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This paper is devoted to the study of generalised time-fractional evolution equations involving Caputo type derivatives. Using analytical methods and probabilistic arguments we obtain well-posedness results and stochastic representations…

Analysis of PDEs · Mathematics 2022-05-03 M. E. Hernández-Hernández , V. N. Kolokoltsov , L. Toniazzi

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 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

Space-time fractional evolution equations are a powerful tool to model diffusion displaying space-time heterogeneity. We prove existence, uniqueness and stochastic representation of classical solutions for an extension of Caputo evolution…

Analysis of PDEs · Mathematics 2018-09-03 Lorenzo Toniazzi

We study a space-fractional Stefan problem, where the non-local diffusion flux is modeled by the Caputo derivative. We obtain the unique existence of classical solution to this problem.

Analysis of PDEs · Mathematics 2020-06-08 Katarzyna Ryszewska

Because of the finiteness of the life span and boundedness of the physical space, the more reasonable or physical choice is the tempered power-law instead of pure power-law for the CTRW model in characterizing the waiting time and jump…

Numerical Analysis · Mathematics 2018-05-01 Weihua Deng , Zhijiang Zhang

The behaviour of the solutions of the time-fractional diffusion equation, based on the Caputo derivative, is studied and its dependence on the fractional exponent is analysed. The time-fractional convection-diffusion equation is also solved…

Mathematical Physics · Physics 2024-10-14 Andy Manapany , Sébastien Fumeron , Malte Henkel

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 the present work we discuss higher order multi-term partial differential equation (PDE) with the Caputo-Fabrizio fractional derivative in time. We investigate a boundary value problem for fractional heat equation involving higher order…

Analysis of PDEs · Mathematics 2017-08-21 Sardor Pirnapasov , Erkinjon Karimov

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

We propose a probabilistic construction for the solution of a general class of fractional high order heat-type equations in the one-dimensional case, by using a sequence of random walks in the complex plane with a suitable scaling. A time…

Probability · Mathematics 2017-10-11 Stefano Bonaccorsi , Mirko D'Ovidio , Sonia Mazzucchi

Fractional differential equations model processes with memory effects, providing a realistic perspective on complex systems. We examine time-delayed differential equations, discussing first-order and fractional Caputo time-delayed…

General Relativity and Quantum Cosmology · Physics 2025-05-08 Bayron Micolta-Riascos , Byron Droguett , Gisel Mattar Marriaga , Genly Leon , Andronikos Paliathanasis , Luis del Campo , Yoelsy Leyva

In this article, we derive the state probabilities of different type of space- and time-fractional Poisson processes using z-transform. We work on tempered versions of time-fractional Poisson process and space-fractional Poisson processes.…

Probability · Mathematics 2018-08-03 Neha Gupta , Arun Kumar , Nikolai Leonenko

In this paper, we investigate the numerical approximation of Hamilton-Jacobi equations with the Caputo time-fractional derivative. We introduce an explicit in time discretization of the Caputo derivative and a finite difference scheme for…

Numerical Analysis · Mathematics 2019-12-20 Fabio Camilli , Serikbolsyn Duisembay

In this paper invariant subspace method has been employed for solving linear and non-linear fractional partial differential equations involving Caputo derivative. A variety of illustrative examples are solved to demonstrate the…

Analysis of PDEs · Mathematics 2017-04-18 Sangita Choudhary , Varsha Daftardar-Gejji

In this paper, we consider the backward problem for fractional in time evolution equations $\partial_t^\alpha u(t)= A u(t)$ with the Caputo derivative of order $0<\alpha \le 1$, where $A$ is a self-adjoint and bounded above operator on a…

Analysis of PDEs · Mathematics 2022-11-30 S. E. Chorfi , L. Maniar , M. Yamamoto

The aim of this paper is to study certain problems of calculus of variations, that are dependent upon a Lagrange function on a Caputo-type fractional derivative. This type of fractional operator is a generalization of the Caputo and the…

Optimization and Control · Mathematics 2016-02-24 Ricardo Almeida

For a class of tempered fractional terminal value problems of the Caputo type, we study the existence and uniqueness of the solution, analyse the continuous dependence on the given data and using a shooting method, we present and discuss…

Numerical Analysis · Mathematics 2017-05-12 Luisa Morgado , Magda Rebelo

In this work, we consider a number of boundary-value problems for time-fractional heat equation with the recently introduced Caputo-Fabrizio derivative. Using the method of separation of variables, we prove a unique solvability of the…

Analysis of PDEs · Mathematics 2016-04-01 Nasser Al-Salti , Erkinjon Karimov , Sebti Kerbal

In this note we analyse the propagation of a small density perturbation in a one-dimensional compressible fluid by means of fractional calculus modelling, replacing thus the ordinary time derivative with the Caputo fractional derivative in…

Analysis of PDEs · Mathematics 2014-03-06 Roberto Garra , Federico Polito
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