with nonsingular Mittag-Leffler kernel in Hilbert spaces. Existence and uniqueness of solution are proved by means of a spectral argument. The existence of…

Analysis of PDEs · Mathematics 2017-11-27 J. D. Djida , G. M. Mophou , I. Area

When considering fractional diffusion equation as model equation in analyzing anomalous diffusion processes, some important parameters in the model, for example, the orders of the fractional derivative or the source term, are often unknown,…

Analysis of PDEs · Mathematics 2019-04-15 Zhiyuan Li , Masahiro Yamamoto

We prove the existence of strong solutions of It\^o's stochastic time dependent equations with irregular diffusion and drift terms of Morrey spaces. Strong uniqueness is also discussed.

Probability · Mathematics 2024-04-03 N. V. Krylov

A possibility to represent the standard model of fundamental particles covariant derivatives by means of approximate generalized fractional Riemann-Liouville derivatives of multifractal time and space model is shown.

High Energy Physics - Theory · Physics 2007-05-23 L. Ya. Kobelev

We introduce a fractional Fokker-Planck equation with a temporal power-law dependence on the drift force fields. For this case, the moments of the tracer from the force-force correlation in terms of the time-dependent drift force fields are…

Statistical Mechanics · Physics 2007-05-23 Kyungsik Kim , Y. S. Kong

Super-diffusion, characterized by a spreading rate $t^{1/\alpha}$ of the probability density function $p(x,t) = t^{-1/\alpha} p \left( t^{-1/\alpha} x , 1 \right)$, where $t$ is time, may be modeled by space-fractional diffusion equations…

Statistical Mechanics · Physics 2019-02-20 James F. Kelly , Mark M. Meerschaert

In this paper we analyse the Gevrey well-posedness of the Cauchy problem for weakly hyperbolic equations of general form with time-dependent coefficients. The results involve the order of lower order terms and the number of multiple roots.…

Analysis of PDEs · Mathematics 2012-10-24 Claudia Garetto , Michael Ruzhansky

Distributed order fractional Langevin-like equations are introduced and applied to describe anomalous diffusion without unique diffusion or scaling exponent. It is shown that these fractional Langevin equations of distributed order can be…

Statistical Mechanics · Physics 2012-01-16 C. H. Eab , S. C. Lim

The time-fractional diffusion equation is considered, where the time derivative is either of Caputo or Riemann-Liouville type. The solution of a general initial-boundary value problem with time-dependent boundary conditions over bounded and…

Analysis of PDEs · Mathematics 2023-01-04 M. Rodrigo

This paper deals with the investigation of the solution of an unified fractional reaction-diffusion equation of distributed order associated with the Caputo derivatives as the time-derivative and Riesz-Feller fractional derivative as the…

Mathematical Physics · Physics 2014-09-09 R. K. Saxena , A. M. Mathai , H. J. Haubold

We consider a second order linear evolution equation with a dissipative term multiplied by a time-dependent coefficient. Our aim is to design the coefficient in such a way that all solutions decay in time as fast as possible. We discover…

Analysis of PDEs · Mathematics 2015-06-24 Marina Ghisi , Massimo Gobbino , Alain Haraux

This paper investigates quenching solutions of an one-dimensional, two-sided Riemann-Liouville fractional order convection-diffusion problem. Fractional order spatial derivatives are discretized using weighted averaging approximations in…

Analysis of PDEs · Mathematics 2025-03-06 Rumin Dong , Lin Zhu , Qin Sheng , Bingxin Zhao

A Hamilton-Jacobi equation with Caputo's time-fractional derivative of order less than one is considered. The notion of a viscosity solution is introduced to prove unique existence of a solution to the initial value problem under periodic…

Analysis of PDEs · Mathematics 2017-04-20 Yoshikazu Giga , Tokinaga Namba

We analyze the emergence of diffractive focusing in the transition from discrete to continuous space-time variables. Three types of dynamical equations are studied in a top-to-bottom approach, starting with the most general system. First we…

Quantum Physics · Physics 2014-11-27 E. Sadurní

For fractional derivatives and time-fractional differential equations, we construct a framework on the basis of the operator theory in fractional Sobolev spaces. Our framework provides a feasible extension of the classical Caputo and the…

Analysis of PDEs · Mathematics 2022-01-24 Masahiro Yamamoto

Anomalous diffusion is a phenomenon that cannot be modeled accurately by second-order diffusion equations, but is better described by fractional diffusion models. The nonlocal nature of the fractional diffusion operators makes substantially…

Numerical Analysis · Mathematics 2018-03-08 K. Mustapha , K. Furati , O. M. Knio , O. Le Maitre