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This is a review of statistical inference methodology for stochastic differential equations driven by fractional Brownian motion, otherwise called fractional diffusions. The first section reviews the theory needed to rigorously define them.…

Probability · Mathematics 2026-04-07 Pablo Ramses Alonso-Martin , Horatio Boedihardjo , Anastasia Papavasiliou

Abstrct: In this note, by considering fractionally linear functions over a finite field and consequently developing an abstract sequence, we study some of its properties.

Discrete Mathematics · Computer Science 2007-05-23 V. M. Siddlenikov , R. N. Mohan , Moon Ho Lee

A reaction-diffusion problem with a Caputo time derivative is considered. An integral discretization scheme on a graded mesh along with a decomposition of the exact solution is proposed. The truncation error estimate of the discretization…

Numerical Analysis · Mathematics 2018-10-19 Zhongdi Cen , Jian Huang , Anbo Le , Aimin Xu

Recently, we have proposed a new diffusive representation for fractional derivatives and, based on this representation, suggested an algorithm for their numerical computation. From the construction of the algorithm, it is immediately…

Numerical Analysis · Mathematics 2022-04-12 Kai Diethelm

Transient processes in a third-order radiophysical flow system are studied and a map of the transient process duration versus initial conditions is constructed and analyzed. The results are compared to the arrangement of submanifolds of the…

Chaotic Dynamics · Physics 2015-06-26 E. N. Egorov , A. A. Koronovskii , A. E. Hramov

In this paper we study generalized time-fractional diffusion equations on the Poincar\`e half plane $\mathbb{H}_2^+$. The time-fractional operators here considered are fractional derivatives of a function with respect to another function,…

Mathematical Physics · Physics 2020-07-24 R. Garra , F. Maltese , E. Orsingher

This paper focuses on the equivalent expression of fractional integrals/derivatives with an infinite series. A universal framework for fractional Taylor series is developed by expanding an analytic function at the initial instant or the…

General Mathematics · Mathematics 2022-12-07 Yiheng Wei , YangQuan Chen , Qing Gao , Yong Wang

This papers deals with a construction and convergence analysis of a finite difference scheme for solving time-fractional porous medium equation. The governing equation exhibits both nonlocal and nonlinear behaviour making the numerical…

Numerical Analysis · Mathematics 2019-04-05 Łukasz Płociniczak

Subsurface flows are commonly modeled by advection-diffusion equations. Insufficient measurements or uncertain material procurement may be accounted for by random coefficients. To represent, for example, transitions in heterogeneous media,…

Numerical Analysis · Mathematics 2021-01-25 Andrea Barth , Andreas Stein

In mathematical modeling of the non-squared frequency-dependent diffusions, also known as the anomalous diffusions, it is desirable to have a positive real Fourier transform for the time derivative of arbitrary fractional or odd integer…

Computational Engineering, Finance, and Science · Computer Science 2007-05-23 W Chen

In this paper, we introduce a new method for calculating fractional integrals and differentials. The method involves an equation that we have obtained from infinite applied integration by parts. The equation works for special class of…

General Mathematics · Mathematics 2023-09-08 Oleg Yaremko , Andrey Yachmenev

We prove that any given function can be smoothly approximated by functions lying in the kernel of a linear operator involving at least one fractional component. The setting in which we work is very general, since it takes into account…

Analysis of PDEs · Mathematics 2018-10-22 Alessandro Carbotti , Serena Dipierro , Enrico Valdinoci

This work, dealt with the classical mean value theorem and took advantage of it in the fractional calculus. The concept of a fractional critical point is introduced. Some sufficient conditions for the existence of a critical point is…

Differential Geometry · Mathematics 2016-10-31 Abdolali Neamaty Hosseinabadi , Mehdi Nategh

Fractional calculus represents a natural tool for describing relativistic phenomena in pseudo-Euclidean space-time. In this study, Fractional modified special relativity is presented. We obtain fractional generalized relation for the time…

General Physics · Physics 2011-09-06 Hosein Nasrolahpour

We present some correlated fractional counting processes on a finite time interval. This will be done by considering a slight generalization of the processes in Borges et al. (2012). The main case concerns a class of space-time fractional…

Probability · Mathematics 2014-11-10 Luisa Beghin , Roberto Garra , Claudio Macci

In the paper, the initial-boundary value problems to a semilinear integro-differential equation with multi-term fractional Caputo derivatives are analyzed. A particular case of this equation models oxygen diffusion through capillaries.…

Analysis of PDEs · Mathematics 2024-03-05 Nataliya Vasylyeva

We present a convergence analysis of a finite difference scheme for the time dependent partial different equation called gradient flow associated with the Rudin-Osher-Fatemi model. We devise an iterative algorithm to compute the solution of…

Numerical Analysis · Mathematics 2013-02-22 Qianying Hong , Ming-Jun Lai , Jingyue Wang

Tracer tests in natural porous media sometimes show abnormalities that suggest considering a fractional variant of the Advection Diffusion Equation supplemented by a time derivative of non-integer order. We are describing an inverse method…

Classical Physics · Physics 2017-06-30 Boris Maryshev , Alain Cartalade , Christelle Latrille , Marie-Christine Néel

In this note we analyze a model for a unidirectional unsteady flow of a viscous incompressible fluid with time dependent viscosity. A possible way to take into account such behaviour is to introduce a memory formalism, including thus the…

Analysis of PDEs · Mathematics 2013-04-04 Roberto Garra , Federico Polito

In this paper, we prove a result of equivalence in law between a diffusion conditioned with respect to partial observations and an auxiliary process. By partial observations we mean coordinates (or linear transformation) of the process at a…

Probability · Mathematics 2011-05-10 Jean-Louis Marchand