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Fractional Cauchy problems replace the usual first-order time derivative by a fractional derivative. This paper develops classical solutions and stochastic analogues for fractional Cauchy problems in a bounded domain $D\subset\mathbb{R}^d$…

Probability · Mathematics 2009-07-24 Mark M. Meerschaert , Erkan Nane , P. Vellaisamy

This paper presents a numerical method to solve a time-fractional Burgers equation, achieving order of convergence $(2-\alpha)$ in time, here $\alpha$ represents the order of the time derivative. The fractional derivative is modeled by…

Numerical Analysis · Mathematics 2025-08-29 Deeksha Singh , Swati Yadav , Rajesh K. Pandey

An initial-boundary value problem with a Caputo time derivative of fractional order $\alpha\in(0,1)$ is considered, solutions of which typically exhibit a singular behaviour at an initial time. For this problem, we give a simple and general…

Numerical Analysis · Mathematics 2023-12-27 Natalia Kopteva , Xiangyun Meng

Utilising the notion of measures of non-compactness and Kamke function of order $\alpha$, we address the question of solvability of fractional differential equations in Banach spaces. In particular, we provide sufficient conditions ensuring…

Functional Analysis · Mathematics 2025-11-05 Dušan Oberta

Problems of the numerical solution of the Cauchy problem for a first-order differential-operator equation are discussed. A fundamental feature of the problem under study is that the equation includes a fractional power of the self-adjoint…

Numerical Analysis · Mathematics 2020-12-08 Petr N. Vabishchevich

In a fractional Cauchy problem, the usual first order time derivative is replaced by a fractional derivative. The fractional derivative models time delays in a diffusion process. The order of the fractional derivative can be distributed…

Probability · Mathematics 2011-10-14 Mark M. Meerschaert , Erkan Nane , Palaniappan Vellaisamy

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

In this paper we investigate the following fractional order in time Cauchy problem \begin{equation*} \begin{cases} \mathbb{D}_{t}^{\alpha }u(t)+Au(t)=f(u(t)), & 1<\alpha <2, u(0)=u_{0},\,\,\,u^{\prime }(0)=u_{1}. & \end{cases}%…

Analysis of PDEs · Mathematics 2018-08-08 Edgardo Alvarez , Ciprian Gal , Valentin Keyantuo , Mahamadi Warma

We develop a theory of the Cauchy problem for linear evolution systems of partial differential equations with the Caputo-Dzrbashyan fractional derivative in the time variable $t$. The class of systems considered in the paper is a fractional…

Analysis of PDEs · Mathematics 2012-06-26 Anatoly N. Kochubei

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

In this paper, we consider the numerical approximation of time-fractional parabolic problems involving Caputo derivatives in time of order $\alpha$, $0< \alpha<1$. We derive optimal error estimates for semidiscrete Galerkin FE type…

Numerical Analysis · Mathematics 2017-10-04 Samir Karaa

The aim of this paper is to develop and analyze numerical schemes for approximately solving the backward problem of subdiffusion equation involving a fractional derivative in time with order $\alpha\in(0,1)$. After using quasi-boundary…

Numerical Analysis · Mathematics 2020-10-28 Zhengqi Zhang , Zhi Zhou

A finite element scheme for an entirely fractional Allen-Cahn equation with non-smooth initial data is introduced and analyzed. In the proposed nonlocal model, the Caputo fractional in-time derivative and the fractional Laplacian replace…

Numerical Analysis · Mathematics 2020-04-06 Gabriel Acosta , Francisco Bersetche

This paper studies global solvability of the Cauchy problem for a generalized time-fractional Kuramoto-Sivashinsky equation in the Shwartz space, which is a complete topological space generated by a family of semi-norms. The main approach…

Analysis of PDEs · Mathematics 2026-04-10 R. R. Ashurov , Z. A. Sobirov , R. B. Norkulova

The present article investigates the convergence of a class of space-time discretization schemes for the Cauchy problem for linear parabolic stochastic partial differential equations (SPDEs) defined on the whole space. Sufficient conditions…

Probability · Mathematics 2012-10-04 Eric Joseph Hall

Cauchy problems with SPDEs on the whole space are localized to Cauchy problems on a ball of radius $R$. This localization reduces various kinds of spatial approximation schemes to finite dimensional problems. The error is shown to be…

Numerical Analysis · Mathematics 2017-04-25 Máté Gerencsér , István Gyöngy

Numerical approximation of a general class of nonlinear unidirectional wave equations with a convolution-type nonlocality in space is considered. A semi-discrete numerical method based on both a uniform space discretization and the discrete…

Numerical Analysis · Mathematics 2021-05-19 H. A. Erbay , S. Erbay , A. Erkip

The L-fractional derivative is defined as a certain normalization of the well-known Caputo derivative, so alternative properties hold: smoothness and finite slope at the origin for the solution, velocity units for the vector field, and a…

Classical Analysis and ODEs · Mathematics 2024-07-16 Marc Jornet

The $m$-point nonlocal problem for the first order differential equation with an operator coefficient in a Banach space $X$ is considered. An exponentially convergent algorithm is proposed and justified provided that the operator…

Numerical Analysis · Mathematics 2010-01-27 Vitalii Vasylyk , Dmytro Sytnyk

We consider a Cauchy problem for the inhomogeneous differential equation given in terms of an unbounded linear operator $A$ and the Caputo fractional derivative of order $\alpha \in (0, 2)$ in time. The previously known representation of…

Numerical Analysis · Mathematics 2025-04-10 Dmytro Sytnyk , Barbara Wohlmuth