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A Brownian time process is a Markov process subordinated to the absolute value of an independent one-dimensional Brownian motion. Its transition densities solve an initial value problem involving the square of the generator of the original…

Probability · Mathematics 2009-06-25 Boris Baeumer , Mark M. Meerschaert , Erkan Nane

In this paper, we study two types of inverse problems for space semi-discrete stochastic parabolic equations in arbitrary dimensions. The first problem concerns a semi-discrete inverse source problem, which involves determining the random…

Analysis of PDEs · Mathematics 2026-03-06 Rodrigo Lecaros , Ariel A. Pérez , Manuel F. Prado

This paper studies global solvability of the Cauchy problem for a generalized time-fractional Kuramoto-Sivashinsky equation in the Shwartz space, which is a complete topological space generated by a family of semi-norms. The main approach…

Analysis of PDEs · Mathematics 2026-04-10 R. R. Ashurov , Z. A. Sobirov , R. B. Norkulova

We study the Cauchy problem for a system of semi-linear coupled fractional-diffusion equations with polynomial nonlinearities posed in $% \mathbb{R}_{+}\times \mathbb{R}^{N}$. Under appropriate conditions on the exponents and the orders of…

Analysis of PDEs · Mathematics 2020-09-22 A. Bashir , A. Alsaedi , M. Berbiche , M Kirane

For the linear partial differential equation $P(\partial_x,\partial_t)u=f(x,t)$, where $x\in\mathbb{R}^n,\;t\in\mathbb{R}^1$, with $P(\partial_x,\partial_t)$ is $\prod^m_{i=1}(\frac{\partial}{\partial{t}}-a_iP(\partial_x))$ or…

Analysis of PDEs · Mathematics 2011-02-04 Guangqing Bi , Yuekai Bi

In this paper we construct pseudo random walks (symmetric and asymmetric) which converge in law to compositions of pseudoprocesses stopped at stable subordinators. We find the higher-order space-fractional heat-type equations whose…

Probability · Mathematics 2013-05-29 Enzo Orsingher , Bruno Toaldo

In this paper, with the help of previously constructed self-similar solutions, we construct a solution to a Cauchy-type problem for an even-order high-order equation with a fractional derivative in the sense of Hilfer

Analysis of PDEs · Mathematics 2021-01-19 B. Yu. Irgashev

An unsteady problem is considered for a space-fractional diffusion equation in a bounded domain. A first-order evolutionary equation containing a fractional power of an elliptic operator of second order is studied for general boundary…

Numerical Analysis · Computer Science 2014-12-19 Petr N. Vabishchevich

This paper studies the large time behavior of solutions to semi-linear Cauchy problems with quadratic nonlinearity in gradients. The Cauchy problem considered has a general state space and may degenerate on the boundary of the state space.…

Analysis of PDEs · Mathematics 2014-06-02 Scott Robertson , Hao Xing

A physical-mathematical approach to anomalous diffusion may be based on generalized diffusion equations (containing derivatives of fractional order in space or/and time) and related random walk models. The fundamental solution (for the…

Statistical Mechanics · Physics 2007-09-25 Rudolf Gorenflo , Francesco Mainardi , Daniele Moretti , Gianni Pagnini , Paolo Paradisi

This paper develops solutions of fractional Fokker-Planck equations describing subdiffusion of probability densities of stochastic dynamical systems driven by non-Gaussian L\'evy processes, with space-time-dependent drift, diffusion and…

Probability · Mathematics 2016-11-29 Erkan Nane , Yinan NI

A boundary value problem for a fractional power of the second-order elliptic operator is considered. It is solved numerically using a time-dependent problem for a pseudo-parabolic equation. For the auxiliary Cauchy problem, the standard…

Numerical Analysis · Computer Science 2015-06-18 Petr N. Vabishchevich

We consider an evolution equation with the regularized fractional derivative of an order $\alpha \in (0,1)$ with respect to the time variable, and a uniformly elliptic operator with variable coefficients acting in the spatial variables.…

Analysis of PDEs · Mathematics 2012-06-26 Samuil D. Eidelman , Anatoly N. Kochubei

In the present paper, we prove time decay estimates of solutions in weighted Sobolev spaces to the second order evolution equation with fractional Laplacian and damping for data in Besov spaces. Our estimates generalize the estimates…

Analysis of PDEs · Mathematics 2020-03-23 Kazumasa Fujiwara , Masahiro Ikeda , Yuta Wakasugi

The equation with the time fractional substantial derivative and space fractional derivative describes the distribution of the functionals of the L\'evy flights; and the equation is derived as the macroscopic limit of the continuous time…

Numerical Analysis · Mathematics 2015-04-27 Minghua Chen , Weihua Deng

In this paper, we consider the Cauchy problems for the time-space fractional coupled chemotaxis-fluid equations, which is a generalized form of the coupled chemotaxis-fluid equations studied in \cite{M.H. Yang}. In contrast to \cite{M.H.…

Analysis of PDEs · Mathematics 2025-08-05 Yong Zhen Yang , Yong Zhou , Xiao Lin Liu

Some fractional and anomalous diffusions are driven by equations involving fractional derivatives in both time and space. Such diffusions are processes with randomly varying times. In representing the solutions to those diffusions, the…

Probability · Mathematics 2012-06-05 Mirko D'Ovidio

We identify the stochastic processes associated with one-sided fractional partial differential equations on a bounded domain with various boundary conditions. This is essential for modelling using spatial fractional derivatives. We show…

Analysis of PDEs · Mathematics 2017-12-15 Boris Baeumer , Mihály Kovács , Harish Sankaranarayanan

We survey the results in Nane (E. Nane, Higher order PDE's and iterated processes, Trans. American Math. Soc. (to appear)) and Baeumer, Meerschaert, and Nane (B. Baeumer, M.M. Meerschaert and E. Nane, Brownian subordinators and fractional…

Probability · Mathematics 2008-06-26 Erkan Nane

The Cauchy problem for two dimensional difference wave operators is considered with potentials and initial data supported in a bounded region. The large time asymptotic behavior of solutions is obtained. In contrast to the continuous case…

Analysis of PDEs · Mathematics 2016-04-04 H. Islami , B. Vainberg