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Almost nothing is known about the layer structure of solutions to singularly perturbed Caputo fractional boundary value problems. We discuss simple convection-diffusion and reaction-diffusion problems.

Numerical Analysis · Mathematics 2022-09-08 Hans-Görg Roos

We investigate the fractional diffusion approximation of a kinetic equation in the upper-half plane with diffusive reflection conditions at the boundary. In an appropriate singular limit corresponding to small Knudsen number and long time…

Analysis of PDEs · Mathematics 2019-09-04 Ludovic Cesbron , Antoine Mellet , Marjolaine Puel

We prove the global strong solvability of a quasilinear initial-boundary value problem with fractional time derivative of order less than one. Such problems arise in mathematical physics in the context of anomalous diffusion and the…

Analysis of PDEs · Mathematics 2011-06-06 Rico Zacher

Fractional diffusion equations imply non-Gaussian distributions that generalise the standard diffusive process. Recent advances in fractional calculus lead to a class of new fractional operators defined by non-singular memory kernels,…

Statistical Mechanics · Physics 2018-12-26 M. A. F. dos Santos , Ignacio S. Gomez

In this paper the Green formula for the operator of fractional differentiation in Caputo sense is proved. By using this formula the integral representation of all regular in a rectangular domains solutions is obtained in the form of the…

Analysis of PDEs · Mathematics 2016-10-18 M. O. Mamchuev

In this paper we develop an encounter-based model of reaction-subdiffusion in a domain $\Omega$ with a partially absorbing interior trap $\calU\subset \Omega$. We assume that the particle can freely enter and exit $\calU$, but is only…

Statistical Mechanics · Physics 2023-03-21 Paul C Bressloff

The present paper deals with the numerical solution of time-fractional advection-diffusion equations involving the Caputo derivative with source term by means of an unconditionally stable implicit finite difference method on quasi-uniform…

Numerical Analysis · Mathematics 2018-02-14 Riccardo Fazio , Alessandra Jannelli

In the present study, firstly, based on the continuous time random walk (CTRW) theory, general diffusion equations are derived. The time derivative is taken as the general Caputo-type derivative introduced by Kochubei and the spatial…

Analysis of PDEs · Mathematics 2022-02-28 Chung-Sik Sin , Hyong-Chol O , Sang-Mun Kim

In this paper, we prove sharp blow-up and global existence results for a time fractional diffusion-wave equation with a nonlinear memory term in a bounded domain, where the fractional derivative in time is taken in the sense of Caputo type.…

Analysis of PDEs · Mathematics 2022-11-04 Quanguo Zhang

We start with a general governing equation for diffusion transport, written in a conserved form, in which the phenomenological flux laws can be constructed in a number of alternative ways. We pay particular attention to flux laws that can…

Analysis of PDEs · Mathematics 2019-02-22 Tokinaga Namba , Piotr Rybka , Vaughan Voller

In this paper, we discuss an initial-boundary value problem (IBVP) for the multi-term time-fractional diffusion equation with x-dependent coefficients. By means of the Mittag-Leffler functions and the eigenfunction expansion, we reduce the…

Analysis of PDEs · Mathematics 2018-02-20 Zhiyuan Li , Xinchi Huang , Masahiro Yamamoto

An initial-boundary value problem for the time-fractional diffusion equation is discretized in space using continuous piecewise-linear finite elements on a polygonal domain with a re-entrant corner. Known error bounds for the case of a…

Numerical Analysis · Mathematics 2017-12-21 Kim Ngan Le , William McLean , Bishnu Lamichhane

We consider a time-fractional subdiffusion equation with a Caputo derivative in time, a general second-order elliptic spatial operator, and a right-hand side that is non-smooth in time. The presence of the latter may lead to locking…

Numerical Analysis · Mathematics 2024-01-04 Sebastian Franz , Natalia Kopteva

A finite difference numerical method is investigated for fractional order diffusion problems in one space dimension. For this, a mathematical model is developed to incorporate homogeneous Dirichlet and Neumann type boundary conditions. The…

Numerical Analysis · Mathematics 2014-11-07 Béla J. Szekeres , Ferenc Izsák

The first passage time (FPT) problem is ubiquitous in many applications. In finance, we often have to deal with stochastic processes with jump-diffusion, so that the FTP problem is reducible to a stochastic differential equation with…

Computational Engineering, Finance, and Science · Computer Science 2025-10-20 Di Zhang , Roderick V. N. Melnik

We study the diffusion (or heat) equation on a finite 1-dimensional spatial domain, but we replace one of the boundary conditions with a "nonlocal condition", through which we specify a weighted average of the solution over the spatial…

Analysis of PDEs · Mathematics 2017-08-04 Peter D. Miller , David A. Smith

We study the first-passage time (FPT) problem for widespread recurrent processes in confined though large systems and present a comprehensive framework for characterizing the FPT distribution over many time scales. We find that the FPT…

Statistical Mechanics · Physics 2025-03-21 Talia Baravi , David A. Kessler , Eli Barkai

A physical-mathematical approach to anomalous diffusion may be based on fractional diffusion equations and related random walk models. The fundamental solutions of these equations can be interpreted as probability densities evolving in time…

Statistical Mechanics · Physics 2008-05-27 Rudolf Gorenflo , Francesco Mainardi

We consider the general problem of the first passage distribution of particles whose displacements are subject to time delays. We show that this problem gives rise to a \emph{propagation-dispersion equation} which is obtained as the…

Statistical Mechanics · Physics 2009-11-10 Jean Pierre Boon , Patrick Grosfils , James F. Lutsko

This study addresses the inverse source problem for the fractional diffusion-wave equation, characterized by a source comprising spatial and temporal components. The investigation is primarily concerned with practical scenarios where data…

Numerical Analysis · Mathematics 2025-04-22 Lingyun Qiu , Jiwoon Sim