Related papers: Remarks on a fractional-time stochastic equation
Quenching solutions to a Kawarada problem with a Caputo time-fractional derivative and a fractional Laplacian are considered. The solutions to such problems may only exist locally in time when quenching occurs. Quenching and non-quenching…
In this study, we focus on identifying solution and an unknown space-dependent coefficient in a space-time fractional differential equation by employing fractional Taylor series method. The substantial advantage of this method is that we…
We study Cauchy problems of fractional differential equations in both space and time variables by expressing the solution in terms of ``stochastic composition" of the solutions to two simpler problems. These Cauchy sub-problems respectively…
This work describes and analyzes the domain derivative for a time-dependent acoustic scattering problem. We study the nonlinear operator that maps a sound-soft scattering object to the solution of the time-dependent wave equation evaluated…
In this paper, we use the fractional calculus to discuss the fractional mechanics, where the time derivative is replaced with the fractional derivative of order $\nu$. We deal with the motion of a body in a resisting medium where the…
We propose a probabilistic construction for the solution of a general class of fractional high order heat-type equations in the one-dimensional case, by using a sequence of random walks in the complex plane with a suitable scaling. A time…
A large deviation principle is derived for stochastic partial differential equations with slow-fast components. The result shows that the rate function is exactly that of the averaged equation plus the fluctuating deviation which is a…
We consider stochastic dynamical systems defined by differential equations with a uniform random time delay. The latter equations are shown to be equivalent to deterministic higher-order differential equations: for an $n$-th order equation…
Fractional calculus allows one to generalize the linear, one-dimensional, diffusion equation by replacing either the first time derivative or the second space derivative by a derivative of fractional order. The fundamental solutions of…
In the present article, an approach to find the exact solution of the fractional Fokker-Planck equation is presented. It is based on transforming it to a system of first-order partial differential equation via Hopf transformation, together…
In this paper, we prove existence, uniqueness and regularity for a class of stochastic partial differential equations with a fractional Laplacian driven by a space-time white noise in dimension one. The equation we consider may also include…
The aim of this work is to show existence, uniqueness and regularity properties of nonlinear fractional Schr\"{o}dinger equation with fractional time derivative of order $\alpha\in (0,1)$ and with a Hartree-type nonlinear term.
This article deals with time-fractional diffusion equations with time-dependent singular source term. Whenever the order of the time-fractional derivative is either multi-term, distributed or space-dependent, we prove that the system admits…
The Caputo time-derivative is usually defined pointwise for well-behaved functions, say, for continuously differentiable functions. Accordingly, in the theory of the partial fractional differential equations with the Caputo derivatives, the…
In recent years, the picture of discrete space time has been studied in the context of stochastic theory. There are a number of ramifications, which are briefly examined. We argue that the causality of physiics has its roots in the…
We deal with complex spatial diffusion equations with time-fractional derivative and study their stochastic solutions. In particular, we complexify the integral operator solution to the heat-type equation where the time derivative is…
We study an initial-boundary value problem of variable-order time-fractional diffusion equations in one space dimension. Based on the wellposedness of the proposed model and the smoothing properties of its solutions, which are shown to be…
We introduce the notion of structural derivative on time scales. The new operator of differentiation unifies the concepts of fractal and fractional order derivative and is motivated by lack of classical differentiability of some…
The idea of fractional derivatives has a long history that dates back centuries. Apart from their intriguing mathematical properties, fractional derivatives have been studied widely in physics, for example in quantum mechanics and generally…
We consider the Cauchy problem for stochastic fractional evolution equations with Caputo time fractional derivative of order $1<\alpha<2$ and space variable coefficients on an unbounded domain. The space derivatives that appear in the…