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Related papers: Remarks on a fractional-time stochastic equation

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There has recently been considerable interest in using a nonstandard piecewise approximation to formulate fractional order differential equations as difference equations that describe the same dynamical behaviour and are more amenable to a…

Numerical Analysis · Mathematics 2016-05-09 Christopher N Angstmann , Bruce I Henry , Anna V McGann

Fractional difference operators possess nonlocal structure which largely affects and complicates the qualitative analysis of fractional difference equations. In this article, we discuss the effect of this memory property on asymptotic…

General Mathematics · Mathematics 2022-05-02 Jagan Mohan Jonnalagadda

Using the concept of fractional derivatives of Riemann$-$Liouville on time scales, we first introduce right fractional Sobolev spaces and characterize them. Then, we prove the equivalence of some norms in the introduced spaces, and obtain…

Functional Analysis · Mathematics 2022-02-22 Xing Hu , Yongkun Li

In this work we look at the original fractional calculus of variations problem in a somewhat different way. As a simple consequence, we show that a fractional generalization of a classical problem has a solution without any restrictions on…

Optimization and Control · Mathematics 2019-08-27 Rui A. C. Ferreira

In mathematical modeling of the non-squared frequency-dependent diffusions, also known as the anomalous diffusions, it is desirable to have a positive real Fourier transform for the time derivative of arbitrary fractional or odd integer…

Computational Engineering, Finance, and Science · Computer Science 2007-05-23 W Chen

A new derivative, called deformable derivative, is introduced here which is equivalent to ordinary derivative in the sense that one implies other. The deformable derivative is defined using limit approach like that of ordinary one but with…

Classical Analysis and ODEs · Mathematics 2017-05-03 Fahed Zulfeqarr , Amit Ujlayan , Priyanka Ahuja

A fractional time derivative is introduced into the Burger's equation to model losses of nonlinear waves. This term amounts to a time convolution product, which greatly penalizes the numerical modeling. A diffusive representation of the…

Computational Physics · Physics 2016-06-14 Bruno Lombard , Denis Matignon

We survey existing results concerning the study in small times of the density of the solution of a rough differential equation driven by fractional Brownian motions. We also slightly improve existing results and discuss some possible…

Probability · Mathematics 2014-03-05 Fabrice Baudoin , Cheng Ouyang

In this paper, we study a class of stochastic partial differential equations (SPDEs) driven by space-time fractional noises. Our method consists in studying first the nonlocal SPDEs and showing then the convergence of the family of these…

Probability · Mathematics 2014-09-17 Ying Hu , Yiming Jiang , Zhongmin Qian

This paper deals with the long time behavior of solutions to a "fractional Fokker-Planck" equation of the form $\partial_t f = I[f] + \text{div}(xf)$ where the operator $I$ stands for a fractional Laplacian. We prove an exponential in time…

Analysis of PDEs · Mathematics 2013-12-06 Isabelle Tristani

A heat equation with uncertain domains is thoroughly investigated. Statistical moments of the solution is approximated by the counterparts of the shape derivative. A rigorous proof for the existence of the shape derivative is presented.…

Analysis of PDEs · Mathematics 2020-09-30 Duong Thanh Pham , Thanh Tran

We introduce a discrete-time fractional calculus of variations on the time scales $\mathbb{Z}$ and $(h\mathbb{Z})_a$. First and second order necessary optimality conditions are established. Some numerical examples illustrating the use of…

Classical Analysis and ODEs · Mathematics 2012-02-15 Nuno R. O. Bastos

The stochastic solution to diffusion equations with polynomial coefficients is called a Pearson diffusion. If the time derivative is replaced by a distributed fractional derivative, the stochastic solution is called a fractional Pearson…

Probability · Mathematics 2016-11-29 Jebessa B. Mijena , Erkan Nane

In this paper we study the class of mixed-index time fractional differential equations in which different components of the problem have different time fractional derivatives on the left hand side. We prove a theorem on the solution of the…

Numerical Analysis · Mathematics 2017-09-06 Kevin Burrage , Pamela M. Burrage , Ian W. Turner , Fanhai Zeng

A non-Gaussian Hardy equation is studied with a non-linearity of Osgood-type growth. A fractional derivative in time is incorporated for the first time in an research of this type. Existence of local and global solutions are established by…

Analysis of PDEs · Mathematics 2025-07-17 Soveny Solís , Vicente Vergara

We introduce a fractional Fokker-Planck equation with a temporal power-law dependence on the drift force fields. For this case, the moments of the tracer from the force-force correlation in terms of the time-dependent drift force fields are…

Statistical Mechanics · Physics 2007-05-23 Kyungsik Kim , Y. S. Kong

The first aim of this work is to establish a Peano type existence theorem for an initial value problem involving complex fractional derivative and the second is, as a consequence of this theorem, to give a partial answer to the local…

Complex Variables · Mathematics 2017-11-09 Müfit Şan

In this paper we study some boundary value problems for a fractional analogue of second order elliptic equation with an involution perturbation in a rectangular domain. Theorems on existence and uniqueness of a solution of the considered…

Analysis of PDEs · Mathematics 2018-02-06 Mokhtar Kirane , Batirkhan K. Turmetov , Berikbol T. Torebek

We will look at reaction-diffusion type equations of the following type, $$\partial^\beta_tV(t,x)=-(-\Delta)^{\alpha/2} V(t,x)+I^{1-\beta}_t[V(t,x)^{1+\eta}].$$ We first study the equation on the whole space by making sense of it via an…

Analysis of PDEs · Mathematics 2018-09-20 Sunday A. Asogwa , Mohammud Foondun , Jebessa B. Milena , Erkan Nane

In this article, the existence and uniqueness about the solution for a class of stochastic fractional-order differential equation systems are investigated, where the fractional derivative is described in Caputo sense. The fractional…

Numerical Analysis · Mathematics 2016-11-24 Guang-an Zou , Bo Wang