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As it is known various dynamical processes can be modeled through the systems of time-fractional order pseudo-differential equations. In the modeling process one frequently faces with determining the adequate orders of time-fractional…

Analysis of PDEs · Mathematics 2021-07-21 Ravshan Ashurov , Sabir Umarov

In this work, we consider a number of boundary-value problems for time-fractional heat equation with the recently introduced Caputo-Fabrizio derivative. Using the method of separation of variables, we prove a unique solvability of the…

Analysis of PDEs · Mathematics 2016-04-01 Nasser Al-Salti , Erkinjon Karimov , Sebti Kerbal

We argue that the celebrated Stefan condition on the moving interphase, accepted in mathematical physics up to now, can not be imposed if energy sources are spatially distributed in the volume. A method based on Tikhonov and Samarskii's…

Mathematical Physics · Physics 2007-05-23 B. F. Kostenko , J. Pribis , I. V. Puzynin

Fractional kinetic theory plays a vital role in describing anomalous diffusion in terms of complex dynamics generating semi-Markovian processes. Recently, the variational principle and associated Levy Ansatz have been proposed in order to…

Disordered Systems and Neural Networks · Physics 2018-10-15 Sumiyoshi Abe

We study a nonlocal version of the two-phase Stefan problem, which models a phase transition problem between two distinct phases evolving to distinct heat equations. Mathematically speaking, this consists in deriving a theory for…

Analysis of PDEs · Mathematics 2013-07-05 Emmanuel Chasseigne , Silvia Sastre-Gomez

We develop a simple and accurate method to solve fractional variational and fractional optimal control problems with dependence on Caputo and Riemann-Liouville operators. Using known formulas for computing fractional derivatives of…

Optimization and Control · Mathematics 2017-07-21 Salman Jahanshahi , Delfim F. M. Torres

We consider an evolution equation involving the fractional powers, of order $s \in (0,1)$, of a symmetric and uniformly elliptic second order operator and Caputo fractional time derivative of order $\gamma \in (1,2]$. Since it has been…

Analysis of PDEs · Mathematics 2019-01-04 Enrique Otarola , Abner J. Salgado

In this paper, we consider Caputo type fractional stochastic time-delay system with permutable matrices. We derive stochastic analogue of variation of constants formula via a newly defined delayed Mittag-Leffer type matrix function. Thus,…

Dynamical Systems · Mathematics 2020-09-23 Arzu Ahmadova , Ismail T. Huseynov , Nazim I. Mahmudov

This manuscript investigates the existence and uniqueness of solutions to the first order fractional anti-periodic boundary value problem involving Caputo-Katugampola (CK) derivative. A variety of tools for analysis this paper through the…

General Mathematics · Mathematics 2019-11-21 Saleh S. Redhwan , Sadikali L. Shaikh , Mohammed S. Abdo

This paper establishes Fokker-Planck-Kolmogorov type equations for time-changed Gaussian processes. Examples include those equations for a time-changed fractional Brownian motion with time-dependent Hurst parameter and for a time-changed…

Probability · Mathematics 2010-11-11 Marjorie G. Hahn , Kei Kobayashi , Jelena Ryvkina , Sabir Umarov

For $0<\nu_2<\nu_1\leq 1$, we analyze a linear integro-differential equation on the space-time cylinder $\Omega\times(0,T)$ in the unknown $u=u(x,t)$ $$\mathbf{D}_{t}^{\nu_1}(\varrho_{1}u)-\mathbf{D}_{t}^{\nu_2}(\varrho_2…

Analysis of PDEs · Mathematics 2026-02-13 Vittorino Pata , Sergii Siryk , Nataliya Vasylyeva

An unsteady problem is considered for a space-fractional diffusion equation in a bounded domain. A first-order evolutionary equation containing a fractional power of an elliptic operator of second order is studied for general boundary…

Numerical Analysis · Computer Science 2014-12-19 Petr N. Vabishchevich

In this paper we obtain self-similarity solutions for a one-phase one-dimensional fractional space one-phase Stefan problem in terms of the three parametric Mittag-Leffer function $E_{\alpha,m;l}(z)$. We consider Dirichlet and Newmann…

Analysis of PDEs · Mathematics 2020-09-29 S. D. Roscani , D. A. Tarzia , L. Venturato

The Schrodinger equation is considered with the first order time derivative changed to a Caputo fractional derivative, the time fractional Schrodinger equation. The resulting Hamiltonian is found to be non-Hermitian and non-local in time.…

Mathematical Physics · Physics 2009-11-10 Mark Naber

For stochastic evolution equations with fractional derivatives, classical solutions exist when the order of the time derivative of the unknown function is not too small compared to the order of the time derivative of the noise; otherwise,…

Probability · Mathematics 2018-11-01 Sergey V. Lototsky , Boris L. Rozovsky

We consider a conflict-controlled dynamical system described by a nonlinear ordinary fractional differential equation with the Caputo derivative of an order $\alpha \in (0, 1).$ Basing on the finite-difference Gr\"{u}nwald-Letnikov…

Optimization and Control · Mathematics 2019-02-26 Mikhail Gomoyunov

In the present work we consider the electromagnetic wave equation in terms of the fractional derivative of the Caputo type. The order of the derivative being considered is 0 <\gamma<1. A new parameter \sigma, is introduced which…

Mathematical Physics · Physics 2011-09-01 J. F. Gómez , J. J. Rosales , J. J. Bernal , V. I. Tkach , M. Guía

Anomalous dynamics characterized by non-Gaussian probability distributions (PDFs) and/or temporal long-range correlations can cause subtle modifications of conventional fluctuation relations. As prototypes we study three variants of a…

Statistical Mechanics · Physics 2015-07-16 P. Dieterich , R. Klages , A. V. Chechkin

Taking into account the asymptotic behavior of some Wright functions and the existence of bounds for the Mainardi and the Wright function $W(-x,\frac{\alpha}{2}, 1)$ in $\mathbb{R}^+$ , three different initial-boundary-value problems for…

Analysis of PDEs · Mathematics 2015-07-28 Demian Goos , Gabriela Reyero , Sabrina Roscani , Eduardo Santillan Marcus

A class of linear evolutionary equations with material laws involving fractional time-derivatives is considered. The main result is well-posedness and causality for this problem class. The approach is illustrated with two examples: a…

Analysis of PDEs · Mathematics 2013-04-10 Rainer Picard
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