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We propose a probabilistic construction for the solution of a general class of fractional high order heat-type equations in the one-dimensional case, by using a sequence of random walks in the complex plane with a suitable scaling. A time…

Probability · Mathematics 2017-10-11 Stefano Bonaccorsi , Mirko D'Ovidio , Sonia Mazzucchi

The object of this paper is to present a computable solution of a fractional partial differential equation associated with a Riemann-Liouville derivative of fractional order as the time-derivative and Riesz-Feller fractional derivative as…

Mathematical Physics · Physics 2011-10-03 R. K. Saxena , A. M. Mathai , H. J. Haubold

Many physical, biological, and engineered systems exhibit memory effects that challenge Markovian models. Fractional calculus provides nonlocal operators to capture hereditary dynamics. This survey connects modeling, analysis, and…

Optimization and Control · Mathematics 2025-12-16 Navid Mojahed , Hooman Fatoorehchi , Shima Nazari

In this paper, we introduce a new multiple-parameters (multi-index) extension of the Wright function that arises from an eigenvalue problem for a case of hyper-Bessel operator involving Caputo fractional derivatives. We show that by giving…

General Mathematics · Mathematics 2021-12-07 Riccardo Droghei

A new method that enables easy and convenient discretization of partial differential equations with derivatives of arbitrary real order (so-called fractional derivatives) and delays is presented and illustrated on numerical solution of…

Numerical Analysis · Mathematics 2009-03-06 Igor Podlubny , Aleksei V. Chechkin , Tomas Skovranek , YangQuan Chen , Blas M. Vinagre Jara

We study fractional configurations in gravity theories and Lagrange mechanics. The approach is based on Caputo fractional derivative which gives zero for actions on constants. We elaborate fractional geometric models of physical…

Mathematical Physics · Physics 2011-09-20 Dumitru Baleanu , Sergiu I. Vacaru

We derive the fractional version of one-phase one-dimensional Stefan model. We assume that the diffusive flux is given by the time-fractional Riemann-Liouville derivative, i.e. we impose the memory effect in the examined model.

Mathematical Physics · Physics 2019-11-13 Adam Kubica , Katarzyna Ryszewska

The main goal in this paper is to study asymptotic behaviour in $L^p(\mathbb{R}^N)$ for the solutions of the fractional version of the discrete in time $N$-dimensional diffusion equation, which involves the Caputo fractional $h$-difference…

Analysis of PDEs · Mathematics 2021-02-24 Luciano Abadias , Edgardo Alvarez , Stiven Diaz

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…

Probability · Mathematics 2021-12-20 Luisa Beghin , Alessandro De Gregorio

We consider a class of numerical approximations to the Caputo fractional derivative. Our assumptions permit the use of nonuniform time steps, such as is appropriate for accurately resolving the behavior of a solution whose derivatives are…

Numerical Analysis · Mathematics 2020-12-23 Hong-lin Liao , William McLean , Jiwei Zhang

We consider an evolution equation with the regularized fractional derivative of an order $\alpha \in (0,1)$ with respect to the time variable, and a uniformly elliptic operator with variable coefficients acting in the spatial variables.…

Analysis of PDEs · Mathematics 2012-06-26 Samuil D. Eidelman , Anatoly N. Kochubei

Application of the fractional calculus to quantum processes is presented. In particular, the quantum dynamics is considered in the framework of the fractional time Schr\"odinger equation (SE), which differs from the standard SE by the…

Mathematical Physics · Physics 2015-05-14 Alexander Iomin

In this work, we investigate a unique solvability of a direct and inverse source problem for a time-fractional partial differential equation with the Caputo and Bessel operators. Using spectral expansion method, we give explicit forms of…

Analysis of PDEs · Mathematics 2016-11-08 Praveen Agarwal , Erkinjon Karimov , Murat Mamchuev , Michael Ruzhansky

We consider a class of time-fractional phase field models including the Allen-Cahn and Cahn-Hilliard equations. We establish several weighted positivity results for functionals driven by the Caputo time-fractional derivative. Several novel…

Analysis of PDEs · Mathematics 2021-06-22 Dong Li , Chaoyu Quan , Jiao Xu

Singular functions and, in general, H\"older functions represent conceptual models of nonlinear physical phenomena. The purpose of this survey is to demonstrate the applicability of fractional velocity as a tool to characterize Holder and…

Classical Analysis and ODEs · Mathematics 2018-10-18 Dimiter Prodanov

This paper deals with the initial value problem for the multi-term fractional differential equation. The fractional derivative is defined in the Caputo sense. Firstly the initial value problem is transformed into a equivalent Volterra-type…

Classical Analysis and ODEs · Mathematics 2017-05-08 Chung-Sik Sin , Shusen Cheng , Gang-Il Ri , Mun-Chol Kim

We use the fractional integrals in order to describe dynamical processes in the fractal media. We consider the "fractional" continuous medium model for the fractal media and derive the fractional generalization of the equations of balance…

Fluid Dynamics · Physics 2009-11-11 Vasily E. Tarasov

We consider the radiative transport equation in which the time derivative is replaced by the Caputo derivative. Such fractional-order derivatives are related to anomalous transport and anomalous diffusion. In this paper we describe how the…

Mathematical Physics · Physics 2017-03-08 Manabu Machida

We introduce a general notion of fractional (noninteger) derivative for functions defined on arbitrary time scales. The basic tools for the time-scale fractional calculus (fractional differentiation and fractional integration) are then…

Classical Analysis and ODEs · Mathematics 2014-12-05 Nadia Benkhettou , Artur M. C. Brito da Cruz , Delfim F. M. Torres

We show the asymptotic long-time equivalence of a generic power law waiting time distribution to the Mittag-Leffler waiting time distribution, characteristic for a time fractional CTRW. This asymptotic equivalence is effected by a…

Statistical Mechanics · Physics 2008-05-18 Rudolf Gorenflo , Francesco Mainardi