Related papers: Numerical algorithm for the space-time fractional …
Several classes of physical systems exhibit ultraslow diffusion for which the mean squared displacement at long times grows as a power of the logarithm of time ("strong anomaly") and share the interesting property that the probability…
In this paper we present the mathematical description and analysis of a fractional-order regulated system in the state space. A little historical background of our results in the analysis and synthesis of the fractional-order dynamical…
We design and analyze solution techniques for a linear-quadratic optimal control problem involving the integral fractional Laplacian. We derive existence and uniqueness results, first order optimality conditions, and regularity estimates…
This paper deals with uncertainty propagation of general stochastic hybrid systems (GSHS) where the continuous state space is a compact Lie group. A computational framework is proposed to solve the Fokker-Planck (FP) equation that describes…
The reaction-diffusion model can generate a wide variety of spatial patterns, which has been widely applied in chemistry, biology, and physics, even used to explain self-regulated pattern formation in the developing animal embryo. In this…
The fractional Laplacian operator, $-(-\triangle)^{\frac{\alpha}{2}}$, appears in a wide class of physical systems, including L\'evy flights and stochastic interfaces. In this paper, we provide a discretized version of this operator which…
We propose a discrete lattice version of the Fokker-Planck kinetic equation along lines similar to the Lattice-Boltzmann scheme. Our work extends an earlier one-dimensional formulation to arbitrary spatial dimension $D$. A generalized…
The normalization condition, average values and reduced distribution functions can be generalized by fractional integrals. The interpretation of the fractional analog of phase space as a space with noninteger dimension is discussed. A…
In this paper, we propose accurate and efficient finite difference methods to discretize the two- and three-dimensional fractional Laplacian $(-\Delta)^{\frac{\alpha}{2}}$ ($0 < \alpha < 2$) in hypersingular integral form. The proposed…
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…
The nonlinear space-fractional problems often allow multiple stationary solutions, which can be much more complicated than the corresponding integer-order problems. In this paper, we systematically compute the solution landscapes of…
This paper presents a modified numerical scheme for a class of Fractional Optimal Control Problems (FOCPs) formulated in Agrawal (2004) where a Fractional Derivative (FD) is defined in the Riemann-Liouville sense. In this scheme, the entire…
In this paper, we develop a numerical scheme for the space-time fractional parabolic equation, i.e., an equation involving a fractional time derivative and a fractional spatial operator. Both the initial value problem and the…
We propose a new fractional Laplacian for bounded domains, expressed as a conservation law and thus particularly suited to finite-volume schemes. Our approach permits the direct prescription of no-flux boundary conditions. We first show the…
In this paper we analyze fractional Fokker-Planck equation describing subdiffusion in the general infinitely divisible (ID) setting. We show that in the case of space-time-dependent drift and diffusion and time-dependent jump coefficient,…
In this work, we present a semi-numerical solution of a fractal telegraphic dual-porosity fluid flow model. It combines Laplace transform and finite difference schemes. The Laplace transform handles the time variable whereas the finite…
A Lagrangian numerical scheme for solving nonlinear degenerate Fokker-Planck equations in space dimensions $d\ge2$ is presented. It applies to a large class of nonlinear diffusion equations, whose dynamics are driven by internal energies…
We study the numerical approximation of linear-quadratic optimal control problems subject to the fractional Laplace equation with its spectral definition. We compute an approximation of the state equation using a discretization of the…
Fractional Ginzburg-Landau equations as the generalization of the classical one have been used to describe various physical phenomena. In this paper, we propose a numerical integration method for solving space fractional Ginzburg-Landau…
In this work, we use the integral definition of the fractional Laplace operator and study a sparse optimal control problem involving a fractional, semilinear, and elliptic partial differential equation as state equation; control constraints…