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This is a review of statistical inference methodology for stochastic differential equations driven by fractional Brownian motion, otherwise called fractional diffusions. The first section reviews the theory needed to rigorously define them.…

Probability · Mathematics 2026-04-07 Pablo Ramses Alonso-Martin , Horatio Boedihardjo , Anastasia Papavasiliou

We study the inverse problem of recovering the order and the diffusion coefficient of an elliptic fractional partial differential equation from a finite number of noisy observations of the solution. We work in a Bayesian framework and show…

Analysis of PDEs · Mathematics 2017-06-28 Nicolas Garcia Trillos , Daniel Sanz-Alonso

The inversion theorem and convolution theorem of the conformable fractional Laplace transforms are developed. All the elementary properties of the classical Laplace transform are extended to the conformable fractional transform, and using…

Dynamical Systems · Mathematics 2026-05-13 Somnath Sarate , Anil Khairnar , Krishnat Masalkar

A mean-field-type limit from stochastic moderately interacting many-particle systems with singular Riesz potential is performed, leading to nonlocal porous-medium equations in the whole space. The nonlocality is given by the inverse of a…

Analysis of PDEs · Mathematics 2021-09-20 Li Chen , Alexandra Holzinger , Ansgar Jüngel , Nicola Zamponi

In this paper, we derive certain formulas giving the Laplace transforms of two generalized fractional integral operators introduced recently in [Fract. Calc. Appl. Anal. 20 (2) (2017), 422--446]. The main results provide generalizations to…

Classical Analysis and ODEs · Mathematics 2025-09-03 Min-Jie Luo , Jing-Yi Shen , Ravinder Krishna Raina

A fractional diffusion equation based on Riemann-Liouville fractional derivatives is solved exactly. The initial values are given as fractional integrals. The solution is obtained in terms of $H$-functions. It differs from the known…

Statistical Mechanics · Physics 2007-05-23 R. Hilfer

Fractional calculus is the calculus of differentiation and integration of non-integer orders. In a recently paper (Annals of Physics 323 (2008) 2756-2778), the Fundamental Theorem of Fractional Calculus is highlighted. Based on this…

Mathematical Physics · Physics 2009-10-30 Ming-Fan Li , Ji-Rong Ren , Tao Zhu

Fractional (in time and in space) evolution equations defined on Dirichlet regular bounded open domains, driven by fractional integrated in time Gaussian spatiotemporal white noise, are considered here. Sufficient conditions for the…

Dynamical Systems · Mathematics 2017-01-17 V. V. Anh , N. N. Leonenko , M. D. Ruiz-Medina

In this paper, a new fractional operator of variable order with the use of the monotonic increasing function is proposed in sense of Caputo type. The properties in term of the Laplace and Fourier transforms are analyzed and the results for…

Statistical Mechanics · Physics 2017-07-18 Xiao-Jun Yang , J. A. Tenreiro Machado

A kind of nonlocal reaction-diffusion equations on an unbounded domain containing fractional Laplacian operator is analyzed. To be precise, we prove the convergence of solutions of the equation governed by the fractional Laplacian to the…

Analysis of PDEs · Mathematics 2023-06-13 Jiaouhui Xu , Tomás Caraballo , José Valero

Non-local elasticity models in continuum mechanics can be treated with two different approaches: the gradient elasticity models (weak non-locality) and the integral non-local models (strong non-locality). This article focuses on the…

Classical Physics · Physics 2014-04-04 Vasily E. Tarasov

A cross-diffusion system for two compoments with a Laplacian structure is analyzed on the multi-dimensional torus. This system, which was recently suggested by P.-L. Lions, is formally derived from a Fokker-Planck equation for the…

Analysis of PDEs · Mathematics 2017-03-08 Ansgar Jüngel , Nicola Zamponi

Fractional Dzherbashian-Nersesian operator is considered and three famous fractional order derivatives namely Riemann-Liouville, Caputo and Hilfer derivatives are shown to be special cases of the earlier one. The expression for Laplace…

Analysis of PDEs · Mathematics 2021-11-09 Anwar Ahmad , Muhammad Ali , Salman A. Malik

The study of fractional order differential operators is receiving renewed attention in many scientific fields. In order to accommodate researchers doing work in these areas, there is a need for highly scalable numerical methods for solving…

Distributed, Parallel, and Cluster Computing · Computer Science 2019-11-28 Max Carlson , Robert M. Kirby , Hari Sundar

Fractional calculus, in allowing integrals and derivatives of any positive order (the term "fractional" kept only for historical reasons), can be considered a branch of mathematical physics which mainly deals with integro-differential…

Mathematical Physics · Physics 2012-02-02 Francesco Mainardi

In this note we show how to obtain regularity estimates for the fractional Laplacian on the multidimensional torus $\mathbb{T}^n$ from the fractional Laplacian on $\mathbb{R}^n$. Though at first glance this may seem quite natural, it must…

Analysis of PDEs · Mathematics 2014-06-27 L. Roncal , P. R. Stinga

In this note we study the application of generalized fractional operators to a particular class of nonstandard Lagrangians. These are typical of dissipative systems and the corresponding Euler-Lagrange and Hamilton equations are analyzed.…

Mathematical Physics · Physics 2015-05-19 Giorgio S. Taverna , Delfim F. M. Torres

The technique of Caffarelli and Silvestre, characterizing the fractional Laplacian as the Dirichlet-to-Neumann map for a function U satisfying an elliptic equation in the upper half space with one extra spatial dimension, is shown to hold…

Analysis of PDEs · Mathematics 2013-02-19 Ray Yang

A distributed order fractional diffusion equation is considered. Distributed order derivatives are fractional derivatives that have been integrated over the order of the derivative within a given range. In this paper sub-diffusive cases are…

Mathematical Physics · Physics 2007-05-23 Mark Naber

We study three types of generalized partial fractional operators. An extension of Green's theorem, by considering partial fractional derivatives with more general kernels, is proved. New results are obtained, even in the particular case…

Classical Analysis and ODEs · Mathematics 2012-12-18 Tatiana Odzijewicz , Agnieszka B. Malinowska , Delfim F. M. Torres
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