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Related papers: Heat Kernel Estimates for Fractional Heat Equation

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We consider time fractional stochastic heat type equation $$\partial^\beta_tu(t,x)=-\nu(-\Delta)^{\alpha/2} u_t(x)+I^{1-\beta}_t[\sigma(u)\stackrel{\cdot}{W}(t,x)]$$ in $(d+1)$ dimensions, where $\nu>0$, $\beta\in (0,1)$, $\alpha\in (0,2]$,…

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

In this work we study the solutions to some fractional higher-order equations. Special cases in which time-fractional derivatives take integer values are also examined and the explicit solutions are presented. Such solutions can be…

Probability · Mathematics 2012-06-14 Mirko D'Ovidio

In the paper we consider models of generalized counting processes time-changed by a general inverse subordinator, we characterize their distributions and present governing equations for them. The equations are given in terms of the…

Probability · Mathematics 2023-12-11 Khrystyna Buchak , Lyudmyla Sakhno

The purpose of this article is to establish regularity and pointwise upper bounds for the (relative) fundamental solution of the heat equation associated to the weighted dbar-operator in $L^2(C^n)$ for a certain class of weights. The…

Analysis of PDEs · Mathematics 2012-08-13 Andrew Raich

Fractional vector calculus is the building block of the fractional partial differential equations that model non-local or long-range phenomena, e.g., anomalous diffusion, fractional electromagnetism, and fractional advection-dispersion. In…

Numerical Analysis · Mathematics 2024-01-29 Alon Jacobson , Xiaozhe Hu

In this paper we consider a Caputo type fractional derivative with respect to another function. Some properties, like the semigroup law, a relationship between the fractional derivative and the fractional integral, Taylor's Theorem,…

Classical Analysis and ODEs · Mathematics 2016-10-12 Ricardo Almeida

In this work we construct the heat kernel of the 1/2-order Laplacian perturbed by the first-order gradient term in H\"older space and the zero-order potential term in generalized Kato's class, and obtain sharp two-sided estimates as well as…

Analysis of PDEs · Mathematics 2013-04-16 Longjie Xie , Xicheng Zhang

The heat kernel in curved space-time is computed to fourth order in a strict expansion in the number of covariant derivatives. The computation is made for arbitrary non abelian gauge and scalar fields and for the Riemann connection in the…

High Energy Physics - Theory · Physics 2008-11-26 L. L. Salcedo

The aim of this work is to provide the first strong convergence result of numerical approximation of a general time-fractional second order stochastic partial differential equation involving a Caputo derivative in time of order…

Numerical Analysis · Mathematics 2023-08-16 Aurelien Junior Noupelah , Antoine Tambue , Jean Louis Woukeng

Let $\{b_H(t),t\in\mathbb{R}\}$ be the fractional Brownian motion with parameter $0<H<1$. When $1/2<H$, we consider diffusion equations of the type \[X(t)=c+\int_0^t\sigma\bigl(X(u)\bigr)\mathrm {d}b_H(u)+\int _0^t\mu\bigl(X(u)\bigr)\mathrm…

Probability · Mathematics 2008-12-18 Corinne Berzin , José R. León

In this note we consider generalized diffusion equations in which the diffusivity coefficient is not necessarily constant in time, but instead it solves a nonlinear fractional differential equation involving fractional Riemann-Liouville…

Probability · Mathematics 2022-09-21 Roberto Garra , Elena Issoglio , Giorgio S. Taverna

In this paper we study linear and nonlinear fractional differential equations involving the Caputo fractional derivative with Mittag-Leffler non-singular kernel of order $0<\alpha<1.$ We first obtain a new estimate of the fractional…

Classical Analysis and ODEs · Mathematics 2017-10-11 Mohammed Al-Refai

In this paper we study a stochastic differential equation driven by a fractional Brownian motion with a discontinuous coefficient. We also give an approximation to the solution of the equation. This is a first step to define a fractional…

Probability · Mathematics 2016-07-25 Johanna Garzón , Jorge A. León , Soledad Torres

We prove qualitatively sharp heat kernel bounds in the setting of Fourier-Bessel expansions when the associated type parameter $\nu$ is half-integer. Moreover, still for half-integer $\nu$, we also obtain sharp estimates of all kernels…

Classical Analysis and ODEs · Mathematics 2014-10-29 Adam Nowak , Luz Roncal

We give two-sided, global (in all variables) estimates of the heat kernel and the Green function of the fractional Schr\"odinger operator with a non-negative and locally bounded potential $V$ such that $V(x) \to \infty$ as $|x| \to \infty$.…

Probability · Mathematics 2025-02-19 Xin Chen , Kamil Kaleta , Jian Wang

We develop the idea of non-Markovian CTRW (continuous time random walk) approximation to the evolution of interacting particle systems, which leads to a general class of fractional kinetic measure-valued evolutions with variable order. We…

Probability · Mathematics 2022-06-07 Vassili N. Kolokoltsov , Marianna S. Troeva

This paper presents a numerical method to solve a time-fractional Burgers equation, achieving order of convergence $(2-\alpha)$ in time, here $\alpha$ represents the order of the time derivative. The fractional derivative is modeled by…

Numerical Analysis · Mathematics 2025-08-29 Deeksha Singh , Swati Yadav , Rajesh K. Pandey

This paper studies by means of standard analytic tools the small time behavior of the heat content over a bounded Lebesgue measurable set of finite perimeter by working with the set covariance function and by imposing conditions on the heat…

Probability · Mathematics 2016-03-25 Luis Acuna Valverde

In this paper, we establish gradient continuity for solutions to \[ (\partial_t - \operatorname{div}(A(x) \nabla u))^s =f,\ s \in (1/2, 1), \] when $f$ belongs to the scaling critical function space $L(\frac{n+2}{2s-1}, 1)$. Our main…

Analysis of PDEs · Mathematics 2021-09-21 Vedansh Arya , Dharmendra Kumar

Fractional diffusion equations imply non-Gaussian distributions that generalise the standard diffusive process. Recent advances in fractional calculus lead to a class of new fractional operators defined by non-singular memory kernels,…

Statistical Mechanics · Physics 2018-12-26 M. A. F. dos Santos , Ignacio S. Gomez
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