Related papers: Asymptotic analysis of time-fractional quantum dif…
Consider the linear Boltzmann equation of radiative transfer in a half-space, with constant scattering coefficient $\sigma$. Assume that, on the boundary of the half-space, the radiation intensity satisfies the Lambert (i.e. diffuse)…
We consider non-linear 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 $\nu>0, \beta\in (0,1)$,…
The global boundedness and asymptotic behavior are investigated for the solutions of a nonlocal time fractional reaction-diffusion equation (NTFRDE) $$ \frac{\partial^{\alpha }u}{\partial t^{\alpha }}=\Delta u+\mu u^{2}(1-kJ*u)-\gamma u,…
In the present study, firstly, based on the continuous time random walk (CTRW) theory, general diffusion equations are derived. The time derivative is taken as the general Caputo-type derivative introduced by Kochubei and the spatial…
We study the evolution of the most general initial Gaussian packet with nonzero correlation coefficient between the coordinate and momentum operators in the presence of a repulsive delta potential barrier, using the known exact propagator…
This paper further discusses the tempered fractional Brownian motion, its ergodicity, and the derivation of the corresponding Fokker-Planck equation. Then we introduce the generalized Langevin equation with the tempered fractional Gaussian…
The generalized Langevin equation (GLE) is a universal model for particle velocity in a viscoelastic medium. In this paper, we consider the GLE family with fractional memory kernels. We show that, in the critical regime where the memory…
This contribution considers the time-fractional subdiffusion with a time-dependent variable-order fractional operator of order $\beta(t)$. It is assumed that $\beta(t)$ is a piecewise constant function with a finite number of jumps. A proof…
We study a space-fractional Stefan problem, where the non-local diffusion flux is modeled by the Caputo derivative. We obtain the unique existence of classical solution to this problem.
We derive backward and forward fractional Schr\"odinger type of equations for the distribution of functionals of the path of a particle undergoing anomalous diffusion. Fractional substantial derivatives introduced by Friedrich and…
In this note we consider generalized diffusion equations in which the diffusivity coefficient is not necessarily constant in time, but instead it solves a nonlinear fractional differential equation involving fractional Riemann-Liouville…
Fractional Brownian motion, a stochastic process with long-time correlations between its increments, is a prototypical model for anomalous diffusion. We analyze fractional Brownian motion in the presence of a reflecting wall by means of…
We study the nonlinear stochastic time-fractional diffusion equations in the spatial domain $\mathbb{R}$, driven by multiplicative space-time white noise. The fractional index $\beta$ varies continuously from $0$ to $2$. The case $\beta=1$…
This paper is devoted to the study of generalised time-fractional evolution equations involving Caputo type derivatives. Using analytical methods and probabilistic arguments we obtain well-posedness results and stochastic representations…
In honor of the great Russian mathematician A. N. Kolmogorov, we would like to draw attention in the present paper to a curious mathematical observation concerning fractional differential equations describing physical systems, whose time…
This paper is concerned with the fractionalized diffusion equations governing the law of the fractional Brownian motion $B_H(t)$. We obtain solutions of these equations which are probability laws extending that of $B_H(t)$. Our analysis is…
Fractional diffusion equations imply non-Gaussian distributions that generalise the standard diffusive process. Recent advances in fractional calculus lead to a class of new fractional operators defined by non-singular memory kernels,…
We consider an evolution equation with the Caputo-Dzhrbashyan fractional derivative of order $\alpha \in (1,2)$ with respect to the time variable, and the second order uniformly elliptic operator with variable coefficients acting in spatial…
This study unveils the time-space transforms underlying anomalous diffusion process. Based on this finding, we present the two hypotheses concerning the effect of fractal time-space fabric on physical behaviors and accordingly derive…
In this paper, we investigate the initial value problem for a Caputo space-time fractional Schrodinger equation for the delta potential. To solve this equation, we use the joint Laplace transform on the spatial coordinate and the Fourier…