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For characterizing the Brownian motion in a bounded domain: $\Omega$, it is well-known that the boundary conditions of the classical diffusion equation just rely on the given information of the solution along the boundary of a domain; on…

Analysis of PDEs · Mathematics 2018-01-24 Weihua Deng , Buyang Li , Wenyi Tian , Pingwen Zhang

There has been considerable recent study in "sub-diffusion" models that replace the standard parabolic equation model by a one with a fractional derivative in the time variable. There are many ways to look at this newer approach and one…

Analysis of PDEs · Mathematics 2019-04-08 William Rundell , Zhidong Zhang

Some fractional and anomalous diffusions are driven by equations involving fractional derivatives in both time and space. Such diffusions are processes with randomly varying times. In representing the solutions to those diffusions, the…

Probability · Mathematics 2012-06-05 Mirko D'Ovidio

The main objective of this paper is analysis of the initial-boundary value problems for the linear and semilinear time-fractional diffusion equations with a uniformly elliptic spatial differential operator of the second order and the Caputo…

Analysis of PDEs · Mathematics 2022-08-10 Yuri Luchko , Masahiro Yamamoto

We propose diffusion-like equations with time and space fractional derivatives of the distributed order for the kinetic description of anomalous diffusion and relaxation phenomena, whose diffusion exponent varies with time and which,…

Statistical Mechanics · Physics 2009-11-07 A. V. Chechkin , R. Gorenflo , I. M. Sokolov

We derive explicit solutions for time-fractional anomalous diffusion equations with diffusivity coefficients that depend on both space and time variables. These solutions are expressed in Fox-H and generalized Wright functions, which are…

Analysis of PDEs · Mathematics 2024-05-14 Ganbileg Bat-Ochir , Khongorzul Dorjgotov , Uuganbayar Zunderiya

We present a short overview of the recent results in the theory of diffusion and wave equations with generalised derivative operators. We give generic examples of such generalised diffusion and wave equations, which include time-fractional,…

Statistical Mechanics · Physics 2019-03-05 Trifce Sandev , Ralf Metzler , Aleksei Chechkin

In this work we study the solutions to some fractional higher-order equations. Special cases in which time-fractional derivatives take integer values are also examined and the explicit solutions are presented. Such solutions can be…

Probability · Mathematics 2012-06-14 Mirko D'Ovidio

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…

Mathematical Physics · Physics 2016-10-31 R. K. Saxena , A. M. Mathai , H. J. Haubold

We derive some regularity estimates of the solution to a time fractional diffusion equation, that are useful for numerical analysis, and partially unravel the singularity structure of the solution with respect to the time variable.

Analysis of PDEs · Mathematics 2017-04-04 Binjie Li , Xiaoping Xie

We prove nonlinear lower bounds and commutator estimates for the Dirichlet fractional Laplacian in bounded domains. The applications include bounds for linear drift-diffusion equations with nonlocal dissipation and global existence of weak…

Analysis of PDEs · Mathematics 2015-11-03 Peter Constantin , Mihaela Ignatova

This paper studies the nonlinear stochastic partial differential equation of fractional orders both in space and time variables: \[ \left(\partial^\beta+\frac{\nu}{2}(-\Delta)^{\alpha/2}\right)u(t,x) =…

Probability · Mathematics 2015-09-28 Le Chen , Yaozhong Hu , David Nualart

The aim of this paper is to numerically solve a diffusion differential problem having time derivative of fractional order. To this end we propose a collocation-Galerkin method that uses the fractional splines as approximating functions. The…

Numerical Analysis · Mathematics 2022-04-27 Laura Pezza , Francesca Pitolli

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

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 paper, we introduce some fundamental notions related to the so-called stochastic derivatives with respect to a given $\sigma$-field $\mathcal{Q}$. In our framework, we recall well-known results about Markov--Wiener diffusions. We…

Probability · Mathematics 2009-09-29 Sébastien Darses , Ivan Nourdin

In this paper we investigate the solution of generalized distributed order diffusion equations with composite time fractional derivative by using the Fourier-Laplace transform method. We represent solutions in terms of infinite series in…

Mathematical Physics · Physics 2017-03-17 Trifce Sandev , Zivorad Tomovski , Bojan Crnkovic

For stochastic evolution equations with fractional derivatives, classical solutions exist when the order of the time derivative of the unknown function is not too small compared to the order of the time derivative of the noise; otherwise,…

Probability · Mathematics 2018-11-01 Sergey V. Lototsky , Boris L. Rozovsky

The diffusion system with time-fractional order derivative is of great importance mathematically due to the nonlocal property of the fractional order derivative, which can be applied to model the physical phenomena with memory effects. We…

Analysis of PDEs · Mathematics 2021-03-24 Mengmeng Zhang , Jijun Liu

This paper deals with the investigation of the computational solutions of an unified fractional reaction-diffusion equation, which is obtained from the standard diffusion equation by replacing the time derivative of first order by the…

Mathematical Physics · Physics 2014-09-11 R. K. Saxena , A. M. Mathai , H. J. Haubold