Related papers: Heat Kernel Estimates for Fractional Heat Equation
This paper is concerned with analysis of coupled fractional reaction-diffusion equations. It provides analytical comparison for the fractional and regular reaction-diffusion systems. As an example, the reaction-diffusion model with cubic…
We study generalized diffusion-wave equation in which the second order time derivative is replaced by integro-differential operator. It yields time fractional and distributed order time fractional diffusion-wave equations as particular…
We consider the formal SDE dX t = b(t, X t)dt + dZ t , X 0 = x $\in$ R d , (E) where b $\in$ L r ([0, T ], B $\beta$ p,q (R d , R d)) is a time-inhomogeneous Besov drift and Z t is a symmetric d-dimensional $\alpha$-stable process, $\alpha$…
We obtain two-sided estimates for the heat kernel (or the fundamental function) associated with the following fractional Schr\"odinger operator with negative Hardy potential $$\Delta^{\alpha/2} -\lambda |x|^{-\alpha}$$ on $\RR^d$, where…
We start by defining a subordinator by means of the lower-incomplete gamma function. It can be considered as an approximation of the stable subordinator, easier to be handled thank to its finite activity. A tempered version is also…
We study fast / slow systems driven by a fractional Brownian motion $B$ with Hurst parameter $H\in (\frac 13, 1]$. Surprisingly, the slow dynamic converges on suitable timescales to a limiting Markov process and we describe its generator.…
We consider fractional differential equations of order $\alpha \in (0,1)$ for functions of one independent variable $t\in (0,\infty)$ with the Riemann-Liouville and Caputo-Dzhrbashyan fractional derivatives. A precise estimate for the order…
We use a basic martingale method to show a differentiation formula for the derivatives $$d(P_tf)(x_0)(v_0)={1\over t} E f(x_t) \int_0^t \langle Y(x_s)(v_s),dB_t\rangle_{R^m}.$$ These are proved first on $R^n$, then on manifolds. Afterwards…
We consider an evolution equation whose time-diffusion is of fractional type and we provide decay estimates in time for the $L^s$-norm of the solutions in a bounded domain. The spatial operator that we take into account is very general and…
In this paper continuous time random walk models approximating fractional space-time diffusion processes are studied. Stochastic processes associated with the considered equations represent time-changed processes, where the time-change…
In this article integro-differential Volterra equations whose convolution kernel depends on the vector variable are considered and a connection of these equations with a class of semi-Markov processes is established. The variable order…
We give a new representation of fractional Brownian motion with Hurst parameter H<=1/2 using stochastic partial differential equations. This representation allows us to use the Markov property and time reversal, tools which are not usually…
Gradient and stability type estimates of heat kernel associated with fractional power of a uniformly elliptic operator are obtained. $L^p$-operator norm of semigroups associated with fractional power of two uniformly elliptic operators are…
We give an explicit representation of the fundamental solution to the heat equation on a half-space of ${\mathbb R}^N$ with the homogeneous dynamical boundary condition, and obtain upper and lower estimates of the fundamental solution.…
In this paper we develop a fractional Hamilton-Jacobi formulation for discrete systems in terms of fractional Caputo derivatives. The fractional action function is obtained and the solutions of the equations of motion are recovered. An…
In this paper the solutions $u_{\nu}=u_{\nu}(x,t)$ to fractional diffusion equations of order $0<\nu \leq 2$ are analyzed and interpreted as densities of the composition of various types of stochastic processes. For the fractional equations…
In honor of the great Russian mathematician A. N. Kolmogorov, we would like to draw attention in the present paper to a curious mathematical observation concerning fractional differential equations describing physical systems, whose time…
Main results and techniques of the fractional calculus of variations are surveyed. We consider variational problems containing Caputo derivatives and study them using both indirect and direct methods. In particular, we provide necessary…
For $0<\nu_2<\nu_1\leq 1$, we analyze a linear integro-differential equation on the space-time cylinder $\Omega\times(0,T)$ in the unknown $u=u(x,t)$ $$\mathbf{D}_{t}^{\nu_1}(\varrho_{1}u)-\mathbf{D}_{t}^{\nu_2}(\varrho_2…
The positive definiteness of discrete time-fractional derivatives is fundamental to the numerical stability (in the energy sense) for time-fractional phase-field models. A novel technique is proposed to estimate the minimum eigenvalue of…