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The non-local in space two-phase Stefan problem (a prototype in phase change problems) can be formulated via a singular nonlinear parabolic integro-differential equation which admits a unique weak solution. This formulation makes Stefan…

Analysis of PDEs · Mathematics 2021-12-01 Ioannis Athanasopoulos , Luis Caffarelli , Emmanouil Milakis

This paper presents necessary and sufficient optimality conditions for problems of the fractional calculus of variations with a Lagrangian depending on the free end-points. The fractional derivatives are defined in the sense of Caputo.

Optimization and Control · Mathematics 2010-04-20 Agnieszka B. Malinowska , Delfim F. M. Torres

In this paper we present a numerical solution of a one-phase 1D fractional Stefan problem with Caputo derivative with respect to time variable. In the proposed approach, we use a front fixing method and the algorithm of numerical…

Numerical Analysis · Mathematics 2019-10-02 M. Blasik

In the recent literature, the g-subdiffusion equation involving Caputo fractional derivatives with respect to another function has been studied in relation to anomalous diffusions with a continuous transition between different subdiffusive…

Statistical Mechanics · Physics 2023-02-01 L. Angelani , R. Garra

Moving boundary problems allow to model systems with phase transition at an inner boundary. Driven by problems in economics and finance, in particular modeling of limit order books, we consider a stochastic and non-linear extension of the…

Probability · Mathematics 2018-10-31 Marvin S. Mueller

We investigate evolution equations for anomalous diffusion employing fractional derivatives in space and time. Linkage between the space-time variables leads to a new type of fractional derivative operator. Fractional diffusion equations…

Mathematical Physics · Physics 2007-05-23 Andrzej J. Turski , Barbara Atamaniuk , Ewa Turska

In the paper we deal with linear fractional control problems with constant delays in the state. Single-order systems with fractional derivative in Caputo sense of orders between 0 and 1 are considered. The aim is to introduce a new…

Numerical Analysis · Mathematics 2024-12-20 Josef Rebenda , Zdeněk Šmarda

This paper deals with a theoretical mathematical analysis of a one-dimensional-moving-boundary problem for the time-fractional diffusion equation, where the time-fractional derivative of order $\al$ $\in (0,1)$ is taken in the Caputo's…

Analysis of PDEs · Mathematics 2015-02-05 Sabrina D. Roscani

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

A one-dimensional fractional one-phase Stefan problem with a temperature boundary condition at the fixed face is considered. An integral relationship between the temperature and the free boundary is obtained which is equivalent to the…

Analysis of PDEs · Mathematics 2018-10-25 Sabrina Roscani , Domingo Tarzia

In mathematical modeling of the non-squared frequency-dependent diffusions, also known as the anomalous diffusions, it is desirable to have a positive real Fourier transform for the time derivative of arbitrary fractional or odd integer…

Computational Engineering, Finance, and Science · Computer Science 2007-05-23 W Chen

Two Stefan's problems for the diffusion fractional equation are solved, where the fractional derivative of order $ \al \in (0,1) $ is taken in the Caputo's sense. The first one has a constant condition on $ x = 0 $ and the second presents a…

Analysis of PDEs · Mathematics 2013-09-17 Sabrina Roscani , Eduardo A. Santillan Marcus

Fractional diffusion equations replace the integer-order derivatives in space and time by their fractional-order analogues. They are used in physics to model anomalous diffusion. This paper develops strong solutions of space-time fractional…

Probability · Mathematics 2016-12-19 Zhen-Qing Chen , Mark M. Meerschaert , Erkan Nane

This work deals with the one-dimensional Stefan problem with a general time-dependent boundary condition at the fixed boundary. Stochastic solutions are obtained using discrete random walks, and the results are compared with analytic…

Analysis of PDEs · Mathematics 2023-02-06 M. Ogren

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

In this paper we formulate a Stefan problem appropriate when the thermophysical properties are distinct in each phase and the phase-change temperature is size or velocity dependent. Thermophysical properties invariably take different values…

Computational Physics · Physics 2019-04-12 Timothy G. Myers , Matthew G. Hennessy , Marc Calvo-Schwarzwälder

We obtain a generalized Neumann solution for the two-phase fractional Lam\'{e}-Clapeyron-Stefan problem for a semi-infinite material with constant boundary and initial conditions. In this problem, the two governing equations and a governing…

Analysis of PDEs · Mathematics 2014-05-26 Sabrina D. Roscani , Domingo A. Tarzia

Some fractional and anomalous diffusions are driven by equations involving fractional derivatives in both time and space. Such diffusions are processes with randomly varying times. In representing the solutions to those diffusions, the…

Probability · Mathematics 2012-06-05 Mirko D'Ovidio

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

In this paper, we consider the extended stochastic Navier-Stokes equations with Caputo derivative driven by fractional Brownian motion. We firstly derive the pathwise spatial and temporal regularity of the generalized Ornstein-Uhlenbeck…

Numerical Analysis · Mathematics 2017-09-18 Guang-an Zou , Guangying Lv , Jiang-Lun Wu