Related papers: A note about fractional Stefan problem
We propose a unifying theoretical framework for the analysis of first-passage time distributions in two important classes of stochastic processes in which the diffusivity of a particle evolves randomly in time. In the first class of…
We develop a fully discrete scheme for time-fractional diffusion equations by using a finite difference method in time and a finite element method in space. The fractional derivatives are used in Caputo sense. Stability and error estimates…
We present a numerical procedure of solving the subdiffusion equation with Caputo fractional time derivative. On the basis of few examples we show that the subdiffusion is a 'long time memory' process and the short memory principle should…
We give a probabilistic numerical method for solving a partial differential equation with fractional diffusion and nonlinear drift. The probabilistic interpretation of this equation uses a system of particles driven by L\'evy alpha-stable…
Fractional Dzherbashian-Nersesian operator is considered and three famous fractional order derivatives namely Riemann-Liouville, Caputo and Hilfer derivatives are shown to be special cases of the earlier one. The expression for Laplace…
Diffusive representations of fractional derivatives have proven to be useful tools in the construction of fast and memory efficient numerical methods for solving fractional differential equations. A common challenge in many of the known…
This contribution considers the time-fractional subdiffusion with a time-dependent variable-order fractional operator of order $\beta(t)$. It is assumed that $\beta(t)$ is a piecewise constant function with a finite number of jumps. A proof…
We presented a general approach for obtaining the generalized transport equations with fractional derivatives by using the Liouville equation with fractional derivatives for a system of classical particles and Zubarev's nonequilibrium…
We consider the Cauchy problem for a degenerate fractional conservation laws driven by a noise. In particular, making use of an adapted kinetic formulation, a result of existence and uniqueness of solution is established. Moreover, a…
In this paper, we develop and analyze a stochastic algorithm for solving space-time fractional diffusion models, which are widely used to describe anomalous diffusion dynamics. These models pose substantial numerical challenges due to the…
A finite difference numerical method is investigated for fractional order diffusion problems in one space dimension. For this, a mathematical model is developed to incorporate homogeneous Dirichlet and Neumann type boundary conditions. The…
We construct examples for the one-phase Stefan problem which show that $\alpha$-concavity of the solution is in general not preserved in time, for $0 \le \alpha <1/2$. In particular, this shows that, in contrast to the case of the heat…
This paper is concerned with the mathematical analysis of the inverse random source problem for the time fractional diffusion equation, where the source is assumed to be driven by a fractional Brownian motion. Given the random source, the…
We investigate diffusion equations with time-fractional derivatives of space-dependent variable order. We examine the well-posedness issue and prove that the space-dependent variable order coefficient is uniquely determined among other…
In this paper diffusion processes with changing modes are studied involving the variable order partial differential equations. We prove the existence and uniqueness theorem of a solution of the Cauchy problem for fractional variable order…
We introduce and present the general solution of three two-term fractional differential equations of mixed Caputo/Riemann Liouville type. We then solve a Dirichlet type Sturm-Liouville eigenvalue problem for a fractional differential…
Herein, we derive the fractional Laplacian operator as a means to represent the mean friction force arising in a turbulent flow: $ \rho \frac{D\bar{\bf u}}{Dt} = -\nabla p + \mu_\alpha \nabla^2\bar{\bf u} + \rho C_\alpha…
In a fractional Cauchy problem, the usual first order time derivative is replaced by a fractional derivative. The fractional derivative models time delays in a diffusion process. The order of the fractional derivative can be distributed…
The fractional Fokker-Planck equation for subdiffusion in time-dependent force fields is derived from the underlying continuous time random walk. Its limitations are discussed and it is then applied to the study of subdiffusion under the…
It is well-known that the transition function of the Ornstein-Uhlenbeck process solves the Fokker-Planck equation. This standard setting has been recently generalized in different directions, for example, by considering the so-called…