Related papers: Mild Solutions for Time--Fractional Stochastic Non…
Numerical solutions to fractional differential equations can be extremely computationally intensive due to the effect of non-local derivatives in which all previous time points contribute to the current iteration. In finite difference…
We investigate the existence and regularity of the local times of the solution to a linear system of stochastic wave equations driven by a Gaussian noise that is fractional in time and colored in space. Using Fourier analytic methods, we…
We study solution techniques for an evolution equation involving second order derivative in time and the spectral fractional powers, of order $s \in (0,1)$, of symmetric, coercive, linear, elliptic, second-order operators in bounded domains…
We formulate a short-time expansion for one-dimensional Fokker-Planck equations with spatially dependent diffusion coefficients, derived from stochastic processes with Gaussian white noise, for general values of the discretization parameter…
In this paper, we present a sparse grid-based Monte Carlo method for solving high-dimensional semi-linear nonlocal diffusion equations with volume constraints. The nonlocal model is governed by a class of semi-linear partial…
We study the diffusion (or heat) equation on a finite 1-dimensional spatial domain, but we replace one of the boundary conditions with a "nonlocal condition", through which we specify a weighted average of the solution over the spatial…
Fractional Gaussian noise models the time series with long-range dependence; when the Hurst index $H>1/2$, it has positive correlation reflecting a persistent autocorrelation structure. This paper studies the numerical method for solving…
In this paper, we focus on a space-time fractional diffusion equation with the generalized Caputo's fractional derivative operator and a general space nonlocal operator (with the fractional Laplace operator as a special case). A weak…
This article is in continuation of our earlier article [37] in which computational solution of an unified reaction-diffusion equation of distributed order associated with Caputo derivatives as the time-derivative and Riesz-Feller derivative…
In this paper, we study a one dimensional nonlinear equation with diffusion $-\nu(-\partial_{xx})^{\frac{\alpha}{2}}$ for $0\leq \alpha\leq 2$ and $\nu>0$. We use a viscous-splitting algorithm to obtain global nonnegative weak solutions in…
Over the past few decades, there has been substantial interest in evolution equations that involving a fractional-order derivative of order $\alpha\in(0,1)$ in time, due to their many successful applications in engineering, physics, biology…
In this paper we study the longtime dynamics of mild solutions to retarded stochastic evolution systems driven by a Hilbert-valued Brownian motion. As a preparation for this purpose we have to show the existence and uniqueness of a cocycle…
In this article, we study a $d$-dimensional stochastic quadratic nonlinear Schr\"{o}dinger equation (SNLS), driven by a fractional derivative (of order $-\alpha<0$) of a space-time white noise: $$\left\{ \begin{array}{l}i\partial_t u-\Delta…
In this paper we are interested in the numerical approximation of the marginal distributions of the Hilbert space valued solution of a stochastic Volterra equation driven by an additive Gaussian noise. This equation can be written in the…
We study a porous medium equation with right hand side. The operator has nonlocal diffusion effects given by an inverse fractional Laplacian operator. The derivative in time is also fractional of Caputo-type and which takes into account…
Our investigation focuses on the asymptotic spreading behavior of the Fisher-KPP equation with a mixed local-nonlocal operator in the diffusion (see the work by X. Cabr\'e and J.-M. Roquejoffre, 2013, ref.[8]) to the setting of mixed…
We consider spatially extended conductance based neuronal models with noise described by a stochastic reaction diffusion equation with additive noise coupled to a control variable with multiplicative noise but no diffusion. We only assume a…
We study the fractional Langevin equation with fractional $\alpha$-order and linear friction terms of a system coupled to white and colored thermal baths using both analytical and numerical methods. We find analytical expressions for the…
In a companion paper, we established nonlinear stability with detailed diffusive rates of decay of spectrally stable periodic traveling-wave solutions of reaction diffusion systems under small perturbations consisting of a nonlocalized…
In this paper, we introduce the g-B\'enard equations with time-fractional derivative of order $\alpha \in (0, 1)$ in domains of $\mathbb R^2$. This equations model, the memory-dependent heat conduction of liquids in fractal media considered…