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An adaptive finite difference scheme for variable-order fractional-time subdiffusion equations in the Caputo form is studied. The fractional time derivative is discretized by the L1 procedure but using nonhomogeneous timesteps. The size of…

Numerical Analysis · Mathematics 2024-09-20 Joaquín Quintana-Murillo , Santos Bravo Yuste

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…

The diffusion equation and its time-fractional counterpart can be obtained via the diffusion limit of continuous-time random walks with exponential and heavy-tailed waiting time distributions. The space dependent variable-order…

Statistical Mechanics · Physics 2025-10-24 Christopher N. Angstmann , Daniel S. Han , Bruce I. Henry , Boris Z. Huang , Zhuang Xu

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…

Mathematical Physics · Physics 2009-03-17 Sabir Umarov , Stanly Steinberg

We begin with a treatment of the Caputo time-fractional diffusion equation, by using the Laplace transform, to obtain a Volterra intego-differential equation where we may examine the weakly singular nature of this convolution…

Numerical Analysis · Mathematics 2020-01-27 Wesley Davis , Richard Noren , Ke Shi

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

In this paper we investigate the solution of generalized distributed order diffusion equations with composite time fractional derivative by using the Fourier-Laplace transform method. We represent solutions in terms of infinite series in…

Mathematical Physics · Physics 2017-03-17 Trifce Sandev , Zivorad Tomovski , Bojan Crnkovic

The partial differential equation of Gaussian diffusion is generalized by using the time-fractional derivative of distributed order between 0 and 1, in both the Riemann-Liouville (R-L) and the Caputo (C) sense. For a general distribution of…

Statistical Mechanics · Physics 2008-05-27 Francesco Mainardi , Antonio Mura , Gianni Pagnini , Rudolf Gorenflo

We examine the short and long-time behaviors of time-fractional diffusion equations with variable space-dependent order. More precisely, we describe the time-evolution of the solution to these equations as the time parameter goes either to…

Analysis of PDEs · Mathematics 2019-01-11 Yavar Kian , Diomba Sambou , Eric Soccorsi

Phase separation in a complex fluid with lamellar order has been studied in the case of cold thermal fronts propagating diffusively from external walls. The velocity hydrodynamic modes are taken into account by coupling the…

Soft Condensed Matter · Physics 2011-05-18 G. Gonnella , A. Lamura , A. Tiribocchi

In this paper, we first propose an unconditionally stable implicit difference scheme for solving generalized time-space fractional diffusion equations (GTSFDEs) with variable coefficients. The numerical scheme utilizes the $L1$-type formula…

Numerical Analysis · Mathematics 2021-09-15 Xian-Ming Gu , Ting-Zhu Huang , Yong-Liang Zhao , Pin Lyu , Bruno Carpentieri

We study the rate of convergence of an explicit and an implicit-explicit finite difference scheme for linear stochastic integro-differential equations of parabolic type arising in non-linear filtering of jump-diffusion processes. We show…

Probability · Mathematics 2016-09-09 Konstantinos Dareiotis , James-Michael Leahy

Integro-partial differential equations occur in many contexts in mathematical physics. Typical examples include time-dependent diffusion equations containing a parameter (e.g., the temperature) that depends on integrals of the unknown…

Analysis of PDEs · Mathematics 2007-05-23 Peter A. Becker

In this paper, we are interested in the study of a problem with fractional derivatives having boundary conditions of integral types. The problem represents a Caputo type advection-diffusion equation where the fractional order derivative…

Numerical Analysis · Mathematics 2021-02-23 Saadoune Brahimi , Ahcene Merad , Adem Kilicman

In the present article an endeavor is made to solve the variable order fractional diffusion equations using a powerful method viz., Homotopy Analysis method. It is demonstrated how the method can be used while solving approximately two…

General Mathematics · Mathematics 2026-04-16 Vivek Mishra , S. Das

The equation with the time fractional substantial derivative and space fractional derivative describes the distribution of the functionals of the L\'evy flights; and the equation is derived as the macroscopic limit of the continuous time…

Numerical Analysis · Mathematics 2015-04-27 Minghua Chen , Weihua Deng

The equation which describes a particle diffusing in a logarithmic potential arises in diverse physical problems such as momentum diffusion of atoms in optical traps, condensation processes, and denaturation of DNA molecules. A detailed…

Statistical Mechanics · Physics 2015-06-03 Ori Hirschberg , David Mukamel , Gunter M. Schütz

A new method that enables easy and convenient discretization of partial differential equations with derivatives of arbitrary real order (so-called fractional derivatives) and delays is presented and illustrated on numerical solution of…

Numerical Analysis · Mathematics 2009-03-06 Igor Podlubny , Aleksei V. Chechkin , Tomas Skovranek , YangQuan Chen , Blas M. Vinagre Jara

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…

Analysis of PDEs · Mathematics 2018-12-05 Yavar Kian , Eric Soccorsi , Masahiro Yamamoto

Distributed order fractional Langevin-like equations are introduced and applied to describe anomalous diffusion without unique diffusion or scaling exponent. It is shown that these fractional Langevin equations of distributed order can be…

Statistical Mechanics · Physics 2012-01-16 C. H. Eab , S. C. Lim
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