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We consider equations of the form $(D_{(\rho)}u)(t)=-\lambda u(t)$, $t>0$, where $\lambda >0$, $D_{(\rho)}$ is a distributed order derivative, that is the Caputo-Dzhrbashyan fractional derivative of order $\alpha$, integrated in $\alpha\in…

Mathematical Physics · Physics 2015-05-13 Anatoly N. Kochubei

In fractional calculus there are two approaches to obtain fractional derivatives. The first approach is by iterating the integral and then defining a fractional order by using Cauchy formula to obtain Riemann fractional integrals and…

Dynamical Systems · Mathematics 2012-10-02 Thabet Abdeljawad , Dumitru Baleanu , Fahd Jarad , Ravi Agarwal

Our goal is to establish a hidden regularity result for solutions of time fractional Petrovsky system where the Caputo fractional derivative is of order $\alpha\in(1,2)$. We achieve such result for a suitable class of weak solutions.

Analysis of PDEs · Mathematics 2022-07-07 Paola Loreti , Daniela Sforza

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 derive new approximate representations of the Lommel functions in terms of the Scorer function and approximate representations of the first derivative of the Lommel functions in terms of the derivative of the Scorer function. Using the…

Classical Analysis and ODEs · Mathematics 2014-10-16 Nadezhda Aleksandrova

We propose and study a class of numerical schemes to approximate time fractional differential equations. The methods are based on the approximation of the Caputo fractional derivative by continuous piecewise polynomials, which is strongly…

Numerical Analysis · Mathematics 2018-05-04 Han Zhou , Paul Andries Zegeling

In this paper, we first propose an unconditionally stable implicit difference scheme for solving generalized time-space fractional diffusion equations (GTSFDEs) with variable coefficients. The numerical scheme utilizes the $L1$-type formula…

Numerical Analysis · Mathematics 2021-09-15 Xian-Ming Gu , Ting-Zhu Huang , Yong-Liang Zhao , Pin Lyu , Bruno Carpentieri

Two fractional Stefan problems are considered by using Riemann-Liouville and Caputo derivatives of order $\alpha \in (0,1)$ such that in the limit case ($\alpha =1$) both problems coincide with the same classical Stefan problem. For the one…

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

In this paper, we computed the first three coefficients of the asymptotic expansion of Zelditch. We also proved that in general, the $k$-th coefficient is a polynomial of the curvature and its derivative of weight $k$.

Differential Geometry · Mathematics 2007-05-23 Zhiqin Lu

This work presents an analytical and computational study of fractional-order delay differential equations formulated using both the conformable and Caputo derivatives. For the conformable case, we develop the associated integral,…

We present an asymptotic expansion formula of an estimator for the drift coefficient of the fractional Ornstein-Uhlenbeck process. As the machinery, we apply the general expansion scheme for Wiener functionals recently developed by the…

Probability · Mathematics 2024-04-05 Ciprian A. Tudor , Nakahiro Yoshida

We prove a discrete analogue for the composition of the fractional integral and Caputo derivative. This result is relevant in numerical analysis of fractional PDEs when one discretizes the Caputo derivative with the so-called L1 scheme. The…

Numerical Analysis · Mathematics 2023-09-07 Łukasz Płociniczak

We develop symbolic methods of asymptotic approximations for solutions of linear ordinary differential equations and use to them stabilize numerical calculations. Our method follows classical analysis for first-order systems and…

Symbolic Computation · Computer Science 2011-10-12 Christopher J. Winfield

A development of an inverse first-order divided difference operator for functions of several variables is presented. Two generalized derivative-free algorithms builded up from Ostrowski's method for solving systems of nonlinear equations…

Numerical Analysis · Mathematics 2011-10-12 Miquel Grau-Sánchez , Miquel Noguera , Sergio Amat

Asymptotic expansion of a variation with anticipative weights is derived by the theory of asymptotic expansion for Skorohod integrals having a mixed normal limit. The expansion formula is expressed with the quasi-torsion, quasi-tangent and…

Probability · Mathematics 2021-01-05 Nakahiro Yoshida

We discuss the existence of solutions with oblique asymptotes to a class of second order nonlinear ordinary differential equations by means of Lyapunov functions. The approach is new in this field and allows for simpler proofs of general…

Classical Analysis and ODEs · Mathematics 2010-01-06 Octavian G. Mustafa , Cemil Tunc

Building upon the recent work of Teso and Plociniczak (2025) regarding L1 discretization errors for the Caputo derivative in H\"{o}lder spaces, this study extends the analysis to higher-order discretization errors within the same functional…

Numerical Analysis · Mathematics 2025-04-11 Xiangyi Peng , Lisen Ding , Dongling Wang

This paper is devoted to the study of generalised time-fractional evolution equations involving Caputo type derivatives. Using analytical methods and probabilistic arguments we obtain well-posedness results and stochastic representations…

Analysis of PDEs · Mathematics 2022-05-03 M. E. Hernández-Hernández , V. N. Kolokoltsov , L. Toniazzi

We study the asymptotic behaviour, as the small parameter $\varepsilon$ tends to zero, of the resolvents of uniformly elliptic second-order differential operators with locally periodic coefficients depending on the slow variable $x$ and the…

Analysis of PDEs · Mathematics 2020-01-09 Svetlana Pastukhova

We rewrite Arthur's asymptotic formula for weighted orbital integrals on real groups with the aid of a residue calculus and extend the resulting formula to the Schwartz space. Then we extract the available information about the coefficients…

Representation Theory · Mathematics 2008-09-01 Werner Hoffmann