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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

In this work, we explore a time-fractional diffusion equation of order $\alpha \in (0,1)$ with a stochastic diffusivity parameter. We focus on efficient estimation of the expected values (considered as an infinite dimensional integral on…

Numerical Analysis · Mathematics 2024-09-04 Josef Dick , Hecong Gao , William McLean , Kassem Mustapha

This paper deals with the distributed order time-fractional diffusion equations with non-homogeneous Dirichlet (Nuemann) boundary condition. We first prove the wellposedness of the weak solution to the initial boundary value problem for the…

Analysis of PDEs · Mathematics 2018-08-13 Zhiyuan Li , Kenichi Fujishiro , Gongsheng Li

We study a fractional reaction-diffusion system with two types of variables: activator and inhibitor. The interactions between components are modeled by cubical nonlinearity. Linearization of the system around the homogeneous state provides…

Pattern Formation and Solitons · Physics 2007-05-23 V. Gafiychuk , B. Datsko , V. Meleshko

The mixed problem for a degenerate high order equation with a fractional derivative in a rectangular domain is considered in the article. The existence of a solution and its uniqueness are shown by the spectral method.

Analysis of PDEs · Mathematics 2020-07-31 B. Yu. Irgashev

It is well-known that one-dimensional time fractional diffusion-wave equations with variable coefficients can be reduced to ordinary fractional differential equations and systems of linear fractional differential equations via scaling…

Classical Analysis and ODEs · Mathematics 2019-05-07 Khongorzul Dorjgotov , Hiroyuki Ochiai , Uuganbayar Zunderiya

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 consider fractional diffusion equations and study the stability of the inverse problem of determining the time-dependent parameter in a source term or a coefficient of zero-th order term from observations of the solution at one point in…

Analysis of PDEs · Mathematics 2015-01-09 Kenichi Fujishiro , Yavar Kian

We study regularity for a parabolic problem with fractional diffusion in space and a fractional time derivative. Our main result is a De Giorgi-Nash-Moser Holder regularity theorem for solutions in a divergence form equation. We also prove…

Analysis of PDEs · Mathematics 2016-02-18 Mark Allen , Luis Caffarelli , Alexis Vasseur

Existing theoretical stabilization results for linear, hyperbolic multi-dimensional problems are extended to the discretized multi-dimensional problems. In contrast to existing theoretical and numerical analysis in the spatially…

Optimization and Control · Mathematics 2024-10-30 Michael Herty , Kai Hinzmann , Siegfried Müller , Ferdinand Thein

We consider initial/boundary value problems for time-fractional parabolic PDE of order $0<\alpha<1$ with Caputo fractional derivative (also called fractional diffusion equations in the literature). We prove well-posedness of corresponding…

Numerical Analysis · Mathematics 2017-04-12 Michael Karkulik

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 study a stochastic differential equation driven by a fractional Brownian motion with a discontinuous coefficient. We also give an approximation to the solution of the equation. This is a first step to define a fractional…

Probability · Mathematics 2016-07-25 Johanna Garzón , Jorge A. León , Soledad Torres

A modification of the Drude dispersive model based on fractional time derivative is presented. The dielectric susceptibility is calculated analytically and simulated numerically, showing a good agreement between theoretical description and…

Computational Physics · Physics 2021-03-23 Karol Karpiński , Sylwia Zielińska - Raczyńska , David Ziemkiewicz

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, a fractional generalization of the wave equation that describes propagation of damped waves is considered. In contrast to the fractional diffusion-wave equation, the fractional wave equation contains fractional derivatives of…

Mathematical Physics · Physics 2021-03-12 Yuri Luchko

Our aim in this paper is to establish stable manifolds near hyperbolic equilibria of fractional differential equations in arbitrary finite dimensional spaces.

Dynamical Systems · Mathematics 2016-03-18 Nguyen Dinh Cong , Doan Thai Son , Stefan Siegmund , Hoang The Tuan

Space fractional convection diffusion equation describes physical phenomena where particles or energy (or other physical quantities) are transferred inside a physical system due to two processes: convection and superdiffusion. In this…

Numerical Analysis · Mathematics 2014-05-20 Minghua Chen , Weihua Deng

Analytic approximations for the radial distribution function, the structure factor, and the equation of state of hard-core fluids in fractal dimension $d$ ($1 \leq d \leq 3$) are developed as heuristic interpolations from the knowledge of…

Soft Condensed Matter · Physics 2016-06-20 Andrés Santos , Mariano López de Haro

This paper deals with the multi-term generalisation of the time-fractional diffusion-wave equation for general operators with discrete spectrum, as well as for positive hypoelliptic operators, with homogeneous multi-point time-nonlocal…

Analysis of PDEs · Mathematics 2020-05-05 Michael Ruzhansky , Niyaz Tokmagambetov , Berikbol T. Torebek