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Related papers: Mittag-Leffler function and fractional differentia…

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We introduce the linear operators of fractional integration and fractional differentiation in the framework of the Riemann-Liouville fractional calculus. Particular attention is devoted to the technique of Laplace transforms for treating…

Mathematical Physics · Physics 2008-05-27 Rudolf Gorenflo , Francesco Mainardi

We introduce new fractional operators of variable order on isolated time scales with Mittag-Leffler kernels. This allows a general formulation of a class of fractional variational problems involving variable-order difference operators. Main…

Classical Analysis and ODEs · Mathematics 2019-02-19 Thabet Abdeljawad , Raziye Mert , Delfim F. M. Torres

In this paper a fractional differential equation of the Euler-Lagrange / Sturm-Liouville type is considered. The fractional equation with derivatives of order $\alpha \in \left( 0,1 \right]$ in the finite time interval is transformed to the…

Numerical Analysis · Mathematics 2015-04-02 Tomasz Blaszczyk , Mariusz Ciesielski

A time-fractional Fokker-Planck initial-boundary value problem is considered, with differential operator $u_t-\nabla\cdot(\partial_t^{1-\alpha}\kappa_\alpha\nabla u-\textbf{F}\partial_t^{1-\alpha}u)$, where $0<\alpha <1$. The forcing…

Analysis of PDEs · Mathematics 2020-03-24 Kim-Ngan Le , William McLean , Martin Stynes

In this paper, we are concerned with the numerical solution for the two-dimensional time fractional Fokker-Planck equation with tempered fractional derivative of order $\alpha$. Although some of its variants are considered in many recent…

Numerical Analysis · Mathematics 2022-06-09 Can Wang , Weihua Deng , Xiangong Tang

In the present article, an approach to find the exact solution of the fractional Fokker-Planck equation is presented. It is based on transforming it to a system of first-order partial differential equation via Hopf transformation, together…

Analysis of PDEs · Mathematics 2020-08-10 H. I. Abdel-Gawad , N. H. Sweilam , S. M. AL-Mekhlafi , D. Baleanu

For fractional derivatives and time-fractional differential equations, we construct a framework on the basis of the operator theory in fractional Sobolev spaces. Our framework provides a feasible extension of the classical Caputo and the…

Analysis of PDEs · Mathematics 2022-01-24 Masahiro Yamamoto

This paper deals with the long time behavior of solutions to a "fractional Fokker-Planck" equation of the form $\partial_t f = I[f] + \text{div}(xf)$ where the operator $I$ stands for a fractional Laplacian. We prove an exponential in time…

Analysis of PDEs · Mathematics 2013-12-06 Isabelle Tristani

We obtain exact results for fractional equations of Fokker-Planck type using evolution operator method. We employ exact forms of one-sided Levy stable distributions to generate a set of self-reproducing solutions. Explicit cases are…

Statistical Mechanics · Physics 2015-05-30 K. Gorska , K. A. Penson , D. Babusci , G. Dattoli , G. H. E. Duchamp

In this paper we identify, for small $t$ and a fixed $T>0,$ the order $\alpha>0$ in the abstract fractional differential equation $$\partial^\alpha u(t)=Au(t),$$ where the time-fractional derivative $\partial^\alpha$ is understood in the…

Functional Analysis · Mathematics 2023-03-22 Rodrigo Ponce

We study fractional differential equations of Riemann-Liouville and Caputo type in Hilbert spaces. Using exponentially weighted spaces of functions defined on $\mathbb{R}$, we define fractional operators by means of a functional calculus…

Functional Analysis · Mathematics 2020-01-30 Kai Diethelm , Konrad Kitzing , Rainer Picard , Stefan Siegmund , Sascha Trostorff , Marcus Waurick

This paper focuses on the numerical solution of initial value problems for fractional differential equations of linear type. The approach we propose grounds on expressing the solution in terms of some integral weighted by a generalized…

Numerical Analysis · Mathematics 2015-03-24 Roberto Garrappa , Marina Popolizio

This paper is devoted to the general theory of systems of time-fractional differential-operator equations. The representation formulas for solutions of systems of ordinary differential equations with single (commensurate) fractional order…

Classical Analysis and ODEs · Mathematics 2024-02-06 Sabir Umarov

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…

We study the linear fractional Schr\"odinger equation on a Hilbert space, with a fractional time derivative of order $0<\alpha<1,$ and a self-adjoint generator $A.$ Using the spectral theorem we prove existence and uniqueness of strong…

Analysis of PDEs · Mathematics 2016-11-29 Przemysław Górka , Humberto Prado , Juan Trujillo

We study two schemes for a time-fractional Fokker-Planck equation with space- and time-dependent forcing in one space dimension. The first scheme is continuous in time and is discretized in space using a piecewise-linear Galerkin finite…

Numerical Analysis · Mathematics 2016-10-24 Kim Ngan Le , William McLean , Kassem Mustapha

A time-stepping $L1$ scheme for solving a time fractional Fokker-Planck equation of order $\alpha \in (0, 1)$, with a general driving force, is investigated. A stability bound for the semi-discrete solution is obtained for…

Numerical Analysis · Mathematics 2021-06-29 Kassem Mustapha , Omar M. Knio , Olivier P. Le Maître

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

We introduce more general concepts of Riemann-Liouville fractional integral and derivative on time scales, of a function with respect to another function. Sufficient conditions for existence and uniqueness of solution to an initial value…

Classical Analysis and ODEs · Mathematics 2018-07-24 Kheira Mekhalfi , Delfim F. M. Torres

By replacing the spatial derivative with the Dunkl derivative, we generalize the Fokker-Planck equation in (1+1) dimensions. We obtain the Dunkl-Fokker-Planck eigenvalues equation and solve it for the harmonic oscillator plus a…

Mathematical Physics · Physics 2024-03-19 R. D. Mota , D. Ojeda-Guillén , M. A. Xicoténcatl
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