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We present a stochastic method for efficiently computing the solution of time-fractional partial differential equations (fPDEs) that model anomalous diffusion problems of the subdiffusive type. After discretizing the fPDE in space, the…

Numerical Analysis · Mathematics 2024-02-27 Nicolas L. Guidotti , Juan Acebrón , José Monteiro

A fractional derivative is a temporally nonlocal operation which is computationally intensive due to inclusion of the accumulated contribution of function values at past times. In order to lessen the computational load while maintaining the…

Numerical Analysis · Mathematics 2021-11-01 Daegeun Yoon , Donghyun You

The backward problem for subdiffusion equation with the fractional Riemann-Liouville time-derivative of order ? 2 (0; 1) and an arbitrary positive self-adjoint operator A is considered. This problem is ill-posed in the sense of Hadamard due…

Analysis of PDEs · Mathematics 2021-05-14 Shavcat Alimov , Ravshan Ashurov

We study a one-dimensional one-phase Stefan problem with a Neumann boundary condition on the fixed part of the boundary. We construct the unique self-similar solution, and show that starting from arbitrary initial data, solution orbits…

Analysis of PDEs · Mathematics 2024-02-05 Danielle Hilhorst , Sabrina Roscani , Piotr Rybka

We develop the theory of fractional gradient flows: an evolution aimed at the minimization of a convex, l.s.c.~energy, with memory effects. This memory is characterized by the fact that the negative of the (sub)gradient of the energy equals…

Analysis of PDEs · Mathematics 2021-01-05 Wenbo Li , Abner J. Salgado

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

We study the one-dimensional one-phase Stefan problem for the heat equation with a nonlinear boundary condition. We show that all solutions fall into one of three distinct types: global-in-time solutions with exponential decay,…

Analysis of PDEs · Mathematics 2025-10-31 Kensho Araya , Kazuhiro Ishige

In this work, an inverse problem in the fractional diffusion equation with random source is considered. Statistical moments are used of the realizations of single point observation $u(x_0,t,\omega).$ We build the representation of the…

Analysis of PDEs · Mathematics 2019-11-04 Chan Liu , Jin Wen , Zhidong Zhang

In this work, we investigate a variational formulation for a time-fractional Fokker-Planck equation which arises in the study of complex physical systems involving anomalously slow diffusion. The model involves a fractional-order Caputo…

Numerical Analysis · Mathematics 2020-06-05 Manh Hong Duong , Bangti Jin

This paper develops a two-stage stochastic model to investigate evolution of random fields on the unit sphere $\bS^2$ in $\R^3$. The model is defined by a time-fractional stochastic diffusion equation on $\bS^2$ governed by a diffusion…

Probability · Mathematics 2024-03-05 T. Alodat , Q. T. Le Gia , I. H. Sloan

In this article we investigate the solution of the steady-state fractional diffusion equation on a bounded domain in $\real^{1}$. From an analysis of the underlying model problem, we postulate that the fractional diffusion operator in the…

Numerical Analysis · Mathematics 2016-08-02 V. J. Ervin , N. Heuer , J. P. Roop

An equation describing subdiffusion with possible immobilization of particles is derived by means of the continuous time random walk model. The equation contains a fractional time derivative of Riemann--Liouville type which is a…

Statistical Mechanics · Physics 2023-08-09 Tadeusz Kosztołowicz

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…

Classical Analysis and ODEs · Mathematics 2017-12-29 Mohammad Dehghan , Angelo B. Mingarelli

In this paper, we represent the exact solution of a two phase inverse spherical Stefan problem, where along with unknown temperature functions heat flux function has to be determined. Suggested solution is obtained from new form of integral…

Mathematical Physics · Physics 2017-03-16 Merey M. Sarsengeldin , Abdullah S. Erdogan , Targyn A. Nauryz , Hassan Nouri

Different one-phase Stefan problems for a semi-infinite slab are considered, involving a moving phase change material as well as temperature dependent thermal coefficients. Existence of at least one similarity solution is proved imposing a…

Analysis of PDEs · Mathematics 2021-05-12 Julieta Bollati , Adriana C. Briozzo

A fractional time derivative is introduced into the Burger's equation to model losses of nonlinear waves. This term amounts to a time convolution product, which greatly penalizes the numerical modeling. A diffusive representation of the…

Computational Physics · Physics 2016-06-14 Bruno Lombard , Denis Matignon

We consider a one-dimensional one-phase inverse Stefan problem for the heat equation. It consists in recovering a boundary influx condition from the knowledge of the position of the moving front, and the initial state. We derived a…

Analysis of PDEs · Mathematics 2020-02-24 Chifaa Ghanmi , Saloua Mani-Aouadi , Faouzi Triki

In this work, we introduce a new fractional derivative that modifies the conventional Riemann-Liouville operator to obtain a set of fractional Einstein field equations within a 2+1 dimensional spacetime by assuming a static and circularly…

General Relativity and Quantum Cosmology · Physics 2025-05-20 E. Contreras , A. Di Teodoro , M. Mena

In this work, we propose an observation system based on the available data which solution is one-be-one mapping to the forward problem(with the unknown initial function) solution. It implies their solutions share the same linear structure…

Numerical Analysis · Mathematics 2026-04-27 Dakang Cen , Zhiyuan Li , Wenlong Zhang

We study solution techniques for parabolic equations with fractional diffusion and Caputo fractional time derivative, the latter being discretized and analyzed in a general Hilbert space setting. The spatial fractional diffusion is realized…

Numerical Analysis · Mathematics 2015-03-05 Ricardo H. Nochetto , Enrique Otarola , Abner J. Salgado