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This paper develops strong solutions and stochastic solutions for the tempered fractional diffusion equation on bounded domains. First the eigenvalue problem for tempered fractional derivatives is solved. Then a separation of variables, and…

Probability · Mathematics 2016-11-29 Erkan Nane , Mark M. Meerschaert , Palaniappan Vellaisamy

In this work, we consider an inverse problem of determining a time dependent coefficient in a fully fractional diffusion equation with a nonlinear source term. The nonlocal initial-boundary value problem refers to the forward model: the…

Analysis of PDEs · Mathematics 2025-12-10 D. K. Durdiev , H. H. Turdiev

This paper develops stability and stabilization results for systems of fully coupled jump diffusions. Such systems frequently arise in numerous applications where each subsystem (component) is operated under the influence of other…

Probability · Mathematics 2021-08-23 Dang Nguyen , Duy Nguyen , Nhu Nguyen , George Yin

Suppose X is a multivariate diffusion process that is observed discretely in time. At each observation time, a transformation of the state of the process is observed with noise. The smoothing problem consists of recovering the path of the…

Computation · Statistics 2024-09-04 Marcin Mider , Moritz Schauer , Frank van der Meulen

In this paper, we consider the direct and inverse problem for time-fractional diffusion in a domain with an impenetrable subregion. Here we assume that on the boundary of the subregion the solution satisfies a generalized impedance boundary…

Analysis of PDEs · Mathematics 2020-04-16 Isaac Harris

For autoregressive modeling of chaotic dynamical systems over long time horizons, the stability of both training and inference is a major challenge in building scientific foundation models. We present a hybrid technique in which an…

We study the well-posedness of the initial value problem on periodic intervals for linear and quasilinear evolution equations for which the leading-order terms have three spatial derivatives. In such equations, there is a competition…

Analysis of PDEs · Mathematics 2012-05-15 J. Douglas Wright , David M. Ambrose

In this paper, using the approximate particular solutions of Helmholtz equations, we solve the boundary value problems of Helmholtz equations by combining the methods of fundamental solutions (MFS) with the methods of particular solutions…

Numerical Analysis · Mathematics 2024-11-27 Adam Johnson

This paper studies the inverse problem of determination the history for a stochastic diffusion process, by means of the value at the final time $T$. By establishing a new Carleman estimate, the conditional stability of the problem is…

Numerical Analysis · Mathematics 2022-06-29 Fangfang Dou , Wanli Du

This paper deals with a Tikhonov regularized second-order plus first-order primal-dual dynamical system with time scaling for separable convex optimization problems with linear equality constraints. This system consists of two second-order…

Optimization and Control · Mathematics 2025-10-29 Xiangkai Sun , Lijuan Zheng , Kok Lay Teo

We consider the homogenization for time-fractional diffusion equations in a periodic structure and we derive the homogenized time-fractional diffusion equation. Then we discuss the determination of the constant diffusion coefficient by…

Analysis of PDEs · Mathematics 2023-03-06 Atsushi Kawamoto , Manabu Machida , Masahiro Yamamoto

The time-fractional diffusion-wave equation is revisited, where the time derivative is of order $2 \nu$ and $0 < \nu \le 1$. The behaviour of the equation is "diffusion-like" (respectively, "wave-like") when $0 < \nu \le \frac{1}{2}$…

Analysis of PDEs · Mathematics 2021-10-25 Marianito R. Rodrigo

In this paper we consider a system coupling a wave equation with a heat equation through its boundary conditions. The existence of a small parameter in the heat equation, as a factor multiplying the time derivative, implies the existence of…

Analysis of PDEs · Mathematics 2023-06-06 Gonzalo Arias , Eduardo Cerpa , Swann Marx

Of primary interest in this paper is the numerical approximation of a time dependent fractional, in space, diffusion equation where the domain is assumed to be nonhomogeneous, having different axial diffusion coefficients. This work is…

Numerical Analysis · Mathematics 2026-05-12 T. Catoe , V. J. Ervin

We present numerical simulations of coupled Ginzburg-Landau equations describing parametrically excited waves which reveal persistent dynamics due to the occurrence of phase slips in sequential pairs, with the second phase slip quickly…

chao-dyn · Physics 2009-10-28 Glen D. Granzow , Hermann Riecke

This paper proposes an adaptive time-stepping mothods for stochastic diffusion systems whose drift and diffusion coefficients are locally Lipschitz continuous and may exhibit polynomial growth. By controlling the growth of both the drift…

Numerical Analysis · Mathematics 2026-02-09 Xueqi Wen , Guozhen Li , Yuanping Cui , Xiaoyue Li

We establish a Lipschitz stability estimate for the inverse problem consisting in the determination of the coefficient $\sigma(t)$, appearing in a Dirichlet initial-boundary value problem for the parabolic equation $\partial_tu-\Delta_x…

Analysis of PDEs · Mathematics 2016-02-01 Mourad Choulli , Yavar Kian

In this work we study the increasing resolution of linear inverse scattering problems at a large fixed frequency. We consider the problem of recovering the density of a Herglotz wave function, and the linearized inverse scattering problem…

Analysis of PDEs · Mathematics 2025-03-07 Pu-Zhao Kow , Mikko Salo , Sen Zou

Fractional differential equations (FDEs) are an extension of the theory of fractional calculus. However, due to the difficulty in finding analytical solutions, there have not been extensive applications of FDEs until recent decades. With…

Numerical Analysis · Mathematics 2020-07-20 Nirupama Bhattacharya , Gabriel A. Silva

The diffusion system with time-fractional order derivative is of great importance mathematically due to the nonlocal property of the fractional order derivative, which can be applied to model the physical phenomena with memory effects. We…

Analysis of PDEs · Mathematics 2021-03-24 Mengmeng Zhang , Jijun Liu