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Related papers: Space-time duality for semi-fractional diffusions

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Two Stefan's problems for the diffusion fractional equation are solved, where the fractional derivative of order $ \al \in (0,1) $ is taken in the Caputo's sense. The first one has a constant condition on $ x = 0 $ and the second presents a…

Analysis of PDEs · Mathematics 2013-09-17 Sabrina Roscani , Eduardo A. Santillan Marcus

In this work, we study an inverse problem of recovering a space-time dependent diffusion coefficient in the subdiffusion model from the distributed observation, where the mathematical model involves a Djrbashian-Caputo fractional derivative…

Numerical Analysis · Mathematics 2022-09-23 Bangti Jin , Zhi Zhou

We deal with some extensions of the space-fractional diffusion equation, which is satisfied by the density of a stable process (see Mainardi, Luchko, Pagnini (2001)): the first equation considered here is obtained by adding an exponential…

Probability · Mathematics 2016-01-08 Luisa Beghin

In this paper, a fractional generalization of the wave equation that describes propagation of damped waves is considered. In contrast to the fractional diffusion-wave equation, the fractional wave equation contains fractional derivatives of…

Mathematical Physics · Physics 2021-03-12 Yuri Luchko

We consider optimal control of fractional in time (subdiffusive, i.e., for $% 0<\gamma <1$) semilinear parabolic PDEs associated with various notions of diffusion operators in an unifying fashion. Under general assumptions on the…

Optimization and Control · Mathematics 2021-10-08 Harbir Antil , Ciprian G. Gal , Mahamadi Warma

We provide explicit classical solutions and stochastic analogues for distributed-order space-time fractional diffusion equations on bounded domains with zero exterior boundary conditions. We also show that our results still hold when the…

Analysis of PDEs · Mathematics 2022-10-11 Ngartelbaye Guerngar , James McCormick

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

A multiplicative identity in law connecting the hitting times of completely asymmetric $\alpha-$stable L\'evy processes in duality is established. In the spectrally positive case, this identity allows with an elementary argument to compute…

Probability · Mathematics 2010-02-09 Thomas Simon

Of primary interest in this paper is the numerical approximation of a time dependent fractional, in space, diffusion equation where the domain is assumed to be nonhomogeneous, having different axial diffusion coefficients. This work is…

Numerical Analysis · Mathematics 2026-05-12 T. Catoe , V. J. Ervin

Difference schemes for the time-fractional diffusion equation with variable coefficients and nonlocal boundary conditions containing real parameters $\alpha$ and $\beta$ are considered. By the method of energy inequalities, for the solution…

Numerical Analysis · Mathematics 2015-03-27 A. A. Alikhanov

In this paper, some global existence and uniform asymptotic stability results for fractional functional differential equations are proved. It is worthy mentioning that when $\alpha=1$ the initial value problem (1.1) reduces to a classical…

Dynamical Systems · Mathematics 2013-02-11 Yajing Li , Yejuan Wang

We introduce a system of propagation equations for the fundamental-frequency (FF) and second-harmonic (SH) waves in the bulk waveguide with the effective fractional diffraction and quadratic (chi ^(2)) nonlinearity. The numerical solution…

Pattern Formation and Solitons · Physics 2024-06-03 Hidetsugu Sakaguchi , Boris A. Malomed

This article deals with time-fractional diffusion equations with time-dependent singular source term. Whenever the order of the time-fractional derivative is either multi-term, distributed or space-dependent, we prove that the system admits…

Analysis of PDEs · Mathematics 2022-09-07 Yavar Kian , Eric Soccorsi

In this work, we explore a time-fractional diffusion equation of order $\alpha \in (0,1)$ with a stochastic diffusivity parameter. We focus on efficient estimation of the expected values (considered as an infinite dimensional integral on…

Numerical Analysis · Mathematics 2024-09-04 Josef Dick , Hecong Gao , William McLean , Kassem Mustapha

Consider the linear Boltzmann equation of radiative transfer in a half-space, with constant scattering coefficient $\sigma$. Assume that, on the boundary of the half-space, the radiation intensity satisfies the Lambert (i.e. diffuse)…

Analysis of PDEs · Mathematics 2018-09-18 Claude Bardos , François Golse , Iván Moyano

In this paper, we show that the global solution of the surface anisotropic two-dimensional quasi-geostrophic equation with fractional horizontal dissipation and vertical thermal diffusion established by the author in [2] is bounded in…

Analysis of PDEs · Mathematics 2022-02-15 Mustapha Amara

We study metastable behaviour in systems of weakly interacting Brownian particles with localised, attractive potentials which are smooth and globally bounded. In this particular setting, numerical evidence suggests that the particles…

Probability · Mathematics 2025-02-19 Zachary P. Adams , Maximilian Engel , Rishabh S. Gvalani

Consider the following stochastic heat equation, \begin{align*} \frac{\partial u_t(x)}{\partial t}=-\nu(-\Delta)^{\alpha/2} u_t(x)+\sigma(u_t(x))\dot{F}(t,\,x), \quad t>0, \; x \in R^d. \end{align*} Here $-\nu(-\Delta)^{\alpha/2}$ is the…

Probability · Mathematics 2019-12-03 Mohammud Foondun , Eulalia Nualart

Using pointwise semigroup techniques, we establish sharp rates of decay in space and time of a perturbed reaction diffusion front to its time-asymptotic limit. This recovers results of Sattinger, Henry and others of time-exponential…

Analysis of PDEs · Mathematics 2019-01-15 Yingwei Li

We consider fractional diffusion equations and study the stability of the inverse problem of determining the time-dependent parameter in a source term or a coefficient of zero-th order term from observations of the solution at one point in…

Analysis of PDEs · Mathematics 2015-01-09 Kenichi Fujishiro , Yavar Kian