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In this work we focus on substantial fractional integral and differential operators which play an important role in modeling anomalous diffusion. We introduce a new generalized substantial fractional integral. Generalizations of fractional…

Classical Analysis and ODEs · Mathematics 2019-07-11 Hafiz Muhammad Fahad , Mujeeb ur Rehman

In this paper, we propose a novel numerical scheme for solving time-fractional reaction-diffusion problems with Robin boundary conditions, where the time derivative is in the Caputo sense of order $\alpha\in(0,1)$. The existence and…

Numerical Analysis · Mathematics 2025-09-23 Qian Luo , Aiguo Xiao , Xiaoqiang Yan , Jingmin Xia

We derive a fundamental solution $\mathscr{E}$ to a space-fractional diffusion problem on the half-line. The equation involves the Caputo derivative. We establish properties of $\mathscr{E}$ as well as formulas for solutions to the…

Analysis of PDEs · Mathematics 2021-11-03 Tokinaga Namba , Piotr Rybka , Shoichi Sato

We study the existence of global weak solutions of a nonlinear transport-diffusion equation with a fractional derivative in the time variable and under some extra hypotheses, we also study some regularity properties for this type of…

Analysis of PDEs · Mathematics 2022-03-25 Diego Chamorro , Miguel Yangari

This paper is devoted to an in deep investigation of the first fundamental solution to the linear multi-dimensional space-time-fractional diffusion-wave equation. This equation is obtained from the diffusion equation by replacing the first…

Analysis of PDEs · Mathematics 2021-03-12 Yuri Luchko

We have derived a fractional Fokker-Planck equation for subdiffusion in a general space-and- time-dependent force field from power law waiting time continuous time random walks biased by Boltzmann weights. The governing equation is derived…

Statistical Mechanics · Physics 2010-10-27 B. I. Henry , T. A. M Langlands , P. Straka

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…

Analysis of PDEs · Mathematics 2019-08-05 Moulay Rchid Sidi Ammi , Ismail Jamiai , Delfim F. M. Torres

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

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

This article discusses the numerical result predicted by the quantum Langevin equation of the generalized diffusion function of a Brownian particle immersed in an Ohmic quantum bath of harmonic oscillators. The time dependence of the…

Quantum Physics · Physics 2019-12-03 Pedro J. Colmenares

We study the inverse random source problem for the time-space fractional diffusion equation driven by fractional Brownian motion with Hurst index $H\in(0,1)$. With the aid of a novel estimate, by using the operator approach we propose…

Probability · Mathematics 2021-06-03 Daxin Nie , Weihua Deng

We describe a general operational method that can be used in the analysis of fractional initial and boundary value problems with additional analytic conditions. As an example, we derive analytic solutions of some fractional generalisation…

Analysis of PDEs · Mathematics 2013-04-04 Roberto Garra , Federico Polito

This paper provides a probabilistic approach to solve linear equations involving Caputo and Riemann-Liouville type derivatives. Using the probabilistic interpretation of these operators as the generators of interrupted Feller processes, we…

Probability · Mathematics 2015-12-07 M. E. Hernández-Hernández , V. N. Kolokoltsov

We relate the convergence of time-changed processes driven by fractional equations to the convergence of corresponding Dirichlet forms. The fractional equations we dealt with are obtained by considering a general fractional operator in…

Probability · Mathematics 2019-10-24 Raffaela Capitanelli , Mirko D'Ovidio

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…

Analysis of PDEs · Mathematics 2021-11-09 Anwar Ahmad , Muhammad Ali , Salman A. Malik

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…

Analysis of PDEs · Mathematics 2025-04-04 Yavar Kian , Marián Slodička , Éric Soccorsi , Karel Van Bockstal

Fractional mechanics describes both conservative and non-conservative systems. The fractional variational principles gained importance in studying the fractional mechanics and several versions are proposed. In classical mechanics the…

Mathematical Physics · Physics 2007-08-14 Dumitru Baleanu , Sami I. Muslih , Eqab M. Rabei

In this paper we consider a generalized classical mechanics with fractional derivatives. The generalization is based on the time-clock randomization of momenta and coordinates taken from the conventional phase space. The fractional…

Classical Physics · Physics 2011-11-15 Aleksander Stanislavsky

We deal with the Cauchy problem for the space-time fractional diffusion-wave equation, which is obtained from the standard diffusion equation by replacing the second-order space derivative with a Riesz-Feller derivative of order alpha in…

Statistical Mechanics · Physics 2008-05-23 Francesco Mainardi , Yuri Luchko , Gianni Pagnini

In this paper, we consider the extended stochastic Navier-Stokes equations with Caputo derivative driven by fractional Brownian motion. We firstly derive the pathwise spatial and temporal regularity of the generalized Ornstein-Uhlenbeck…

Numerical Analysis · Mathematics 2017-09-18 Guang-an Zou , Guangying Lv , Jiang-Lun Wu