English
Related papers

Related papers: Chronological operator-valued Feynman-Kac formulae…

200 papers

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…

Analysis of PDEs · Mathematics 2022-05-03 M. E. Hernández-Hernández , V. N. Kolokoltsov , L. Toniazzi

In this paper we study generalized time-fractional diffusion equations on the Poincar\`e half plane $\mathbb{H}_2^+$. The time-fractional operators here considered are fractional derivatives of a function with respect to another function,…

Mathematical Physics · Physics 2020-07-24 R. Garra , F. Maltese , E. Orsingher

We study operators that are generalizations of the classical Riemann-Liouville fractional integral, and of the Riemann-Liouville and Caputo fractional derivatives. A useful formula relating the generalized fractional derivatives is proved,…

Classical Analysis and ODEs · Mathematics 2012-10-29 Tatiana Odzijewicz , Agnieszka B. Malinowska , Delfim F. M. Torres

A recent development in the theory of fractional differential equations with variable coefficients has been a method for obtaining an exact solution in the form of an infinite series involving nested fractional integral operators. This…

Classical Analysis and ODEs · Mathematics 2021-05-04 Arran Fernandez , Joel E. Restrepo , Durvudkhan Suragan

This paper deals with the following Cauchy problem to nonlinear time fractional non-autonomous integro-differential evolution equation of mixed type via measure of noncompactness $$ \left\{\begin{array}{ll} ^CD^{\alpha}_tu(t)+A(t)u(t)=…

Functional Analysis · Mathematics 2019-02-28 Pengyu Chen , Xuping Zhang , Yongxiang Li

We consider generalized time-fractional evolution equations of the form $$u(t)=u_0+\int_0^tk(t,s)Lu(s)ds$$ with a fairly general memory kernel $k$ and an operator $L$ being the generator of a strongly continuous semigroup. In particular,…

Probability · Mathematics 2022-08-26 Christian Bender , Marie Bormann , Yana A. Butko

We look at estimates for the Green's function of time-fractional evolution equations of the form $D^{\nu}_{0+*} u = Lu$, where $D^{\nu}_{0+*}$ is a Caputo-type time-fractional derivative, depending on a L\'evy kernel $\nu$ with variable…

Probability · Mathematics 2019-07-01 Ifan Johnston , Vassili Kolokoltsov

We consider the Cauchy problem for stochastic fractional evolution equations with Caputo time fractional derivative of order $1<\alpha<2$ and space variable coefficients on an unbounded domain. The space derivatives that appear in the…

Probability · Mathematics 2025-10-28 Miloš Japundžić , Danijela Rajter-Ćirić

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…

Statistical Mechanics · Physics 2023-08-17 Qing Wei , Wei Wang , Hongwei Zhou , Ralf Metzler , Aleksei Chechkin

The generalized diffusion equations with fractional order derivatives have shown be quite efficient to describe the diffusion in complex systems, with the advantage of producing exact expressions for the underlying diffusive properties.…

Statistical Mechanics · Physics 2017-11-21 Angel A. Tateishi , Haroldo V. Ribeiro , Ervin K. Lenzi

We introduce a class of fractional Dirac type operators with time variable coefficients by means of a Witt basis, the Djrbashian-Caputo fractional derivative and the fractional Laplacian, both operators defined with respect to some given…

Classical Analysis and ODEs · Mathematics 2023-10-04 Joel E. Restrepo , Michael Ruzhansky , Durvudkhan Suragan

In this article, the Cauchy problem for the Langevin-type time-fractional equation $D_t^\beta(D_t^\alpha u(t))+D_t^\beta(Au(t))=f(t),(0<t\leq T)$ is studied. Here $\alpha,\beta \in(0,1)$, $D_t^\alpha, D_t^\beta$ is the Caputo derivative and…

Analysis of PDEs · Mathematics 2026-03-24 Yusuf Fayziev , Shakhnoza Jumaeva

Fractional diffusion equations imply non-Gaussian distributions that generalise the standard diffusive process. Recent advances in fractional calculus lead to a class of new fractional operators defined by non-singular memory kernels,…

Statistical Mechanics · Physics 2018-12-26 M. A. F. dos Santos , Ignacio S. Gomez

We are concerned with periodic problems for nonlinear evolution equations at resonance of the form $\dot u(t) = - A u(t) + F (t,u(t))$, where a densely defined linear operator $A\colon D(A)\to X$ on a Banach space $X$ is such that $-A$…

Analysis of PDEs · Mathematics 2015-05-04 Piotr Kokocki

In this paper, we consider the backward problem for fractional in time evolution equations $\partial_t^\alpha u(t)= A u(t)$ with the Caputo derivative of order $0<\alpha \le 1$, where $A$ is a self-adjoint and bounded above operator on a…

Analysis of PDEs · Mathematics 2022-11-30 S. E. Chorfi , L. Maniar , M. Yamamoto

In the present work, we consider the Cauchy problem for the time fractional diffusion equation involving the general Caputo-type differential operator proposed by Kochubei. First, the existence, the positivity and the long time behavior of…

Analysis of PDEs · Mathematics 2022-02-28 Chung-Sik Sin

The abstract Cauchy problem for the fractional evolution equation with the Caputo derivative of order $\beta\in(0,1)$ and operator $-A^\alpha$, $\alpha\in(0,1)$, is considered, where $-A$ generates a strongly continuous one-parameter…

Analysis of PDEs · Mathematics 2018-12-07 Emilia Bazhlekova

This paper establishes a Feynman-Kac formula to represent the solution to general time inhomogeneous stochastic parabolic partial differential equations driven by multiplicative fractional Gaussian noises in bounded domain where L_t is a…

Probability · Mathematics 2025-08-12 Yaozhong Hu , Qun Shi

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…

Probability · Mathematics 2015-12-07 M. E. Hernández-Hernández , V. N. Kolokoltsov

The paper deals with the large time asymptotic of the fundamental solution for a time fractional evolution equation for a convolution type operator. In this equation we use a Caputo time derivative of order $\alpha$ with $\alpha\in(0,1)$,…

Analysis of PDEs · Mathematics 2020-09-01 Yury Kondratiev , Andrey Piatnitski , Elena Zhizhina
‹ Prev 1 2 3 10 Next ›