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Related papers: Heat Kernel Estimates for Fractional Heat Equation

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We study stochastic heat equations in the sense of Walsh defined by fractal Laplacians on Cantor-like sets. For this purpose, we first investigate the corresponding heat kernels. Then, we prove existence and uniqueness of mild solutions to…

Probability · Mathematics 2019-10-25 Tim Ehnes

We consider a family of pseudo differential operators $\{\Delta+ a^\alpha \Delta^{\alpha/2}; a\in (0, 1]\}$ on $\bR^d$ for every $d\geq 1$ that evolves continuously from $\Delta$ to $\Delta + \Delta^{\alpha/2}$, where $\alpha \in (0, 2)$.…

Probability · Mathematics 2010-02-08 Zhen-Qing Chen , Panki Kim , Renming Song

For a class of tempered fractional terminal value problems of the Caputo type, we study the existence and uniqueness of the solution, analyse the continuous dependence on the given data and using a shooting method, we present and discuss…

Numerical Analysis · Mathematics 2017-05-12 Luisa Morgado , Magda Rebelo

We prove sharp pointwise heat kernel estimates for symmetric Markov processes associated with symmetric Dirichlet forms that are local with respect to some coordinates and nonlocal with respect to the remaining coordinates. The main theorem…

Probability · Mathematics 2024-04-12 Jaehoon Kang , Moritz Kassmann

In this paper we investigate the long time behavior of solutions to fractional in time evolution equations which appear as results of random time changes in Markov processes. We consider inverse subordinators as random times and use the…

Probability · Mathematics 2020-06-25 Anatoly N. Kochubei , Yuri Kondratiev , José L. da Silva

Heat fluctuations are studied in a dissipative system with both mechanical and stochastic components for a simple model: a Brownian particle dragged through water by a moving potential. An extended stationary state fluctuation theorem is…

Statistical Mechanics · Physics 2007-05-23 R. van Zon , E. G. D. Cohen

Fractional partial differential equations (FDEs) are used to describe phenomena that involve a "non-local" or "long-range" interaction of some kind. Accurate and practical numerical approximation of their solutions is challenging due to the…

Numerical Analysis · Mathematics 2019-07-18 Justin Crum , Joshua A. Levine , Andrew Gillette

Fractional differential equations are powerful mathematical descriptors for intricate physical phenomena in a compact form. However, compared to integer ordinary or partial differential equations, solving fractional differential equations…

Analysis of PDEs · Mathematics 2025-06-16 Donya Dabiri , Joshua DaRosa , Milad Saadat , Deepak Mangal , Safa Jamali

In this paper, we investigate a fractional differential equation involving sequential Caputo derivatives, motivated by recent research on fractional models with multiple memory effects. Using techniques inspired by earlier works on…

Numerical Analysis · Mathematics 2026-04-24 Fayziev Yusuf , Jumaeva Shakhnoza

In the paper we deal with linear fractional control problems with constant delays in the state. Single-order systems with fractional derivative in Caputo sense of orders between 0 and 1 are considered. The aim is to introduce a new…

Numerical Analysis · Mathematics 2024-12-20 Josef Rebenda , Zdeněk Šmarda

A fractional Stefan problem with a boundary convective condition is solved, where the fractional derivative of order $ \alpha \in (0,1) $ is taken in the Caputo sense. Then an equivalence with other two fractional Stefan problems (the first…

Analysis of PDEs · Mathematics 2014-03-26 Sabrina Roscani , Eduardo Santillan Marcus

We investigate fractional Brownian motion with a microscopic random-matrix model and introduce a fractional Langevin equation. We use the latter to study both sub- and superdiffusion of a free particle coupled to a fractal heat bath. We…

Statistical Mechanics · Physics 2009-11-07 E. Lutz

In this paper we develop a fractional Hamiltonian formulation for dynamic systems defined in terms of fractional Caputo derivatives. Expressions for fractional canonical momenta and fractional canonical Hamiltonian are given, and a set of…

Mathematical Physics · Physics 2009-11-11 Dumitru Baleanu , Om P. Agrawal

Suppose that $d\ge 1$ and $\alpha\in (0, 2)$. In this paper, by using probabilistic methods, we establish sharp two-sided pointwise estimates for the Dirichlet heat kernels of $\{\Delta+ a^\alpha \Delta^{\alpha/2}; \ a\in (0, 1]\}$ on…

Probability · Mathematics 2011-02-25 Zhen-Qing Chen , Panki Kim , Renming Song

In this paper, we are primarily concerned with the study of entire and analytical solutions of abstract degenerate (multi-term) fractional differential equations with Caputo time-fractional derivatives. We also analyze systems of such…

Functional Analysis · Mathematics 2018-09-10 Marko Kostic

We construct a class of exponential type solutions for the linear, delayed heat equation. These representations may be used to provide a priori ansatzes for certain boundary and/or initial-value problems arising in heat transfer. Several of…

Analysis of PDEs · Mathematics 2020-06-26 Isom H. Herron , Ronald E. Mickens

We introduce a notion of weak solution for abstract fractional differential equations, motivated by the definition of Caputo derivative. We prove existence results for weak and strong solutions. We also give two examples as application of…

Analysis of PDEs · Mathematics 2021-06-15 Paola Loreti , Daniela Sforza

We investigate the fractional Hardy-H\'enon equation with fractional Brownian noise $$ \partial_tu(t)+(-\Delta)^{\theta/2} u(t)=|x|^{-\gamma} |u(t)|^{p-1}u(t)+\mu \, \partial_t B^H(t), $$ where $\theta>0$, $p>1$, $\gamma\geq 0$, $\mu…

Analysis of PDEs · Mathematics 2025-06-12 R. Alessa , R. Al Subaie , M. Alwohaibi , M. Majdoub , E. Mliki

We introduce fractional Brownian motion processes (fBm) as an alternative model for the turbulent index of refraction. These processes allow to reconstruct most of the index properties, but they are not differentiable. We overcome the…

Optics · Physics 2007-05-23 Dario G Perez

In this chapter, we mainly review theoretical results on inverse source problems for diffusion equations with the Caputo time-fractional derivatives of order $\alpha\in(0,1)$. Our survey covers the following types of inverse problems: 1.…

Analysis of PDEs · Mathematics 2019-04-15 Yikan Liu , Zhiyuan Li , Masahiro Yamamoto