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The article is devoted to stochastic processes with values in finite-dimensional vector spaces over infinite locally compact fields with non-trivial non-archimedean valuations. Infinitely divisible distributions are investigated. Theorems…

Probability · Mathematics 2018-12-18 S. V. Ludkovsky

Stochastic fractionally dissipative quasi-geostrophic type equation on $R^d$ with a multiplicative Gaussian noise is considered. We prove the existence of a martingale solution. In the 2D sub-critical case we prove also the pathwise…

Probability · Mathematics 2017-02-10 Zdzislaw Brzezniak , Elżbieta Motyl

We introduce a class of fractional Dirac type operators with time variable coefficients by means of a Witt basis, the Djrbashian-Caputo fractional derivative and the fractional Laplacian, both operators defined with respect to some given…

Classical Analysis and ODEs · Mathematics 2023-10-04 Joel E. Restrepo , Michael Ruzhansky , Durvudkhan Suragan

This is a survey note of the author's observations on the discrete-time analogues of It\^o formulas.

Probability · Mathematics 2007-05-23 Jirô Akahori

We present a new numerical tool to solve partial differential equations involving Caputo derivatives of fractional variable order. Three Caputo-type fractional operators are considered, and for each one of them an approximation formula is…

Classical Analysis and ODEs · Mathematics 2015-12-08 Dina Tavares , Ricardo Almeida , Delfim F. M. Torres

We study a model that intermediates among the wave, heat, and transport equations. The approach considers the propagation of initial disturbances in a one-dimensional medium that can vibrate. The medium is nonlinear in such a form that…

Mathematical Physics · Physics 2019-05-15 Fernando Olivar-Romero , Oscar Rosas-Ortiz

We consider an evolution equation with the Caputo-Dzhrbashyan fractional derivative of order $\alpha \in (1,2)$ with respect to the time variable, and the second order uniformly elliptic operator with variable coefficients acting in spatial…

Analysis of PDEs · Mathematics 2014-05-13 Anatoly N. Kochubei

We discuss numerical aspects related to a new class of nonlinear Stochastic Differential Equations in the sense of McKean, which are supposed to represent non conservative nonlinear Partial Differential equations (PDEs). We propose an…

Probability · Mathematics 2016-08-03 Anthony Le Cavil , Nadia Oudjane , Francesco Russo

In the analysis of stochastic dynamical systems described by stochastic differential equations (SDEs), it is often of interest to analyse the sensitivity of the expected value of a functional of the solution of the SDE with respect to…

Probability · Mathematics 2021-06-18 Han Cheng Lie

This paper investigates abstract integro-differential hyperbolic equations, focusing on the probabilistic representation of their solutions. Our analysis is based on fractional derivatives and non-local operators, which are powerful tools…

Probability · Mathematics 2025-11-04 Alessandro De Gregorio , Roberto Garra

Fractional-order elliptic problems are investigated in case of inhomogeneous Dirichlet boundary data. The boundary integral form is proposed as a suitable mathematical model. The corresponding theory is completed by sharpening the mapping…

Analysis of PDEs · Mathematics 2020-05-15 Ferenc Izsák , Gábor Maros

In this paper we investigate deterministic diffusion in systems which are spatially extended in certain directions but are restricted in size and open in other directions, consequently particles can escape. We introduce besides the…

chao-dyn · Physics 2016-08-31 Z. Kaufmann , H. Lustfeld , A. Nemeth , P. Szepfalusy

This article studies a direct numerical approach for fractional advection-diffusion equations (ADEs). Using a set of cubic trigonometric B-splines as test functions, a differential quadrature (DQ) method is firstly proposed for the 1D and…

Numerical Analysis · Mathematics 2017-10-19 X. G. Zhu , Y. F. Nie , W. W. Zhang

The object of this paper is to present a computable solution of a fractional partial differential equation associated with a Riemann-Liouville derivative of fractional order as the time-derivative and Riesz-Feller fractional derivative as…

Mathematical Physics · Physics 2011-10-03 R. K. Saxena , A. M. Mathai , H. J. Haubold

In this paper, an alternating direction implicit (ADI) difference scheme for two-dimensional time-fractional wave equation of distributed-order with a nonlinear source term is presented. The unique solvability of the difference solution is…

Numerical Analysis · Mathematics 2017-04-11 Jiahui Hu , Jungang Wang , Zhanbin Yuan , Zongze Yang , Yufeng Nie

We consider a time-space fractional diffusion equation with a variable coefficient and investigate the inverse problem of reconstructing the source term, after regularizing the problem with the quasiboundary value method to mitigate the…

Numerical Analysis · Mathematics 2025-10-21 Asim Ilyas , Muhammad Faisal Khan , Rosita L. Sormani , Giacomo Tento , Stefano Serra-Capizzano

We prove nonlinear lower bounds and commutator estimates for the Dirichlet fractional Laplacian in bounded domains. The applications include bounds for linear drift-diffusion equations with nonlocal dissipation and global existence of weak…

Analysis of PDEs · Mathematics 2015-11-03 Peter Constantin , Mihaela Ignatova

This paper investigates an inverse source problem for a multi-term time-fractional diffusion equation with Caputo derivatives. The source term is separable as \(f(x)g(t)\), with the unknown spatial component \(f(x)\) reconstructed from an…

Analysis of PDEs · Mathematics 2026-03-03 Ravshan Ashurov , Damir Shamuratov

We consider an evolution equation with the regularized fractional derivative of an order $\alpha \in (0,1)$ with respect to the time variable, and a uniformly elliptic operator with variable coefficients acting in the spatial variables.…

Analysis of PDEs · Mathematics 2012-06-26 Samuil D. Eidelman , Anatoly N. Kochubei

A kind of spatial fractional diffusion equations in this paper are studied. Firstly, an L1 formula is employed for the spatial discretization of the equations. Then, a second order scheme is derived based on the resulting semi-discrete…

Numerical Analysis · Mathematics 2020-01-08 Yong-Liang Zhao , Pei-Yong Zhu , Xian-Ming Gu , Xi-Le Zhao , Huan-Yan Jian