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This paper deals with the investigation of the solution of an unified fractional reaction-diffusion equation associated with the Caputo derivative as the time-derivative and Riesz-Feller fractional derivative as the space-derivative. The…

Probability · Mathematics 2008-09-16 H. J. Haubold , A. M. Mathai , R. K. Saxena

Fractional calculus allows one to generalize the linear, one-dimensional, diffusion equation by replacing either the first time derivative or the second space derivative by a derivative of fractional order. The fundamental solutions of…

Statistical Mechanics · Physics 2007-05-23 Francesco Mainardi , Paolo Paradisi , Rudolf Gorenflo

We investigate a second-order accurate time-stepping scheme for solving a time-fractional diffusion equation with a Caputo derivative of order~$\alpha \in (0,1)$. The basic idea of our scheme is based on local integration followed by linear…

Numerical Analysis · Mathematics 2024-07-10 Kassem Mustapha , William McLean , Josef Dick

We consider the radiative transport equation in which the time derivative is replaced by the Caputo derivative. Such fractional-order derivatives are related to anomalous transport and anomalous diffusion. In this paper we describe how the…

Mathematical Physics · Physics 2017-03-08 Manabu Machida

This paper derives physically meaningful boundary conditions for fractional diffusion equations, using a mass balance approach. Numerical solutions are presented, and theoretical properties are reviewed, including well-posedness and steady…

Analysis of PDEs · Mathematics 2017-06-27 Boris Baeumer , Mihály Kovács , Mark M. Meerschaert , Harish Sankaranarayanan

We explain how the invariant subspace method can be extended to a scalar and coupled system of time-space fractional partial differential equations. The effectiveness and applicability of the method have been illustrated through time-space…

Analysis of PDEs · Mathematics 2020-07-17 P Prakash

In this paper we study $g$-fractional diffusion on bounded domains in $\mathbb{R}^d$ with absorbing boundary conditions. We show the explicit representation of the solution and then we study the first passage time distribution, showing the…

Analysis of PDEs · Mathematics 2023-03-09 L. Angelani , R. Garra

We report new results about the two-time dynamics of an anomalously diffusing classical particle, as described by the generalized Langevin equation with a frequency-dependent noise and the associated friction. The noise is defined by its…

Statistical Mechanics · Physics 2009-11-07 Noelle Pottier

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 use the hyperbolic subdiffusion equation with fractional time derivatives (the generalized Cattaneo equation) to study the transport process of electrolytes in media where subdiffusion occurs. In this model the flux is delayed in a…

Statistical Mechanics · Physics 2009-11-13 Tadeusz Kosztolowicz , Katarzyna D. Lewandowska

This article concerns second-order time discretization of subdiffusion equations with time-dependent diffusion coefficients. High-order differentiability and regularity estimates are established for subdiffusion equations with…

Numerical Analysis · Mathematics 2020-06-05 Bangti Jin , Buyang Li , Zhi Zhou

Normal and anomalous diffusion are ubiquitous in many complex systems [1] . Here, we define a time and space generalized diffusion equation (GDE), which uses fractional-time derivatives and transformed d-path Laplacian operators on…

Physics and Society · Physics 2022-02-02 Fernando Diaz-Diaz , Ernesto Estrada

This study investigates the ultraslow diffusion by a spatial structural derivative, in which the exponential function exp(x)is selected as the structural function to construct the local structural derivative diffusion equation model. The…

Statistical Mechanics · Physics 2017-06-14 Wei Xu , Wen Chen , Yingjie Liang , Jose Weberszpil

We prove sharp estimates for the decay in time of solutions to a rather general class of non-local in time subdiffusion equations on a bounded domain subject to a homogeneous Dirichlet boundary condition. Important special cases are the…

Analysis of PDEs · Mathematics 2013-10-02 Vicente Vergara , Rico Zacher

The aim of this paper is to give a stochastic representation for the solution to a natural extension of the Caputo-type evolution equation. The nonlocal-in-time operator is defined by a hypersingular integral with a (possibly…

Analysis of PDEs · Mathematics 2018-10-23 Qiang Du , Lorenzo Toniazzi , Zhi Zhou

Reaction-diffusion equations are one of the most common mathematical models in the natural sciences and are used to model systems that combine reactions with diffusive motion. However, rather than normal diffusion, anomalous subdiffusion is…

Statistical Mechanics · Physics 2021-04-23 Amanda M Alexander , Sean D Lawley

In this paper strong dissipativity of generalized time-fractional derivatives on Gelfand triples of properly in time weighted $L^p$-path spaces is proved. In particular, the classical Caputo derivative is included as a special case. As a…

Analysis of PDEs · Mathematics 2021-02-23 Wei Liu , Michael Röckner , José Luís da Silva

As we are aware, various types of methods have been proposed to approximate the Caputo fractional derivative numerically. A common challenge of the methods is the non-local property of the Caputo fractional derivative which leads to the…

Numerical Analysis · Mathematics 2023-09-11 Hassan Khosravian-Arab , Mehdi Dehghan

Continuous time random walks are non-Markovian stochastic processes, which are only partly characterized by single-time probability distributions. We derive a closed evolution equation for joint two-point probability density functions of a…

Statistical Mechanics · Physics 2009-11-13 A. Baule , R. Friedrich

We consider continuous time random walks (CTRW) and discuss situations pertinent to aging. These correspond to the case when the initial state of the system is known not at preparation (at $t=0$) but at the later instant of time $t_1>0$…

Statistical Mechanics · Physics 2007-10-16 V. Yu. Zaburdaev , I. M. Sokolov