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When considering fractional diffusion equation as model equation in analyzing anomalous diffusion processes, some important parameters in the model, for example, the orders of the fractional derivative or the source term, are often unknown,…

Analysis of PDEs · Mathematics 2019-04-15 Zhiyuan Li , Masahiro Yamamoto

This article is concerned with the existence and uniqueness of solutions to some fractional order boundary value problems. Our results are based on some fixed point theorems. For the applicability of our results, we provide an example.

Classical Analysis and ODEs · Mathematics 2016-12-13 Anwarrud Din , Shah Faisal

We consider the Cauchy problem for stochastic fractional evolution equations with Caputo time fractional derivative of order $1<\alpha<2$ and space variable coefficients on an unbounded domain. The space derivatives that appear in the…

Probability · Mathematics 2025-10-28 Miloš Japundžić , Danijela Rajter-Ćirić

We introduce a discrete-time fractional calculus of variations on the time scale $h\mathbb{Z}$, $h > 0$. First and second order necessary optimality conditions are established. Examples illustrating the use of the new Euler-Lagrange and…

Optimization and Control · Mathematics 2010-10-29 Nuno R. O. Bastos , Rui A. C. Ferreira , Delfim F. M. Torres

An implicit finite difference method with non-uniform timesteps for solving the fractional diffusion equation in the Caputo form is proposed. The method allows one to build adaptive methods where the size of the timesteps is adjusted to the…

Numerical Analysis · Mathematics 2024-06-28 Santos B. Yuste , Joaquín Quintana-Murillo

The Caputo time-derivative is usually defined pointwise for well-behaved functions, say, for continuously differentiable functions. Accordingly, in the theory of the partial fractional differential equations with the Caputo derivatives, the…

Analysis of PDEs · Mathematics 2014-11-27 Rudolf Gorenflo , Yuri Luchko , Masahiro Yamamoto

The fractional operators together with exponential quantum in coordinate and momentum space corresponding to the power of observables are introduced. Based on an exponential relation between energy and momentum, the fractional Schr\"odinger…

Quantum Physics · Physics 2018-04-12 Hong Zhang

We generalize the fractional Caputo derivative to the fractional derivative ${{^CD}^{\alpha,\beta}_{\gamma}}$, which is a convex combination of the left Caputo fractional derivative of order $\alpha$ and the right Caputo fractional…

Optimization and Control · Mathematics 2011-09-23 Agnieszka B. Malinowska , Delfim F. M. Torres

We discuss an initial-boundary value problem for a fractional diffusion equation with Caputo time-fractional derivative where the coefficients are dependent on spatial and time variables and the zero Dirichlet boundary condition is…

Analysis of PDEs · Mathematics 2018-06-12 Adam Kubica , Masahiro Yamamoto

By writing the flow equations for the continuum Legendre effective action (a.k.a. Helmholtz free energy) with respect to a particular form of smooth cutoff, and performing a derivative expansion up to some maximum order, a set of…

High Energy Physics - Lattice · Physics 2009-10-28 Tim R. Morris

Invariant conditions for conformable fractional problems of the calculus of variations under the presence of external forces in the dynamics are studied. Depending on the type of transformations considered, different necessary conditions of…

Optimization and Control · Mathematics 2017-04-14 Matheus J. Lazo , Delfim F. M. Torres

We study the nonlocal Stefan problem, where the phase transition is described by a nonlocal diffusion as well as the change of enthalpy functions. By using a stochastic optimization approach introduced for the local case, we construct…

Analysis of PDEs · Mathematics 2026-04-21 Raymond Chu , Inwon Kim , Young-Heon Kim , Kyeongsik Nam

This paper establishes explicit solutions for fractional diffusion problems on bounded domains. It also gives stochastic solutions, in terms of Markov processes time-changed by an inverse stable subordinator whose index equals the order of…

Probability · Mathematics 2016-04-22 Boris Baeumer , Tomasz Luks , Mark M. Meerschaert

In this paper, we use the fractional calculus to discuss the fractional mechanics, where the time derivative is replaced with the fractional derivative of order $\nu$. We deal with the motion of a body in a resisting medium where the…

General Physics · Physics 2015-06-15 Won Sang Chung , Min Jung

We prove necessary optimality conditions, in the class of continuous functions, for variational problems defined with Jumarie's modified Riemann-Liouville derivative. The fractional basic problem of the calculus of variations with free…

Optimization and Control · Mathematics 2011-05-10 Ricardo Almeida , Delfim F. M. Torres

We study the distribution of first passage time (FPT) in Levy type of anomalous diffusion. Using recently formulated fractional Fokker-Planck equation we obtain three results. (1) We derive an explicit expression for the FPT distribution in…

Statistical Mechanics · Physics 2009-11-07 Govindan Rangarajan , Mingzhou Ding

We study incommensurate fractional variational problems in terms of a generalized fractional integral with Lagrangians depending on classical derivatives and generalized fractional integrals and derivatives. We obtain necessary optimality…

Optimization and Control · Mathematics 2013-10-03 Tatiana Odzijewicz , Agnieszka B. Malinowska , Delfim F. M. Torres

In this work, we develop variational formulations of Petrov-Galerkin type for one-dimensional fractional boundary value problems involving either a Riemann-Liouville or Caputo derivative of order $\alpha\in(3/2, 2)$ in the leading term and…

Numerical Analysis · Mathematics 2015-12-18 Bangti Jin , Raytcho Lazarov , Zhi Zhou

In this paper we develop a fractional Hamiltonian formulation for dynamic systems defined in terms of fractional Caputo derivatives. Expressions for fractional canonical momenta and fractional canonical Hamiltonian are given, and a set of…

Mathematical Physics · Physics 2009-11-11 Dumitru Baleanu , Om P. Agrawal

Fractional equations have become the model of choice in several applications where heterogeneities at the microstructure result in anomalous diffusive behavior at the macroscale. In this work we introduce a new fractional operator…

Numerical Analysis · Mathematics 2021-01-29 Marta D'Elia , Christian Glusa