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In this paper, a class of non-Markovian forward-backward doubly stochastic systems is studied. By using the technique of functional It\^o (or path-dependent) calculus, the relationship between the systems and related path-dependent…

Probability · Mathematics 2022-06-14 Yufeng Shi , Jiaqiang Wen , Jie Xiong

We review some fractional free boundary problems that were recently considered for modeling anomalous phase-transitions. All problems are of Stefan type and involve fractional derivatives in time according to Caputo's definition. We survey…

Analysis of PDEs · Mathematics 2020-02-18 Andrea N. Ceretani

The paper investigates the initial problem for a linear system of ordinary differential equations with the fractional differentiation operator Dzhrbashyan -- Nersesyan with constant coefficients. The existence and uniqueness theorems of the…

Analysis of PDEs · Mathematics 2020-07-31 Murat Osmanovich Mamchuev

We construct meta-intransitive systems of independent random variables of any finite order from basic tuple of random variables which generalize intransitive dice. Under this construction, the equality of some linear functional is…

Probability · Mathematics 2024-05-07 Alexey V. Lebedev

In this paper we consider a reduction of a non-homogeneous linear system of first order operator equations to a totally reduced system. Obtained results are applied to Cauchy problem for linear differential systems with constant…

Rings and Algebras · Mathematics 2013-01-03 Branko Malesevic , Dragana Todoric , Ivana Jovovic , Sonja Telebakovic

The aim of this tutorial survey is to revisit the basic theory of relaxation processes governed by linear differential equations of fractional order. The fractional derivatives are intended both in the Rieamann-Liouville sense and in the…

Mathematical Physics · Physics 2008-05-18 Francesco Mainardi , Rudolf Gorenflo

To broaden the range of applicability of variable-order fractional differential models, reliable numerical approaches are needed to solve the model equation. In this paper, we develop Laguerre spectral collocation methods for solving…

Numerical Analysis · Mathematics 2018-04-05 M. A. Zaky , E. H. Doha , T. M. Taha , D. Baleanu

Linear differential equations with variable coefficients and Prabhakar-type operators featuring Mittag-Leffler kernels are solved. In each case, the unique solution is constructed explicitly as a convergent infinite series involving…

Classical Analysis and ODEs · Mathematics 2022-05-27 Arran Fernandez , Joel E. Restrepo , Durvudkhan Suragan

For fractional derivatives and time-fractional differential equations, we construct a framework on the basis of the operator theory in fractional Sobolev spaces. Our framework provides a feasible extension of the classical Caputo and the…

Analysis of PDEs · Mathematics 2022-01-24 Masahiro Yamamoto

In this paper the singular Emden-Fowler equation of fractional order is introduced and a computational method is proposed for its numerical solution. For the approximation of the solutions we have used Boubaker polynomials and defined the…

Numerical Analysis · Mathematics 2022-02-28 Abdelkrim Bencheikh , Lakhdar Chiter

This study investigates a class of initial-boundary value problems pertaining to the time-fractional mixed sub-diffusion and diffusion-wave equation (SDDWE). To facilitate the development of a numerical method and analysis, the original…

Numerical Analysis · Mathematics 2023-07-12 Anatoly A. Alikhanov , Mohammad Shahbazi Asl , Chengming Huang

The method of separation of variables can be used to solve many separable linear partial differential equations (LPDEs). Moreover, variable separation solutions usually are some trigonometric series. In the paper, base on some ideas of this…

Analysis of PDEs · Mathematics 2016-02-02 Tao Zhang , Alatancang Chen

The Hilfer fractional derivative generalizes and interpolates between the commonly used Riemann-Liouville and Caputo fractional derivative. In general, solutions to Hilfer fractional derivative initial value problems are singular for $t…

Numerical Analysis · Mathematics 2025-12-19 Niels Goedegebure , Kateryna Marynets

This paper presents a unifying theory of Linear second order systems that allows time-varying and time invariant systems to be treated in the same way for the first time. In the process, a transformation is given that diagonalizes an…

Systems and Control · Electrical Eng. & Systems 2026-04-24 Douglas R. Frey

Caputo q-fractional derivatives are introduced and studied. A Caputo -type q-fractional initial value problem is solved and its solution is expressed by means of a new introduced q-Mittag-Leffler function. Some open problems about…

Dynamical Systems · Mathematics 2015-05-27 Thabet Abdeljawad , Dumitru Baleanu

In this work a classical derivation of fractional order circuits models is presented. Generalized constitutive equations in terms of fractional Riemann-Liouville derivatives are introduced in the Maxwell's equations. Next the Kirchhoff…

Classical Physics · Physics 2016-02-12 Miguel Angel Moreles , Rafael Lainez

The existence of solutions to Cauchy type problems of linear Riemann-Liouville fractional differential equations with variable coefficients is considered in a space of integrable functions. First, we consider the existence and uniqueness of…

Classical Analysis and ODEs · Mathematics 2016-08-03 Myong-Ha Kim , Guk-Chol Ri , Gum-Song Choe , Hyong-Chol O

We propose two efficient numerical approaches for solving variable-order fractional optimal control-affine problems. The variable-order fractional derivative is considered in the Caputo sense, which together with the Riemann-Liouville…

Optimization and Control · Mathematics 2020-10-14 Somayeh Nemati , Delfim F. M. Torres

In this paper, we consider Caputo type fractional stochastic time-delay system with permutable matrices. We derive stochastic analogue of variation of constants formula via a newly defined delayed Mittag-Leffer type matrix function. Thus,…

Dynamical Systems · Mathematics 2020-09-23 Arzu Ahmadova , Ismail T. Huseynov , Nazim I. Mahmudov

This article develops how to generalize the invariant subspace method for deriving the analytical solutions of the multi-component (N+1)-dimensional coupled nonlinear time-fractional PDEs (NTFPDEs) in the sense of Caputo fractional-order…

Analysis of PDEs · Mathematics 2024-06-18 K. S. Priyendhu , P. Prakash , M. Lakshmanan
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