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In this paper we present stochastic foundations of fractional dynamics driven by fractional material derivative of distributed order-type. Before stating our main result we present the stochastic scenario which underlies the dynamics given…

Probability · Mathematics 2015-10-02 Marcin Magdziarz , Marek Teuerle

We obtain estimates on the continuous dependence on the coefficient for second order non-linear degenerate Neumann type boundary value problems. Our results extend previous work of Cockburn et.al., Jakobsen-Karlsen, and Gripenberg to…

Analysis of PDEs · Mathematics 2008-07-11 Espen Jakobsen , Christine Georgelin

The global existence of bounded solutions to reaction-diffusion systems with fractional diffusion in the whole space $\mathbb R^N$ is investigated. The systems are assumed to preserve the non-negativity of initial data and to dissipate…

Analysis of PDEs · Mathematics 2025-02-25 Phuoc-Tai Nguyen , Bao Quoc Tang

In this work, we consider the numerical recovery of a spatially dependent diffusion coefficient in a subdiffusion model from distributed observations. The subdiffusion model involves a Caputo fractional derivative of order $\alpha\in(0,1)$…

Numerical Analysis · Mathematics 2021-01-12 Bangti Jin , Zhi Zhou

We propose and test the first Reduced Radial Basis Function Method (R$^2$BFM) for solving parametric partial differential equations on irregular domains. The two major ingredients are a stable Radial Basis Function (RBF) solver that has an…

Numerical Analysis · Mathematics 2014-10-09 Yanlai Chen , Sigal Gottlieb , Alfa Heryudono , Akil Narayan

Fractional Fokker-Planck equation plays an important role in describing anomalous dynamics. To the best of our knowledge, the existing discussions mainly focus on this kind of equation involving one diffusion operator. In this paper, we…

Numerical Analysis · Mathematics 2021-09-08 Jing Sun , Weihua Deng , Daxin Nie

This paper deals with the investigation of the computational solutions of an unified fractional reaction-diffusion equation, which is obtained from the standard diffusion equation by replacing the time derivative of first order by the…

Mathematical Physics · Physics 2014-09-11 R. K. Saxena , A. M. Mathai , H. J. Haubold

We study the regularity of a porous medium equation with nonlocal diffusion effects given by an inverse fractional Laplacian operator. The precise model is $u_t=\nabla\cdot(u\nabla (-\Delta)^{-1/2}u).$ For definiteness, the problem is posed…

Analysis of PDEs · Mathematics 2014-09-30 Luis Caffarelli , Juan Luis Vázquez

In this paper, we derive the equivalent fractional integral equation to the nonlinear implicit fractional differential equations involving $\varphi$-Hilfer fractional derivative subject to nonlocal fractional integral boundary conditions.…

Dynamical Systems · Mathematics 2020-06-23 Ashwini D. Mali , Kishor D. Kucche

All finite element methods, as well as much of the Hilbert-space theory for partial differential equations, rely on variational formulations, that is, problems of the type: find $u\in V$ such that $a(v,u) = l(v)$ for each $v\in L$, where…

Analysis of PDEs · Mathematics 2021-05-25 Martin Berggren , Linus Hägg

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

This work contributes to the theory of nth level fractional derivative, where $n$ is a positive integer. An equivalent representation of 2nd level fractional derivative in terms of Riemann-Liouville fractional derivative is presented. We…

Analysis of PDEs · Mathematics 2025-06-17 Asim Ilyas , Salman A. Malik , Kamran Suhaib

The time fractional diffusion equation is obtained from the standard diffusion equation by replacing the first-order time derivative with a fractional derivative of order $\beta \in (0,1)$. The fundamental solution for the Cauchy problem is…

Mathematical Physics · Physics 2008-05-27 Francesco Mainardi , Gianni Pagnini , Rudolf Gorenflo

We develop a fully discrete scheme for time-fractional diffusion equations by using a finite difference method in time and a finite element method in space. The fractional derivatives are used in Caputo sense. Stability and error estimates…

Analysis of PDEs · Mathematics 2019-08-05 Moulay Rchid Sidi Ammi , Ismail Jamiai , Delfim F. M. Torres

In this work, we consider a generalization of the nonlinear Langevin equation of fractional orders with boundary value conditions. The existence and uniqueness of solutions are studied by using results of the fixed point theory. Moreover,…

Analysis of PDEs · Mathematics 2020-04-08 Saeed Kosari , Milad Yadollahzadeh , Zehui Shao , Yongsheng Rao

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…

Probability · Mathematics 2022-09-21 Roberto Garra , Elena Issoglio , Giorgio S. Taverna

This paper considers the numerical analysis of a semilinear fractional diffusion equation with nonsmooth initial data. A new Gr\"onwall's inequality and its discrete version are proposed. By the two inequalities, error estimates in three…

Numerical Analysis · Mathematics 2019-09-04 Binjie Li , Tao Wang , Xiaoping Xie

This paper provides a finite difference discretization for the backward Feynman-Kac equation, governing the distribution of functionals of the path for a particle undergoing both reaction and diffusion [Hou and Deng, J. Phys. A: Math.…

Numerical Analysis · Mathematics 2019-11-01 Daxin Nie , Jing Sun , Weihua Deng

The purpose of this work is to introduce and analyze a numerical scheme to efficiently solve boundary value problems involving the spectral fractional Laplacian. The approach is based on a reformulation of the problem posed on a…

Numerical Analysis · Mathematics 2018-08-17 Dominik Meidner , Johannes Pfefferer , Klemens Schürholz , Boris Vexler

The numerical approximation of an inverse problem subject to the convection--diffusion equation when diffusion dominates is studied. We derive Carleman estimates that are on a form suitable for use in numerical analysis and with explicit…

Numerical Analysis · Mathematics 2020-06-25 Erik Burman , Mihai Nechita , Lauri Oksanen