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We completely characterize all nonlinear partial differential equations leaving a given finite-dimensional vector space of analytic functions invariant. Existence of an invariant subspace leads to a re duction of the associated dynamical…

solv-int · Physics 2007-05-23 Niky Kamran , Robert Milson , Peter Olver

In this paper we introduce a model, the stochastic fractional delay differential equation (SFDDE), which is based on the linear stochastic delay differential equation and produces stationary processes with hyperbolically decaying…

Probability · Mathematics 2018-06-21 Richard A. Davis , Mikkel Slot Nielsen , Victor Rohde

This paper is devoted to study the existence of a solution to Hilfer fractional differential equation with nonlocal boundary condition. We use the equivalent integral equation to study the considered Hilfer differential problem with…

General Mathematics · Mathematics 2019-10-01 Hanan A. Wahash , Mohammed S. Abdo , Satish K. Panchal , Sandeep P. Bhairat

In this work, we consider a generalization of the nonlinear Langevin equation of fractional orders with boundary value conditions. The existence and uniqueness of solutions are studied by using results of the fixed point theory. Moreover,…

Analysis of PDEs · Mathematics 2020-04-08 Saeed Kosari , Milad Yadollahzadeh , Zehui Shao , Yongsheng Rao

In this paper we develop a method to solve evolution equations on Gelfand triples with time-fractional derivative based on monotonicity techniques. Applications include deterministic and stochastic quasi-linear partial differential…

Analysis of PDEs · Mathematics 2018-05-31 Wei Liu , Michael Röckner , José Luís da Silva

In this paper, we will develop a definition of mild solution for impulsive fractional differential equation of order $\alpha\in (1,2)$ with the help of solution operator and study the existence results of mild solution for impulsive…

Classical Analysis and ODEs · Mathematics 2021-09-08 G. R. Gautam , A. Dwivedi , G. Rani

The Koopman operator has emerged as a powerful tool for the analysis of nonlinear dynamical systems as it provides coordinate transformations to globally linearize the dynamics. While recent deep learning approaches have been useful in…

Dynamical Systems · Mathematics 2020-06-23 Shaowu Pan , Karthik Duraisamy

We introduce a non-homogeneous fractional Poisson process by replacing the time variable in the fractional Poisson process of renewal type with an appropriate function of time. We characterize the resulting process by deriving its non-local…

Probability · Mathematics 2016-01-18 N. Leonenko , E. Scalas , M. Trinh

Pattern formation is a widely observed phenomenon in diverse fields including materials physics, developmental biology and ecology, among many others. The physics underlying the patterns is specific to the mechanisms, and is encoded by…

Computational Engineering, Finance, and Science · Computer Science 2024-03-28 Z. Wang , X. Huan , K. Garikipati

We study invariant solutions of a certain class of time-fractional diffusion-wave equations with variable coefficients via Lie symmetry analysis. In physics, the fractional diffusion equation describes transport dynamics that are governed…

We study approximation of non-autonomous linear differential equations with variable delay over infinite intervals. We use piecewise constant argument to obtain a corresponding discrete difference equation. The study of numerical…

Classical Analysis and ODEs · Mathematics 2016-07-26 Daniel Sepúlveda

This is a first version of a paper concerning abstract evolution equation with fractional time derivatives. Maximal regularity results in spaces of continuous and Hoelder continuous functions are described.

Analysis of PDEs · Mathematics 2017-07-10 Davide Guidetti

The solution of pseudo initial value differential equations, either ordinary or partial (including those of fractional nature), requires the development of adequate analytical methods, complementing those well established in the ordinary…

Mathematical Physics · Physics 2019-02-05 Nicolas Behr , Giuseppe Dattoli , Ambra Lattanzi

The main purpose of this paper is to study the fractional-order model with Caputo derivative associated to Lagrange system. For this fractional-order system we investigate the existence and uniqueness of solutions of initial value problem,…

Dynamical Systems · Mathematics 2022-11-22 Mihai Ivan

This paper is devoted to the study of an averaging principle for fractional stochastic differential equations in Rnwith L\'evy motion, using an integral transform method. We obtain a time-averaged equation under suitable assumptions.…

Probability · Mathematics 2020-04-21 Wenjing Xu , Jinqiao Duan , Wei Xu

Fractional difference operators possess nonlocal structure which largely affects and complicates the qualitative analysis of fractional difference equations. In this article, we discuss the effect of this memory property on asymptotic…

General Mathematics · Mathematics 2022-05-02 Jagan Mohan Jonnalagadda

Based on the mathematical-physical model of pavement mechanics, a multilayer elastic system with interlayer friction conditions is constructed. Given the complex boundary conditions, the corresponding variational inequalities of the partial…

Numerical Analysis · Mathematics 2024-06-04 Zhizhuo Zhang , Xiaobing Nie , Jinde Cao

Fractional derivatives of Prabhakar type are capturing an increasing interest since their ability to describe anomalous relaxation phenomena (in dielectrics and other fields) showing a simultaneous nonlocal and nonlinear behaviour. In this…

Numerical Analysis · Mathematics 2020-08-13 Roberto Garrappa , Eva Kaslik

We obtain exact results for fractional equations of Fokker-Planck type using evolution operator method. We employ exact forms of one-sided Levy stable distributions to generate a set of self-reproducing solutions. Explicit cases are…

Statistical Mechanics · Physics 2015-05-30 K. Gorska , K. A. Penson , D. Babusci , G. Dattoli , G. H. E. Duchamp

This paper introduces an analytical formula for the fractional-order conditional moments of nonlinear drift constant elasticity of variance (NLD-CEV) processes under regime switching, governed by continuous-time finite-state irreducible…

Mathematical Finance · Quantitative Finance 2026-02-02 Kittisak Chumpong , Khamron Mekchay , Fukiat Nualsri , Phiraphat Sutthimat