Related papers: Fractional Calculus and the ESR test

In this paper we present numerical methods - finite differences and finite elements - for solution of partial differential equation of fractional order in time for one-dimensional space. This equation describes anomalous diffusion which is…

Fractional variational approach has gained much attention in recent years. There are famous fractional derivatives such as Caputo derivative, Riesz derivative and Riemann-Liouville derivative. Several versions of fractional variational…

We review some recent results of the fractional variational calculus. Necessary optimality conditions of Euler-Lagrange type for functionals with a Lagrangian containing left and right Caputo derivatives are given. Several problems are…

In this paper continuous time random walk models approximating fractional space-time diffusion processes are studied. Stochastic processes associated with the considered equations represent time-changed processes, where the time-change…

We consider the decay of solution to fractional diffusion equation with the distributed order Caputo derivative. We assume that the elliptic operator is time-dependent and that the weight function contained in the definition of the…

We consider a class of diffusion equations with the Caputo time-fractional derivative $\partial_t^\alpha u=L u$ subject to the homogeneous Dirichlet boundary conditions. Here, we consider a fractional order $0<\alpha < 1$ and a second-order…

In this survey paper we consider some applications of the Wright function with special emphasis of its key role in the partial differential equations of fractional order. It was found that the Green function of the time-fractional…

We consider a system of multiscale stochastic differential equations whose slow component is drivenby a fractional Brownian motion with Hurst parameter H greater than 1/2. Under ergodic assumptions ensuring the applicability of the…

We derive some regularity estimates of the solution to a time fractional diffusion equation, that are useful for numerical analysis, and partially unravel the singularity structure of the solution with respect to the time variable.

We consider the initial/boundary value problem for the fractional diffusion and diffusion-wave equations involving a Caputo fractional derivative in time. We develop two "simple" fully discrete schemes based on the Galerkin finite element…

In the present article, we study the diffusion equations with fractional time derivatives. The aim of this paper is to investigate the best possible regularity for the initial value/boundary value problems with non-homogeneous Dirichlet…

Fractional diffusion and Fokker-Planck equations are widely used tools to describe anomalous diffusion in a large variety of complex systems. The equivalent formulations in terms of Caputo or Riemann-Liouville fractional derivatives can be…

The foundations of the fractional diffusion equation are investigated based on coupled and decoupled continuous time random walks (CTRW). For this aim we find an exact solution of the decoupled CTRW, in terms of an infinite sum of stable…

We formulate fractional difference equations of Riemann-Liouville and Caputo type in a functional analytical framework. Main results are existence of solutions on Hilbert space-valued weighted sequence spaces and a condition for stability…

A fractional generalization of the Floquet theorem is suggested for fractional Schr\"odinger equations (FTSE)s with the time-dependent periodic Hamiltonians. The obtained result, called the fractional Floquet theorem (fFT), is formulated in…

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…

We introduce a stochastic fractional calculus. As an application, we present a stochastic fractional calculus of variations, which generalizes the fractional calculus of variations to stochastic processes. A stochastic fractional…

We obtain Euler-Lagrange equations, transversality conditions and a Noether-like theorem for Herglotz-type variational problems with Lagrangians depending on generalized fractional derivatives. As an application, we consider a damped…

This paper is in continuation of the authors' recently published paper (Journal of Mathematical Physics 55(2014)083519) in which computational solutions of an unified reaction-diffusion equation of distributed order associated with Caputo…

We consider fractional generalizations of the ordinary differential equation that governs the creep phenomenon. Precisely, two Caputo fractional Voigt models are considered: a rheological linear model and a nonlinear one. In the linear…