Related papers: Algorithm implementation and numerical analysis fo…
This study makes the first attempt to use the 2/3-order fractional Laplacian modeling of enhanced diffusing movements of random turbulent particle resulting from nonlinear inertial interactions. A combined effect of the inertial…
The infinitesimal generator of a one-dimensional strictly $\alpha$-stable process can be represented as a weighted sum of (right and left) Riemann-Liouville fractional derivatives of order $\alpha$ and one obtains the fractional Laplacian…
We consider the fractional elliptic problem with Dirichlet boundary conditions on a bounded and convex domain $D$ of $\mathbb{R}^d$, with $d \geq 2$. In this paper, we perform a stochastic gradient descent algorithm that approximates the…
In this paper we provide a new (probabilistic) proof of a classical result in partial differential equations, viz. if $\phi$ is a tempered distribution, then the solution of the heat equation for the Laplacian, with initial condition…
In this article, we consider the space-time Fractional (nonlocal) diffusion equation $$\partial_t^\beta u(t,x)={\mathtt{L}_D^{\alpha_1,\alpha_2}} u(t,x), \ \ t\geq 0, \ x\in D, $$ where $\partial_t^\beta$ is the Caputo fractional derivative…
In a previous work, we introduced a discretization scheme for a constrained optimal control problem involving the fractional Laplacian. For such a control problem, we derived optimal a priori error estimates that demand the convexity of the…
We introduce a notion of geometric tempering using exponentially-dampened Mittag-Leffler tempering functions and closely investigate the univariate case. Characteristic exponents and cumulants are calculated, as well as spectral densities.…
This chapter is an attempt to present a mathematical theory of compound fractional Poisson processes. The chapter begins with the characterization of a well-known L\'evy process: The compound Poisson process. The semi-Markov extension of…
We propose a metriplectic reformulation of Lagrangian variational formulations for non-equilibrium thermodynamics. We prove that solutions to these constrained variational principles can be generated by the sum of a classic Poisson bracket…
In this work we study the asymptotic behavior of solutions for a general linear second-order evolution differential equation in time with fractional Laplace operators in $\mathbb{R}^n$. We obtain improved decay estimates with less demand on…
The fractional Laplacian $(- \Delta)^{\alpha /2}$, $\alpha \in (0,2)$ has many equivalent (albeit formally different) realizations as a nonlocal generator of a family of $\alpha $-stable stochastic processes in $R^n$. On the other hand, if…
We present a simple discretization scheme for the hypersingular integral representation of the fractional Laplace operator and solver for the corresponding fractional Laplacian problem. Through singularity subtraction, we obtain a…
We address the inverse problem of identifying a time-dependent source coefficient in a one-dimensional heat equation with a fractional Laplacian subject to Dirichlet boundary conditions and an integral nonlocal data. An a priori estimate is…
Parabolic partial differential equations (PDEs) are in ubiquitous, very effective use to model diffusion processes. However, there are many applications (e.g., such as in hydrology, animal foraging, biology, and light diffusion just do name…
In this paper, some elliptic equation in a bounded open domain in $\mathbb{R}^N$ ($N\geq 2$) with $C^2$ boundary $\partial\Omega$ is considered. The problem is driven by the regional fractional Laplacian, the infinitesimal generator of the…
We characterize the small-time asymptotic behavior of the exit probability of a L\'evy process out of a two-sided interval and of the law of its overshoot, conditionally on the terminal value of the process. The asymptotic expansions are…
The fractional laplacian is an operator appearing in several evolution models where diffusion coming from a L\'evy process is present but also in the analysis of fluid interphases. We provide an extension of a pointwise inequality that…
We adopt the integral definition of the fractional Laplace operator and study an optimal control problem on Lipschitz domains that involves a fractional elliptic partial differential equation (PDE) as state equation and a control variable…
The purpose of this article is to establish new lower bounds for the sums of powers of eigenvalues of the Dirichlet fractional Laplacian operator $(-\Delta)^{\alpha/2}|_{\Omega}$ restricted to a bounded domain $\Omega\subset{\mathbb R}^d$…
The equation with the time fractional substantial derivative and space fractional derivative describes the distribution of the functionals of the L\'evy flights; and the equation is derived as the macroscopic limit of the continuous time…