English
Related papers

Related papers: Some comments on using fractional derivative opera…

200 papers

In this paper, we consider the approximate controllability of partial differential equations with time derivatives of non-integer order via boundary control. We first show the unique existence of the solution under smooth boundary…

Optimization and Control · Mathematics 2015-01-07 Kenichi Fujishiro

We consider the radiative transport equation in which the time derivative is replaced by the Caputo derivative. Such fractional-order derivatives are related to anomalous transport and anomalous diffusion. In this paper we describe how the…

Mathematical Physics · Physics 2017-03-08 Manabu Machida

This paper introduces an analytical formula for the fractional-order conditional moments of nonlinear drift constant elasticity of variance (NLD-CEV) processes under regime switching, governed by continuous-time finite-state irreducible…

Mathematical Finance · Quantitative Finance 2026-02-02 Kittisak Chumpong , Khamron Mekchay , Fukiat Nualsri , Phiraphat Sutthimat

The following document presents some novel numerical methods valid for one and several variables, which using the fractional derivative, allow to find solutions for some non-linear systems in the complex space using real initial conditions.…

Numerical Analysis · Mathematics 2024-04-25 A. Torres-Hernandez , F. Brambila-Paz

The present article proposes a diffuse interface model for compressible multicomponent flows with transport phenomena of mass, momentum and energy (i.e., mass diffusion, viscous dissipation and heat conduction). The model is reduced from…

Analysis of PDEs · Mathematics 2022-10-26 Chao Zhang , Lifeng Wang

We study the contribution of advection by thermal velocity fluctuations to the effective diffusion coefficient in a mixture of two identical fluids. The steady-state diffusive flux in a finite system subject to a concentration gradient is…

Mesoscale and Nanoscale Physics · Physics 2015-05-27 A. Donev , A. de la Fuente , J. B. Bell , A. L. Garcia

We analyze a nonlocal diffusion operator having as special cases the fractional Laplacian and fractional differential operators that arise in several applications. In our analysis, a nonlocal vector calculus is exploited to define a weak…

Analysis of PDEs · Mathematics 2013-03-28 Marta D'Elia , Max Gunzburger

The equation governing the streaming of a quantity down its gradient superficially looks similar to the simple constant velocity advection equation. In fact, it is the same as an advection equation if there are no local extrema in the…

High Energy Astrophysical Phenomena · Physics 2015-03-13 Prateek Sharma , Phillip Colella , Daniel F. Martin

Fractional diffusion equations replace the integer-order derivatives in space and time by their fractional-order analogues. They are used in physics to model anomalous diffusion. This paper develops strong solutions of space-time fractional…

Probability · Mathematics 2016-12-19 Zhen-Qing Chen , Mark M. Meerschaert , Erkan Nane

We formulate the fractional Ricci flow theory for (pseudo) Riemannian geometries enabled with nonholonomic distributions defining fractional integro-differential structures, for non-integer dimensions. There are constructed fractional…

Differential Geometry · Mathematics 2012-08-13 Sergiu I. Vacaru

We study a class of degenerate convection diffusion equations with a fractional nonlinear diffusion term. These equations are natural generalizations of anomalous diffusion equations, fractional conservations laws, local convection…

Analysis of PDEs · Mathematics 2011-07-28 Simone Cifani , Espen R. Jakobsen

The use of reaction-diffusion models rests on the key assumption that the underlying diffusive process is Gaussian. However, a growing number of studies have pointed out the prevalence of anomalous diffusion, and there is a need to…

Pattern Formation and Solitons · Physics 2009-11-07 D. del-Castillo-Negrete , B. A. Carreras , V. E. Lynch

Zolotarev proved a duality result that relates stable densities with different indices. In this paper, we show how Zolotarev duality leads to some interesting results on fractional diffusion. Fractional diffusion equations employ fractional…

Probability · Mathematics 2009-12-26 Boris Baeumer , Mark M. Meerschaert , Erkan Nane

The standard diffusion processes are known to be obtained as the limits of appropriate random walks. These prelimiting random walks can be quite different however. The diffusion coefficient can be made responsible for the size of jumps or…

Probability · Mathematics 2022-03-10 Vassili N. Kolokoltsov

We study invariant solutions of a certain class of time-fractional diffusion-wave equations with variable coefficients via Lie symmetry analysis. In physics, the fractional diffusion equation describes transport dynamics that are governed…

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…

Adaptation and Self-Organizing Systems · Physics 2007-05-23 Vasyl Gafiychuk , Bohdan Datsko , Vitaliy Meleshko

We study a class of multi-dimensional non-local conservation laws of the form $\partial_t u = \operatorname{div}^{\Phi} \mathbf{F}(u)$, where the standard local divergence $\operatorname{div}$ of the flux vector $\mathbf{F}(u)$ is replaced…

Analysis of PDEs · Mathematics 2025-09-10 Giuseppe Maria Coclite , Kenneth Hvistendahl Karlsen , Nils Henrik Risebro

By use of Lagrangian tracers propagated on 2D simulations of Scrape-Off Layer (SOL) turbulence, we are able to determine the non-local fractional-advection, fractional-diffusion equation (FADE) coefficients for a number of equilibrium…

Plasma Physics · Physics 2025-03-28 T. Gheorghiu , F. Militello , J. Juul Rasmussen

Non-local elasticity models in continuum mechanics can be treated with two different approaches: the gradient elasticity models (weak non-locality) and the integral non-local models (strong non-locality). This article focuses on the…

Classical Physics · Physics 2014-04-04 Vasily E. Tarasov

A partial differential equation governing the global evolution of the joint probability distribution of an arbitrary number of local flow observations, drawn randomly from a control volume, is derived and applied to examples involving…

Fluid Dynamics · Physics 2026-01-14 John Craske , Paul Mannix