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In this paper we revisit the classical Cauchy problem for Laplace's equation as well as two further related problems in the light of regularisation of this highly ill-conditioned problem by replacing integer derivatives with fractional…

Numerical Analysis · Mathematics 2023-09-26 Barbara Kaltenbacher an William Rundell

We construct and study a time--semidiscretization scheme for the Cauchy problem associated with a linear homogeneous differential equation with the Caputo fractional time derivative of order $\alpha\in(0,1)$ and a spatial sectorial operator…

Numerical Analysis · Mathematics 2017-12-11 M. M. Kokurin

We deal with complex spatial diffusion equations with time-fractional derivative and study their stochastic solutions. In particular, we complexify the integral operator solution to the heat-type equation where the time derivative is…

Probability · Mathematics 2021-12-20 Luisa Beghin , Alessandro De Gregorio

We study fractional differential equations of Riemann-Liouville and Caputo type in Hilbert spaces. Using exponentially weighted spaces of functions defined on $\mathbb{R}$, we define fractional operators by means of a functional calculus…

Functional Analysis · Mathematics 2020-01-30 Kai Diethelm , Konrad Kitzing , Rainer Picard , Stefan Siegmund , Sascha Trostorff , Marcus Waurick

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

We present a systematic study of higher-order Airy-type differential equations providing the explicit form of the solutions, deriving their power series expansions and a probabilistic interpretation. Under suitable convergence hypotheses,…

Probability · Mathematics 2024-10-11 Fabrizio Cinque , Enzo Orsingher

We develop a kind of fractional calculus and theory of relaxation and diffusion equations associated with operators in the time variable, of the form $(Du)(t)=\frac{d}{dt}\int\limits_0^tk(t-\tau)u(\tau)\,d\tau -k(t)u(0)$ where $k$ is a…

Classical Analysis and ODEs · Mathematics 2011-10-11 Anatoly N. Kochubei

Fractional calculus has been used to describe physical systems with complexity. Here, we show that a fractional calculus approach can restore or include complexity in any physical systems that can be described by partial differential…

Mesoscale and Nanoscale Physics · Physics 2024-08-06 Kyle Rockwell , Ezio Iacocca

The Caputo time-derivative is usually defined pointwise for well-behaved functions, say, for continuously differentiable functions. Accordingly, in the theory of the partial fractional differential equations with the Caputo derivatives, the…

Analysis of PDEs · Mathematics 2014-11-27 Rudolf Gorenflo , Yuri Luchko , Masahiro Yamamoto

In this paper, the fractional differential matrices based on the Jacobi-Gauss points are derived with respect to the Caputo and Riemann-Liouville fractional derivative operators. The spectral radii of the fractional differential matrices…

Numerical Analysis · Mathematics 2015-11-05 Fanhai Zeng , Changpin Li

This article aims to investigate the semi-classical analog of the general Caputo-type diffusion equation with time-dependent diffusion coefficient associated with the discrete Schr\"{o}dinger operator,…

Analysis of PDEs · Mathematics 2024-07-19 Aparajita Dasgupta , Shyam Swarup Mondal , Michael Ruzhansky , Abhilash Tushir

We study a model that intermediates among the wave, heat, and transport equations. The approach considers the propagation of initial disturbances in a one-dimensional medium that can vibrate. The medium is nonlinear in such a form that…

Mathematical Physics · Physics 2019-05-15 Fernando Olivar-Romero , Oscar Rosas-Ortiz

We begin with a brief overview of the most commonly used fractional derivatives, namely the Caputo and Riemann-Liouville derivatives. We then focus on the study of the fractional time wave equation with the Riemann-Liouville derivative,…

Analysis of PDEs · Mathematics 2025-02-18 Paola Loreti , Daniela Sforza

We develop physically admissible lattice models in the harmonic approximation which define by Hamilton's variational principle fractional Laplacian matrices of the forms of power law matrix functions on the n -dimensional periodic and…

Mathematical Physics · Physics 2016-10-13 T. M. Michelitsch , B. A. Collet , A. P. Riascos , A. F. Nowakowski , F. C. G. A. Nicolleau

In the present paper we study inverse problems related to determining the time-dependent coefficient and unknown source function of fractional heat equations. Our approach shows that having just one set of data at an observation point…

Analysis of PDEs · Mathematics 2024-05-24 Azizbek Mamanazarov , Durvudkhan Suragan

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 this work, we study the inverse problem of determining a potential coefficient in an abstract wave equation that includes a lower-order term. The equation incorporates a time-fractional derivative in the Caputo sense, as well as a…

Analysis of PDEs · Mathematics 2025-07-10 D. K. Durdiev , H. H. Turdiev , A. A. Rahmonov

The paper considers the Cauchy problem for the system of partial differential equations of fractional order $D_t^{\mathcal{B}} {U}(t,x) + \mathbb{A}(D) {U} (t,x)=H(t,x) $. Here $U$ and $H$ are vector-functions, the $m\times m$ matrix of…

Analysis of PDEs · Mathematics 2024-05-24 Ravshan Ashurov , Ilyoskhuja Sulaymonov

In the paper, a linear differential equation with variable coefficients and a Caputo fractional derivative is considered. For this equation, a Cauchy problem is studied, when an initial condition is given at an intermediate point that does…

Optimization and Control · Mathematics 2020-09-01 Mikhail Gomoyunov

Main results and techniques of the fractional calculus of variations are surveyed. We consider variational problems containing Caputo derivatives and study them using both indirect and direct methods. In particular, we provide necessary…

Optimization and Control · Mathematics 2018-11-12 Ricardo Almeida , Delfim F. M. Torres