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In this work, we present a collocation method based on the Legendre wavelet combined with the Gauss--Jacobi quadrature formula for solving a class of fractional delay-type integro-differential equations. The problem is considered with…

Numerical Analysis · Mathematics 2019-06-03 S. Nemati , P. M. Lima , S. Sedaghat

In this paper, we propose a fractional time extension of the Quan tum Master Equation. We introduce a Caputo-type fractional derivative in time as an extension of the exponential decay of the Lindblad framework through the incorporation of…

Quantum Physics · Physics 2025-12-22 Taylan Demir

In this article, the existence and uniqueness about the solution for a class of stochastic fractional-order differential equation systems are investigated, where the fractional derivative is described in Caputo sense. The fractional…

Numerical Analysis · Mathematics 2016-11-24 Guang-an Zou , Bo Wang

In this paper we investigate existence of solutions for the system: \begin{equation*} \left\{ \begin{array}{l} D^{\alpha}_tu=\textrm{div}(u \nabla p),\\ D^{\alpha}_tp=-(-\Delta)^{s}p+u^{2}, \end{array} \right. \end{equation*} in…

Analysis of PDEs · Mathematics 2021-06-24 Esther S. Daus , Maria Pia Gualdani , Jingjing Xu , Nicola Zamponi , Xinyu Zhang

In a fractional Cauchy problem, the usual first order time derivative is replaced by a fractional derivative. This problem was first considered by \citet{nigmatullin}, and \citet{zaslavsky} in $\mathbb R^d$ for modeling some physical…

Probability · Mathematics 2016-11-29 Erkan Nane

This work introduces and analyzes a finite element scheme for evolution problems involving fractional-in-time and in-space differentiation operators up to order two. The left-sided fractional-order derivative in time we consider is employed…

Numerical Analysis · Mathematics 2018-04-17 Gabriel Acosta , Francisco M. Bersetche , Juan Pablo Borthagaray

Fractional differential calculus is a mathematical tool that has found applications in the study of social and physical behaviors considered ``anomalous''. It is often used when traditional integer derivatives models fail to represent cases…

General Relativity and Quantum Cosmology · Physics 2024-05-07 Kevin Marroquín , Genly Leon , Alfredo D. Millano , Claudio Michea , Andronikos Paliathanasis

In the theoretical research of Hepatitis B virus, mathematical models of its transmission mechanism have been thoroughly investigated, while the dynamics of the immune process in vivo have not. At present, nearly all the existing models are…

Chaotic Dynamics · Physics 2019-12-09 Xiaohe Yu , Fei Gao , Xingluan Wang , Jiangtao Zhang

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…

Analysis of PDEs · Mathematics 2022-05-03 M. E. Hernández-Hernández , V. N. Kolokoltsov , L. Toniazzi

We study two generalizations of fractional variational problems by considering higher-order derivatives and a state time delay. We prove a higher-order integration by parts formula involving a Caputo fractional derivative of variable order…

Optimization and Control · Mathematics 2018-04-20 Dina Tavares , Ricardo Almeida , Delfim F. M. Torres

We introduce a discrete-time fractional calculus of variations on the time scales $\mathbb{Z}$ and $(h\mathbb{Z})_a$. First and second order necessary optimality conditions are established. Some numerical examples illustrating the use of…

Classical Analysis and ODEs · Mathematics 2012-02-15 Nuno R. O. Bastos

In this article, we deal with fractional stochastic differential equations, so-called Caputo type fractional backward stochastic differential equations (Caputo fBSDEs, for short), and study the well-posedness of an adapted solution to…

Probability · Mathematics 2022-10-05 Nazim I. Mahmudov , Arzu Ahmadova

We obtain necessary optimality conditions for variational problems with a Lagrangian depending on a Caputo fractional derivative, a fractional and an indefinite integral. Main results give fractional Euler-Lagrange type equations and…

Optimization and Control · Mathematics 2011-11-11 Ricardo Almeida , Shakoor Pooseh , Delfim F. M. Torres

Fractional cosmology modifies the standard derivative to Caputo's fractional derivative of order $\mu$, generating changes in General Relativity. Friedmann equations are modified, and the evolution of the species densities depends on $\mu$…

General Relativity and Quantum Cosmology · Physics 2022-10-26 Miguel A. García-Aspeitia , Guillermo Fernandez-Anaya , A. Hernández-Almada , Genly Leon , Juan Magaña

The time-fractional Fokker-Planck equation is a key model for characterizing anomalous diffusion, stochastic transport, and non-equilibrium statistical mechanics with applications in finance, chaotic dynamics, optical physics, and…

Numerical Analysis · Mathematics 2026-01-28 Neetu Garg , Varsha R

We consider an incompressible magnetohydrodynamics (MHD) model in which the classical first-order time derivatives in the momentum and magnetic induction equations are replaced by variable-order Caputo time-fractional derivatives. This…

Numerical Analysis · Mathematics 2026-05-06 Abdumauvlen Berdyshev , Dossan Baigereyev , Aibek Bakishev , Nurlana Alimbekova , Talgat Farkhadov

Based on the continuous time random walk, we derive the Fokker-Planck equations with Caputo-Fabrizio fractional derivative, which can effectively model a variety of physical phenomena, especially, the material heterogeneities and structures…

Numerical Analysis · Mathematics 2020-08-24 Minghua Chen , Jiankang Shi , Weihua Deng

Time-fractional parabolic equations with a Caputo time derivative are considered. For such equations, we explore and further develop the new methodology of the a-posteriori error estimation and adaptive time stepping proposed in [7]. We…

Numerical Analysis · Mathematics 2023-01-27 Sebastian Franz , Natalia Kopteva

An implicit finite difference method with non-uniform timesteps for solving the fractional diffusion equation in the Caputo form is proposed. The method allows one to build adaptive methods where the size of the timesteps is adjusted to the…

Numerical Analysis · Mathematics 2024-06-28 Santos B. Yuste , Joaquín Quintana-Murillo

We consider the time-fractional Cattaneo equation involving the tempered Caputo space-fractional derivative. We find the characteristic function of the related process and we explain the main differences with previous stochastic treatments…

Probability · Mathematics 2022-06-13 Luisa Beghin , Roberto Garra , Francesco Mainardi , Gianni Pagnini