Related papers: Asymptotic analysis of time-fractional quantum dif…
Let us consider a solution of the time-inhomogeneous stochastic differential equation driven by a Brownian motion with drift coefficient $b(t,x)=\rho\,{\rm sgn}(x)|x|^\alpha/t^\beta$. This process can be viewed as a distorted Brownian…
Consider the following class of conformable time-fractional stochastic equation $$T_{\alpha,t}^a u(x,t)=\lambda\sigma(u(x,t))\dot{W}_t,\,\,\,\,x\in\mathbb{R},\,t\in[a,\infty), \,\,0<\alpha<1,$$ with a non-random initial condition…
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…
We study solution techniques for parabolic equations with fractional diffusion and Caputo fractional time derivative, the latter being discretized and analyzed in a general Hilbert space setting. The spatial fractional diffusion is realized…
This paper examines the temporal evolution of a two-stage stochastic model for spherical random fields. The model uses a time-fractional stochastic hyperbolic diffusion equation, which describes the evolution of spherical random fields on…
We consider time fractional stochastic heat type equation $$\partial^\beta_tu_t(x)=-\nu(-\Delta)^{\alpha/2} u_t(x)+I^{1-\beta}_t[\sigma(u)\stackrel{\cdot}{W}(t,x)]$$ in $(d+1)$ dimensions, where $\nu>0$, $\beta\in (0,1)$, $\alpha\in (0,2]$,…
We consider the Schr\"odinger equation with nonlinear dissipation \begin{equation*} i \partial _t u +\Delta u=\lambda|u|^{\alpha}u \end{equation*} in ${\mathbb R}^N $, $N\geq1$, where $\lambda\in {\mathbb C} $ with $\Im\lambda<0$. Assuming…
We introduce a fractional Fokker-Planck equation with a temporal power-law dependence on the drift force fields. For this case, the moments of the tracer from the force-force correlation in terms of the time-dependent drift force fields are…
We consider a reaction-diffusion-advection equation of the form: $u_t=u_{xx}-\beta(t)u_x+f(t,u)$ for $x\in (g(t),h(t))$, where $\beta(t)$ is a $T$-periodic function representing the intensity of the advection, $f(t,u)$ is a Fisher-KPP type…
A tracer particle is called anomalously diffusive if its mean squared displacement grows approximately as $\sigma^2 t^{\alpha}$ as a function of time $t$ for some constant $\sigma^2$, where the diffusion exponent satisfies $\alpha \neq 1$.…
The physical relevance of the fractional time derivative in quantum mechanics is discussed. It is shown that the introduction of the fractional time Scr\"odinger equation (FTSE) in quantum mechanics by analogy with the fractional diffusion…
We consider time fractional stochastic heat type equation $$\partial^\beta_tu(t,x)=-\nu(-\Delta)^{\alpha/2} u_t(x)+I^{1-\beta}_t[\sigma(u)\stackrel{\cdot}{W}(t,x)]$$ in $(d+1)$ dimensions, where $\nu>0$, $\beta\in (0,1)$, $\alpha\in (0,2]$,…
We consider the initial/boundary value problem for the fractional diffusion and diffusion-wave equations involving a Caputo fractional derivative in time. We develop two "simple" fully discrete schemes based on the Galerkin finite element…
We study the long time behavior of a Brownian particle moving in an anomalously diffusing field, the evolution of which depends on the particle position. We prove that the process describing the asymptotic behaviour of the Brownian particle…
This paper is about the fractional Schr\"odinger equation expressed in terms of the Caputo time-fractional and quantum Riesz-Feller space fractional derivatives for particle moving in a potential field. The cases of free particle (zero…
We investigate the ensemble and time averaged mean squared displacements for particle diffusion in a simple model for disordered media by assuming that the local diffusivity is both fluctuating in time and has a deterministic average growth…
We discuss an initial-boundary value problem for a fractional diffusion equation with Caputo time-fractional derivative where the coefficients are dependent on spatial and time variables and the zero Dirichlet boundary condition is…
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…
In this paper we study the asymptotic behavior of solutions of fractional differential equations of the form $ D^{\alpha}_Cu(t)=Au(t)+f(t), u(0)=x, 0<\alpha\le1, ( *) $ where $D^{\alpha}_Cu(t)$ is the derivative of the function $u$ in the…
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…