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Related papers: Remarks on a fractional-time stochastic equation

200 papers

We concern the effect of domain perturbation on the behaviour of stochastic partial differential equations subject to the Dirichlet boundary condition. Under some assumptions, we get an estimate for the solutions under changes of the…

Dynamical Systems · Mathematics 2014-04-18 Wenya Wang , Zhongkai Guo , Jicheng Liu

Given a stochastic structure with a filtration $\mathbb{F}$, the class of all random times whose conditional distribution functions are differentiable with respect to some $\mathbb{F}$ adapted non decreasing processes is considered. The…

Probability · Mathematics 2013-12-20 Shiqi Song

We investigate the solutions for a time dependent potential by considering two scenarios for the fractional Schr\"odinger equation. The first scenario analyzes the influence of the time dependent potential in the absence of the kinetic…

General Physics · Physics 2023-06-14 EC Gabrick , E Sayari , ASM de Castro , J Trobia , AM Batista , EK Lenzi

In this article, the order of some classes of fractional linear differential equations is determined, based on asymptotic behavior of the solution as time tends to infinity. The order of fractional derivative has been proved to be of great…

Analysis of PDEs · Mathematics 2017-10-04 Mirko D'Ovidio , Paola Loreti , Alireza Momenzadeh , Sima Sarv Ahrabi

We examine the short and long-time behaviors of time-fractional diffusion equations with variable space-dependent order. More precisely, we describe the time-evolution of the solution to these equations as the time parameter goes either to…

Analysis of PDEs · Mathematics 2019-01-11 Yavar Kian , Diomba Sambou , Eric Soccorsi

In this paper we investigate the following fractional order in time Cauchy problem \begin{equation*} \begin{cases} \mathbb{D}_{t}^{\alpha }u(t)+Au(t)=f(u(t)), & 1<\alpha <2, u(0)=u_{0},\,\,\,u^{\prime }(0)=u_{1}. & \end{cases}%…

Analysis of PDEs · Mathematics 2018-08-08 Edgardo Alvarez , Ciprian Gal , Valentin Keyantuo , Mahamadi Warma

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

In this review, we present some fundamental classical and quantum phenomena in view of time fractional formalism. Time fractional formalism is a very useful tool in describing systems with memory and delay. We hope that this study can…

General Physics · Physics 2012-03-27 Hosein Nasrolahpour

Space-time fractional evolution equations are a powerful tool to model diffusion displaying space-time heterogeneity. We prove existence, uniqueness and stochastic representation of classical solutions for an extension of Caputo evolution…

Analysis of PDEs · Mathematics 2018-09-03 Lorenzo Toniazzi

We prove that any given function can be smoothly approximated by functions lying in the kernel of a linear operator involving at least one fractional component. The setting in which we work is very general, since it takes into account…

Analysis of PDEs · Mathematics 2018-10-22 Alessandro Carbotti , Serena Dipierro , Enrico Valdinoci

The physical relevance of the fractional time derivative in quantum mechanics is discussed. It is shown that the introduction of the fractional time Scr\"odinger equation (FTSE) in quantum mechanics by analogy with the fractional diffusion…

Quantum Physics · Physics 2015-05-30 Alexander Iomin

In a general class of one dimensional random differential equation the convergence of the distribution function of the solution to stationary state distribution is studied. In particular it is proved the boundedness respectively the…

Probability · Mathematics 2010-07-07 Gyorgy Steinbrecher , Xavier Garbet , Boris Weyssow

In this manuscript, we investigate a fractional stochastic neutral differential equation with time delay, which includes both deterministic and stochastic components. Our primary objective is to rigorously prove the existence of a unique…

Dynamical Systems · Mathematics 2024-05-28 Javad A. Asadzade , Nazim I. Mahmudov

In this paper, we introduce a class of stochastic partial differential equations (SPDEs) with fractional time-derivatives, and study the $L_2$-theory of the equations. This class of SPDEs can be used to describe random effects on transport…

Probability · Mathematics 2014-04-08 Zhen-Qing Chen , Kyeong-Hun Kim , Panki Kim

Of primary interest in this paper is the numerical approximation of a time dependent fractional, in space, diffusion equation where the domain is assumed to be nonhomogeneous, having different axial diffusion coefficients. This work is…

Numerical Analysis · Mathematics 2026-05-12 T. Catoe , V. J. Ervin

We show the appearance of spatiotemporal stochastic resonance in the Swift-Hohenberg equation. This phenomenon emerges when a control parameter varies periodically in time around the bifurcation point. By using general scaling arguments and…

Condensed Matter · Physics 2016-08-15 J. M. G. Vilar , J. M. Rubí

We introduce a notion of fractional (noninteger order) derivative on an arbitrary nonempty closed subset of the real numbers (on a time scale). Main properties of the new operator are proved and several illustrative examples given.

Classical Analysis and ODEs · Mathematics 2016-09-06 Benaoumeur Bayour , Delfim F. M. Torres

This article discusses the analyticity and the long-time asymptotic behavior of solutions to space-time fractional diffusion equations in $\mathbb{R}^d$. By a Laplace transform argument, we prove that the decay rate of the solution as…

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

In this paper we study the solutions of different forms of fractional equations on the unit sphere $\mathbb{S}_{1}^{2}$ $\subset \mathbb{R}^{3}$ possessing the structure of time-dependent random fields. We study the correlation functions of…

Probability · Mathematics 2014-11-25 Mirko D'Ovidio , Nikolai Leonenko , Enzo Orsingher

Sticky diffusion processes on bounded domains spend finite time (and finite mean time) on the lower-dimensional space given by the boundary. Once the process hits the boundary, then it starts again after a random amount of time. While on…

Probability · Mathematics 2026-05-19 Mirko D'Ovidio