Related papers: A second order difference scheme for time fraction…
We derive optimal $L^2$-error estimates for semilinear time-fractional subdiffusion problems involving Caputo derivatives in time of order $\alpha\in (0,1)$, for cases with smooth and nonsmooth initial data. A general framework is…
In this paper we show that there exist two different critical exponents for global small data solutions to the semilinear fractional diffusive equation with Caputo fractional derivative in time. The second critical exponent appears if the…
We establish general moment estimates for the discrete and continuous exit times of a general It\^o process in terms of the distance to the boundary. These estimates serve as intermediate steps to obtain strong convergence results for the…
We derive a moment formula for generalized fractional polynomial processes, i.e., for polynomial-preserving Markov processes time-changed by an inverse L\'evy-subordinator. If the time change is inverse $\alpha$-stable, the time-derivative…
We reconsider the Cournot duopoly problem in light of the theory for long memory. We introduce the Caputo fractional-order difference calculus to classical duopoly theory to propose a fractional-order discrete Cournot duopoly game model,…
Difference schemes for the time-fractional diffusion equation with variable coefficients and nonlocal boundary conditions containing real parameters $\alpha$ and $\beta$ are considered. By the method of energy inequalities, for the solution…
In this work, we develop a novel Galerkin-L1-POD scheme for the subdiffusion model with a Caputo fractional derivative of order $\alpha\in (0,1)$ in time, which is often used to describe anomalous diffusion processes in heterogeneous media.…
This paper is in continuation of the authors' recently published paper (Journal of Mathematical Physics 55(2014)083519) in which computational solutions of an unified reaction-diffusion equation of distributed order associated with Caputo…
In this article, two kinds of numerical algorithms are derived for the ultra-slow (or superslow) diffusion equation in one and two space dimensions, where the ultra-slow diffusion is characterized by the Caputo-Hadamard fractional…
We present a new numerical tool to solve partial differential equations involving Caputo derivatives of fractional variable order. Three Caputo-type fractional operators are considered, and for each one of them an approximation formula is…
In this note, we prove or re-prove several important results regarding one dimensional time fractional ODEs following our previous work \cite{fllx17}. Here we use the definition of Caputo derivative proposed in \cite{liliu17frac1,liliu2017}…
This work establishes a comprehensive analytical framework for studying implicit fractional differential systems with distributed memory and time delays. We develop novel fractional integral inequalities of Gr\"onwall--Wendroff type that…
We consider a discretization of Caputo derivatives resulted from deconvolving a scheme for the corresponding Volterra integral. Properties of this discretization, including signs of the coefficients, comparison principles, and stability of…
The Black-Scholes (B-S) equation has been recently extended as a kind of tempered time-fractional B-S equations, which becomes an interesting mathematical model in option pricing. In this study, we provide a fast numerical method to…
This paper deals with the fractional Caputo--Fabrizio derivative and some basic properties related. A computation of this fractional derivative to power functions is given in terms of Mittag--Lefler functions. The inverse operator named the…
In this paper we construct approximations for the Caputo derivative of order $1-\alpha,2-\alpha,2$ and $3-\alpha$. The approximations have weights $0.5\left((k+1)^{-\alpha}-(k-1)^{-\alpha}\right)/\Gamma(1-\alpha)$ and…
This work introduces and analyzes a finite element scheme for evolution problems involving fractional-in-time and in-space differentiation operators up to order two. The left-sided fractional-order derivative in time we consider is employed…
In this paper, we propose a fractional time extension of the Quan tum Master Equation. We introduce a Caputo-type fractional derivative in time as an extension of the exponential decay of the Lindblad framework through the incorporation of…
We propose and study a class of numerical schemes to approximate time fractional differential equations. The methods are based on the approximation of the Caputo fractional derivative by continuous piecewise polynomials, which is strongly…
In this article, we propose numerical scheme for solving a multi-term time-fractional nonlocal parabolic partial differential equation (PDE). The scheme comprises $L2$-$1_{\sigma}$ scheme on a graded mesh in time and Galerkin finite element…