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Many real-world systems modeled using partial differential equations (PDEs) involve unknown parameters that must be estimated from limited, noisy system observations. While typically assumed to be constants, some of these unobserved…

Methodology · Statistics 2025-08-19 Andrea Arnold

We consider optimal control of fractional in time (subdiffusive, i.e., for $% 0<\gamma <1$) semilinear parabolic PDEs associated with various notions of diffusion operators in an unifying fashion. Under general assumptions on the…

Optimization and Control · Mathematics 2021-10-08 Harbir Antil , Ciprian G. Gal , Mahamadi Warma

We propose a Deep-Picard iteration framework for high-dimensional nonlinear space-time fractional diffusion equations.The method is based on a nonlinear fractional Feynman--Kac fixed-point formulation, which replaces direct discretization…

Numerical Analysis · Mathematics 2026-05-04 Zhijun Zeng , Zhitong Chen , Ling Qin , Yi Zhu

There has been an arising trend of adopting deep learning methods to study partial differential equations (PDEs). In this paper, we introduce a deep recurrent framework for solving time-dependent PDEs without generating large scale data…

Numerical Analysis · Mathematics 2021-04-21 Cheng Chang , Liu Liu , Tieyong Zeng

In many scientific fields, the generation and evolution of data are governed by partial differential equations (PDEs) which are typically informed by established physical laws at the macroscopic level to describe general and predictable…

Methodology · Statistics 2025-07-01 Ziyuan Chen , Shunxing Yan , Fang Yao

The notion of fractional dynamics is related to equations of motion with one or a few terms with derivatives of a fractional order. This type of equation appears in the description of chaotic dynamics, wave propagation in fractal media, and…

Classical Physics · Physics 2015-03-19 Vasily E. Tarasov , George M. Zaslavsky

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

Boolean Delay Equations (BDEs) are semi-discrete dynamical models with Boolean-valued variables that evolve in continuous time. Systems of BDEs can be classified into conservative or dissipative, in a manner that parallels the…

Cellular Automata and Lattice Gases · Physics 2015-06-26 Michael Ghil , Ilya Zaliapin , Barbara Coluzzi

Optimizing over the stationary distribution of stochastic differential equations (SDEs) is computationally challenging. A new forward propagation algorithm has been recently proposed for the online optimization of SDEs. The algorithm solves…

Probability · Mathematics 2022-07-12 Ziheng Wang , Justin Sirignano

Dynamic Mode Decomposition (DMD) is an equation-free method that aims at reconstructing the best linear fit from temporal datasets. In this paper, we show that DMD does not provide accurate approximation for datasets describing oscillatory…

Numerical Analysis · Mathematics 2023-03-14 Alessandro Alla , Angela Monti , Ivonne Sgura

We study a wave equation with a nonlocal time fractional damping term that models the effects of acoustic attenuation characterized by a frequency dependence power law. First we prove existence of a unique solution to this equation with…

Numerical Analysis · Mathematics 2021-03-26 Katherine Baker , Lehel Banjai

Partial Differential Equations (PDEs) are the bedrock for modern computational sciences and engineering, and inherently computationally expensive. While PDE foundation models have shown much promise for simulating such complex…

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

The application of Stochastic Differential Equations (SDEs) to the analysis of temporal data has attracted increasing attention, due to their ability to describe complex dynamics with physically interpretable equations. In this paper, we…

Machine Learning · Statistics 2017-08-09 Constantino A. García , Abraham Otero , Paulo Félix , Jesús Presedo , David G. Márquez

The first part of this paper introduces sufficient conditions to determine conservation laws of diffusion equations of arbitrary fractional order in time. Numerical methods that satisfy a discrete analogue of these conditions have…

Numerical Analysis · Mathematics 2022-03-07 Angelamaria Cardone , Gianluca Frasca-Caccia

Many processes in science and engineering can be described by partial differential equations (PDEs). Traditionally, PDEs are derived by considering first principles of physics to derive the relations between the involved physical quantities…

Machine Learning · Statistics 2019-03-27 Jens Berg , Kaj Nyström

In this paper, a multi-dimensional fractional wave equation that describes propagation of the damped waves is introduced and analyzed. In contrast to the fractional diffusion-wave equation, the fractional wave equation contains fractional…

Mathematical Physics · Physics 2021-03-12 Yuri Luchko

In this paper, we use the fractional calculus to discuss the fractional mechanics, where the time derivative is replaced with the fractional derivative of order $\nu$. We deal with the motion of a body in a resisting medium where the…

General Physics · Physics 2015-06-15 Won Sang Chung , Min Jung

We adopt the integral definition of the fractional Laplace operator and analyze an optimal control problem for a fractional semilinear elliptic partial differential equation (PDE); control constraints are also considered. We establish the…

Numerical Analysis · Mathematics 2021-09-07 Enrique Otarola

Fractional kinetic equations employ non-integer calculus to model anomalous relaxation and diffusion in many systems. While this approach is well explored, it so far failed to describe an important class of transport in disordered systems.…

Statistical Mechanics · Physics 2021-01-04 Wanli Wang , Eli Barkai
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