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In this work, we investigate a linear differential equation involving Caputo-Fabrizio fractional derivative of order $1<\beta\leq 2$. Under some assumptions the considered equation is reduced to an integer order differential equation and…

Analysis of PDEs · Mathematics 2021-01-05 Nasser Al-Salti , Erkinjon Karimov , Kishin Sadarangani

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…

Analysis of PDEs · Mathematics 2014-11-27 Rudolf Gorenflo , Yuri Luchko , Masahiro Yamamoto

The abstract Cauchy problem for the fractional evolution equation with the Caputo derivative of order $\beta\in(0,1)$ and operator $-A^\alpha$, $\alpha\in(0,1)$, is considered, where $-A$ generates a strongly continuous one-parameter…

Analysis of PDEs · Mathematics 2018-12-07 Emilia Bazhlekova

We describe a class of evolution systems of linear partial differential equations with the Caputo-Dzhrbashyan fractional derivative of order $\alpha \in (0,1)$ in the time variable $t$ and the first order derivatives in spatial variables…

Analysis of PDEs · Mathematics 2013-09-10 Anatoly N. Kochubei

In this paper we show that under some assumptions, for a $d$-dimensional fractional Brownian motion with Hurst parameter $H>1/2$, the density of solution of stochastic differential equation driven by it has a short-time expansion similar to…

Probability · Mathematics 2010-05-20 Fabrice Baudoin , Cheng Ouyang

This paper deals with fractional differential equations, with dependence on a Caputo fractional derivative of real order. The goal is to show, based on concrete examples and experimental data from several experiments, that fractional…

General Mathematics · Mathematics 2016-11-03 Ricardo Almeida , Nuno R. O. Bastos , M. Teresa T. Monteiro

In this paper, we establish sharp two-sided estimates for transition densities of a large class of subordinate Markov processes. As applications, we show that the parabolic Harnack inequality and H\"older regularity hold for parabolic…

Probability · Mathematics 2022-01-28 Soobin Cho , Panki Kim , Renming Song , Zoran Vondraček

Based on the continuous time random walk, we derive the Fokker-Planck equations with Caputo-Fabrizio fractional derivative, which can effectively model a variety of physical phenomena, especially, the material heterogeneities and structures…

Numerical Analysis · Mathematics 2020-08-24 Minghua Chen , Jiankang Shi , Weihua Deng

We develop a theory of the Cauchy problem for linear evolution systems of partial differential equations with the Caputo-Dzrbashyan fractional derivative in the time variable $t$. The class of systems considered in the paper is a fractional…

Analysis of PDEs · Mathematics 2012-06-26 Anatoly N. Kochubei

We provide a stochastic fractional diffusion equation description of energy transport through a finite one-dimensional chain of harmonic oscillators with stochastic momentum exchange and connected to Langevian type heat baths at the…

Statistical Mechanics · Physics 2019-05-22 Aritra Kundu , Cédric Bernardin , Keji Saito , Anupam Kundu , Abhishek Dhar

We describe a general operational method that can be used in the analysis of fractional initial and boundary value problems with additional analytic conditions. As an example, we derive analytic solutions of some fractional generalisation…

Analysis of PDEs · Mathematics 2013-04-04 Roberto Garra , Federico Polito

In this article we study transition probabilities of a class of subordinate Brownian motions. Under mild assumptions on the Laplace exponent of the corresponding subordinator, sharp two sided estimates of the transition probability are…

Probability · Mathematics 2016-08-01 Ante Mimica

For the model problem of the heat equation discretized by an implicit Euler method in time and a conforming finite element method in space, we prove the efficiency of a posteriori error estimators with respect to the energy norm of the…

Numerical Analysis · Mathematics 2026-03-12 Iain Smears

In this manuscript we proposed a new fractional derivative with non-local and no-singular kernel. We presented some useful properties of the new derivative and applied it to solve the fractional heat transfer model.

General Mathematics · Mathematics 2016-02-11 Abdon Atangana , Dumitru Baleanu

This paper is concerned with the fractionalized diffusion equations governing the law of the fractional Brownian motion $B_H(t)$. We obtain solutions of these equations which are probability laws extending that of $B_H(t)$. Our analysis is…

Probability · Mathematics 2015-09-28 Roberto Garra , Enzo Orsingher , Federico Polito

We study by means of numerical simulations the model of dissipative particle dynamics with energy conservation for the simple case of thermal conduction. It is shown that the model displays correct equilibrium fluctuations and reproduces…

Statistical Mechanics · Physics 2016-08-31 Marisol Ripoll , Pep Español , Matthieu H. Ernst

We derive estimates for the solutions to differential equations driven by a H\"older continuous function of order $\beta>1/2$. As an application we deduce the existence of moments for the solutions to stochastic partial differential…

Probability · Mathematics 2007-05-23 Yaozhong Hu David Nualart

We consider generalized time-fractional evolution equations of the form $$u(t)=u_0+\int_0^tk(t,s)Lu(s)ds$$ with a fairly general memory kernel $k$ and an operator $L$ being the generator of a strongly continuous semigroup. In particular,…

Probability · Mathematics 2022-08-26 Christian Bender , Marie Bormann , Yana A. Butko

In this article, we give some existence and smoothness results for the law of the solution to a stochastic heat equation driven by a finite dimensional fractional Brownian motion with Hurst parameter $H>1/2$. Our results rely on recent…

Probability · Mathematics 2013-11-05 Aurélien Deya , Samy Tindel

Let $L = -{\rm div}( A(x) \cdot \nabla ) + V(x)$ be a second-order uniformly elliptic operator on $\mathbb{ R }^{n}$ $(n\geq 3)$, where $A(x)$ is a real symmetric matrix satisfying standard ellipticity conditions, and $V$ is a nonnegative…

Functional Analysis · Mathematics 2025-05-09 Honglei Shi , Pengtao Li , Kai Zhao