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Related papers: Remarks on a fractional-time stochastic equation

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For stochastic evolution equations with fractional derivatives, classical solutions exist when the order of the time derivative of the unknown function is not too small compared to the order of the time derivative of the noise; otherwise,…

Probability · Mathematics 2018-11-01 Sergey V. Lototsky , Boris L. Rozovsky

In this work we study the solutions to some fractional higher-order equations. Special cases in which time-fractional derivatives take integer values are also examined and the explicit solutions are presented. Such solutions can be…

Probability · Mathematics 2012-06-14 Mirko D'Ovidio

Inspired by the works of \cite{baz2} and \cite{kian}, this study develops an abstract framework for analyzing differential equations with space-dependent fractional time derivatives and bounded operators. Within this framework, we establish…

Analysis of PDEs · Mathematics 2025-02-19 Tiago Augusto dos Santos Boza , Paulo Mendes de Carvalho Neto

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

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

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

A class of linear evolutionary equations with material laws involving fractional time-derivatives is considered. The main result is well-posedness and causality for this problem class. The approach is illustrated with two examples: a…

Analysis of PDEs · Mathematics 2013-04-10 Rainer Picard

We provide explicit classical solutions and stochastic analogues for distributed-order space-time fractional diffusion equations on bounded domains with zero exterior boundary conditions. We also show that our results still hold when the…

Analysis of PDEs · Mathematics 2022-10-11 Ngartelbaye Guerngar , James McCormick

We consider fractional diffusion equations and study the stability of the inverse problem of determining the time-dependent parameter in a source term or a coefficient of zero-th order term from observations of the solution at one point in…

Analysis of PDEs · Mathematics 2015-01-09 Kenichi Fujishiro , Yavar Kian

For fractional derivatives and time-fractional differential equations, we construct a framework on the basis of the operator theory in fractional Sobolev spaces. Our framework provides a feasible extension of the classical Caputo and the…

Analysis of PDEs · Mathematics 2022-01-24 Masahiro Yamamoto

In this paper we study the long time behavior of the solution to a certain class of space-time fractional stochastic equations with respect to the level $\lambda$ of a noise and show how the choice of the order $\beta \in (0, \,1)$ of the…

Probability · Mathematics 2022-07-14 Jebessa B. Mijena , Erkan Nane , Alemayehu G. Negash

In a fractional Cauchy problem, the usual first order time derivative is replaced by a fractional derivative. The fractional derivative models time delays in a diffusion process. The order of the fractional derivative can be distributed…

Probability · Mathematics 2011-10-14 Mark M. Meerschaert , Erkan Nane , Palaniappan Vellaisamy

The Schrodinger equation is considered with the first order time derivative changed to a Caputo fractional derivative, the time fractional Schrodinger equation. The resulting Hamiltonian is found to be non-Hermitian and non-local in time.…

Mathematical Physics · Physics 2009-11-10 Mark Naber

We investigate the behavior of the time derivatives of the solution to a linear time-fractional, advection-diffusion-reaction equation, allowing space- and time-dependent coefficients as well as initial data that may have low regularity.…

Analysis of PDEs · Mathematics 2020-03-24 William McLean , Kassem Mustapha , Raed Ali , Omar M. Knio

In this work, we introduce a novel variational framework for the study of the unsteady Stokes equations in a bounded open Lipschitz domain in R^n, involving a Caputo fractional derivative in time. The nonlocal nature of the fractional…

Analysis of PDEs · Mathematics 2025-11-19 Juan Carlos Oyola Ballesteros , Paulo M. Carvalho-Neto

This paper presents a better approach to model an engineering problem in fractal-time space based on local fractional calculus. Some examples are given to elucidate to establish governing equations with local fractional derivative.

Mathematical Physics · Physics 2011-10-31 Xiao-Jun Yang

We consider the time-fractional Cattaneo equation involving the tempered Caputo space-fractional derivative. We find the characteristic function of the related process and we explain the main differences with previous stochastic treatments…

Probability · Mathematics 2022-06-13 Luisa Beghin , Roberto Garra , Francesco Mainardi , Gianni Pagnini

This paper develops strong solutions and stochastic solutions for the tempered fractional diffusion equation on bounded domains. First the eigenvalue problem for tempered fractional derivatives is solved. Then a separation of variables, and…

Probability · Mathematics 2016-11-29 Erkan Nane , Mark M. Meerschaert , Palaniappan Vellaisamy

In this paper we investigate the porous medium equation with a fractional temporal derivative. We justify that the resulting equation emerges when we consider the waiting-time (or trapping) phenomenon that can happen in the medium. Our…

Analysis of PDEs · Mathematics 2015-05-20 Łukasz Płociniczak

In a fractional Cauchy problem, the usual first order time derivative is replaced by a fractional derivative. This problem was first considered by \citet{nigmatullin}, and \citet{zaslavsky} in $\mathbb R^d$ for modeling some physical…

Probability · Mathematics 2016-11-29 Erkan Nane
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