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In this paper, the boundary element method is combined with Chebyshev operational matrix technique to solve two-dimensional multi-order time-fractional partial differential equations; nonlinear and linear in respect to spatial and temporal…

Analysis of PDEs · Mathematics 2020-03-31 Moein Khalighi , Mohammad Amirian Matlob , Alaeddin Malek

We propose a new fictitious domain finite element method, well suited for elliptic problems posed in a domain given by a level-set function without requiring a mesh fitting the boundary. To impose the Dirichlet boundary conditions, we…

Numerical Analysis · Mathematics 2019-07-09 Michel Duprez , Alexei Lozinski

We obtain some fine gradient estimates near the boundary for solutions to fractional elliptic problems subject to exterior Dirichlet boundary conditions. Our results provide, in particular, the sign of the normal derivative of such…

Analysis of PDEs · Mathematics 2019-09-17 Mouhamed Moustapha Fall , Sven Jarohs

Fueled by many applications in random processes, imaging science, geophysics, etc., fractional Laplacians have recently received significant attention. The key driving force behind the success of this operator is its ability to capture…

Numerical Analysis · Mathematics 2021-07-14 Harbir Antil , Patrick Dondl , Ludwig Striet

This paper explicitly computes the transition densities of a spectrally negative stable process with index greater than one, reflected at its infimum. First we derive the forward equation using the theory of sun-dual semigroups. The…

Probability · Mathematics 2016-11-28 Boris Baeumer , Mihály Kovács , Mark M. Meerschaert , René L. Schilling , Peter Straka

We survey methods and results of fractional differential equations in which an unknown function is under the operation of integration and/or differentiation of fractional order. As an illustrative example, we review results on fractional…

Analysis of PDEs · Mathematics 2018-11-12 Moulay Rchid Sidi Ammi , Delfim F. M. Torres

This paper deals with initial value problems for fractional functional differential equations with bounded delay. The fractional derivative is defined in the Caputo sense. By using the Schauder fixed point theorem and the properties of the…

Classical Analysis and ODEs · Mathematics 2017-05-18 Chung-Sik Sin

This paper is devoted to the study of the well-posedness of a singular nonlinear fractional pseudo-hyperbolic system. The fractional derivative is described in Caputo sense. The equations are supplemented by classical and nonlocal boundary…

Analysis of PDEs · Mathematics 2022-11-23 Said Mesloub , Hassan Eltayeb Gadian , Lotfi Kasmi

We formulate a well-posedness and approximation theory for a class of generalised saddle point problems. In this way we develop an approach to a class of fourth order elliptic partial differential equations using the idea of splitting into…

Numerical Analysis · Mathematics 2019-04-02 Charles M. Elliott , Hans Fritz , Graham Hobbs

We prove maximum and comparison principles for fractional discrete derivatives in the integers. Regularity results when the space is a mesh of length $h$, and approximation theorems to the continuous fractional derivatives are shown. When…

Analysis of PDEs · Mathematics 2016-05-24 Luciano Abadías , Marta de León-Contreras , José L. Torrea

We present a new finite element method, called $\phi$-FEM, to solve numerically elliptic partial differential equations with natural (Neumann or Robin) boundary conditions using simple computational grids, not fitted to the boundary of the…

Numerical Analysis · Mathematics 2020-12-08 Michel Duprez , Vanessa Lleras , Alexei Lozinski

In this paper, we investigate the existence and uniqueness of solutions for a fractional boundary value problem supplemented with nonlocal Riemann-Liouville fractional integral and Caputo fractional derivative boundary conditions. Our…

Classical Analysis and ODEs · Mathematics 2018-05-17 Faouzi Haddouchi

We study some functionals associated with a process driven by a fractional boundary value problem (FBVP for short). By FBVP we mean a Cauchy problem with boundary condition written in terms of a fractional equation, that is an equation…

Probability · Mathematics 2021-10-22 Mirko D'Ovidio

This work is concerned with the quantification of the epistemic uncertainties induced the discretization of partial differential equations. Following the paradigm of probabilistic numerics, we quantify this uncertainty probabilistically.…

Probability · Mathematics 2016-07-14 Ilias Bilionis

We prove existence of solutions for a nonlinear fractional oscillator equation with both left Riemann-Liouville and right Caputo fractional derivatives subject to natural boundary conditions. The proof is based on a transformation of the…

Classical Analysis and ODEs · Mathematics 2017-06-12 Assia Guezane-Lakoud , Rabah Khaldi , Delfim F. M. Torres

These notes are devoted to the notion of well-posedness of the Cauchy problem for nonlinear dispersive equations. We present recent methods for proving ill-posedness type results for dispersive PDE's. The common feature in the analysis is…

Analysis of PDEs · Mathematics 2007-05-23 N. Tzvetkov

We obtain necessary optimality conditions for variational problems with a Lagrangian depending on a Caputo fractional derivative, a fractional and an indefinite integral. Main results give fractional Euler-Lagrange type equations and…

Optimization and Control · Mathematics 2011-11-11 Ricardo Almeida , Shakoor Pooseh , Delfim F. M. Torres

In this paper we revisit the classical Cauchy problem for Laplace's equation as well as two further related problems in the light of regularisation of this highly ill-conditioned problem by replacing integer derivatives with fractional…

Numerical Analysis · Mathematics 2023-09-26 Barbara Kaltenbacher an William Rundell

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…

Dynamical Systems · Mathematics 2022-12-28 Tamer Oraby , Harrinson Arrubla , Erwin Suazo

We study the Cauchy problem for a generalized derivative nonlinear Schr\"odinger equation with the Dirichlet boundary condition. We establish the local well-posedness results in the Sobolev spaces $H^1$ and $H^2$. Solutions are constructed…

Analysis of PDEs · Mathematics 2025-02-27 Masayuki Hayashi , Tohru Ozawa