Related papers: Heat Kernel Estimates for Fractional Heat Equation
This paper is concerned with the fractional evolution equation with a discrete distribution of Caputo time-derivatives such that the largest and the smallest orders, $\alpha$ and $\alpha_m$, satisfy the conditions $1<\alpha\le 2$ and…
We investigate evolution equations for anomalous diffusion employing fractional derivatives in space and time. Linkage between the space-time variables leads to a new type of fractional derivative operator. Fractional diffusion equations…
Open quantum systems exhibit dynamics ranging from unitary evolution to irreversible dissipation. While the Gorini--Kossakowski--Sudarshan--Lindblad (GKSL) equation uniquely characterizes Markovian CPTP evolution, many physical platforms…
This paper provides well-posedness results and stochastic representations for the solutions to equations involving both the right- and the left-sided generalized operators of Caputo type. As a special case, these results show the interplay…
The method of covariant symbols of Pletnev and Banin is extended to space-times with topology $\R^n\times S^1\times ... \times S^1$. By means of this tool, we obtain explicit formulas for the diagonal matrix elements and the trace of the…
In this paper Fokker-Planck-Kolmogorov type equations associated with stochastic differential equations driven by a time-changed fractional Brownian motion are derived. Two equivalent forms are suggested. The time-change process considered…
We consider an approximate solution to the heat equation which consists of the derivatives of heat kernel. Some conditions in the initial value, under which the approximation converges to the solution of the heat equation or diverges when…
We define and study fractional versions of the well-known Gamma subordinator $\Gamma :=\{\Gamma (t),$ $t\geq 0\},$ which are obtained by time-changing $% \Gamma $ by means of an independent stable subordinator or its inverse. Their…
The fractional calculus is useful to model non-local phenomena. We construct a method to evaluate the fractional Caputo derivative by means of a simple explicit quadratic segmentary interpolation. This method yields to numerical resolution…
In these lecture notes, we explore the mathematical preliminaries and foundational concepts that connect stochastic processes with partial differential equations. We begin by investigating Brownian motion, which serves as a model for random…
Let $L$ be an elliptic differential operator on a complete connected Riemannian manifold $M$ such that the associated heat kernel has two-sided Gaussian bounds as well as a Gaussian type gradient estimate. Let $L^{(\aa)}$ be the…
Fractional differential equations provide a tractable mathematical framework to describe anomalous behavior in complex physical systems, yet they introduce new sensitive model parameters, i.e. derivative orders, in addition to model…
In this paper we provide a new (probabilistic) proof of a classical result in partial differential equations, viz. if $\phi$ is a tempered distribution, then the solution of the heat equation for the Laplacian, with initial condition…
In this note we analyse the propagation of a small density perturbation in a one-dimensional compressible fluid by means of fractional calculus modelling, replacing thus the ordinary time derivative with the Caputo fractional derivative in…
In this paper we consider the following SDE with distributional drift $b$: $$ {\rm d} X_t=\sigma(X_t){\rm d} B_t+b(X_t){\rm d} t,\ X_0=x\in{\mathbb R}^d, $$ where $\sigma$ is a bounded continuous and uniformly non-degenerate $d\times…
We consider non-linear 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 $\nu>0, \beta\in (0,1)$,…
A Brownian time process is a Markov process subordinated to the absolute value of an independent one-dimensional Brownian motion. Its transition densities solve an initial value problem involving the square of the generator of the original…
A functorial derivation is presented of a heat-kernel expansion coefficient on a manifold with a singular fixed point set of codimension two. The existence of an extrinsic curvature term is pointed out.
Stellar cores may be considered as a nuclear reactor that play important role in injecting new synthesized elements in the interstellar medium Helium burning is an important stage that contribute to the synthesis of key elements such as…
A generalized Neumann solution for the two-phase fractional Lam\'e--Clapeyron--Stefan problem for a semi--infinite material with constant initial temperature and a particular heat flux condition at the fixed face is obtained, when a…