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Time-fractional partial differential equations are nonlocal in time and show an innate memory effect. In this work, we propose an augmented energy functional which includes the history of the solution. Further, we prove the equivalence of a…

Analysis of PDEs · Mathematics 2022-10-10 Marvin Fritz , Ustim Khristenko , Barbara Wohlmuth

Motivated by entropic optimal transport, time reversal of diffusion processes is revisited. An integration by parts formula is derived for the carr\'e du champ of a Markov process in an abstract space. It leads to a time reversal formula…

Probability · Mathematics 2022-09-05 Patrick Cattiaux , Giovanni Conforti , Ivan Gentil , Christian Léonard

We study Hamiltonian flows in a real separable Hilbert space endowed with a symplectic structure. Measures on the Hilbert space that are invariant with respect to the flows of completely integrable Hamiltonian systems are investigated.…

Mathematical Physics · Physics 2024-10-10 Vladimir Glazatov , Vsevolod Sakbaev

We consider prediction theory for stationary stochastic processes in continuous time. We discuss prediction using the whole (infinite) past, and using only a finite section of the past. The solutions to both these classical problems have…

Probability · Mathematics 2021-11-17 N. H. Bingham

This work is a follow-up on the work of the second author with P. Daskalopoulos and J.L. V\'{a}zquez. In this latter work, we introduced the Yamabe flow associated to the so-called fractional curvature and prove some existence result of…

Analysis of PDEs · Mathematics 2019-10-15 Hardy Chan , Yannick Sire , Liming Sun

In this work, we describe how to approximate solutions of some partial differential equations using the finite difference method defined on the Minkowski self-similar curve.

Numerical Analysis · Mathematics 2017-10-03 Nizare Riane , Claire David

A fractional diffusion equation with advection term is rigorously derived from a kinetic transport model with a linear turning operator, featuring a fat-tailed equilibrium distribution and a small directional bias due to a given vector…

Analysis of PDEs · Mathematics 2015-10-19 Pedro Aceves-Sanchez , Christian Schmeiser

In the present article, a new method for the evaluation of fractional derivatives of arbitrary real order is proposed. Numerous but inequivalent formulations have been given in the past. Some of them exhibit unsatisfactory properties such…

Functional Analysis · Mathematics 2021-05-04 Cyril Belardinelli

We introduce more general concepts of Riemann-Liouville fractional integral and derivative on time scales, of a function with respect to another function. Sufficient conditions for existence and uniqueness of solution to an initial value…

Classical Analysis and ODEs · Mathematics 2018-07-24 Kheira Mekhalfi , Delfim F. M. Torres

We develop a gradient-flow theory for time-dependent functionals defined in abstract metric spaces. Global well-posedness and asymptotic behavior of solutions are provided. Conditions on functionals and metric spaces allow to consider the…

Analysis of PDEs · Mathematics 2015-09-15 Lucas C. F. Ferreira , Julio C. Valencia-Guevara

Fractional calculus has been used to describe physical systems with complexity. Here, we show that a fractional calculus approach can restore or include complexity in any physical systems that can be described by partial differential…

Mesoscale and Nanoscale Physics · Physics 2024-08-06 Kyle Rockwell , Ezio Iacocca

The classical dynamics of a particle that is driven by a rapidly oscillating potential (with frequency $\omega$) is studied. The motion is separated into a slow part and a fast part that oscillates around the slow part. The motion of the…

Chaotic Dynamics · Physics 2007-05-23 Saar Rahav , Eli Geva , Shmuel Fishman

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 derive some regularity estimates of the solution to a time fractional diffusion equation, that are useful for numerical analysis, and partially unravel the singularity structure of the solution with respect to the time variable.

Analysis of PDEs · Mathematics 2017-04-04 Binjie Li , Xiaoping Xie

We are witnessing the birth of a new variety of pharmacokinetics where non-integer-order differential equations are employed to study the time course of drugs in the body: this is dubbed "fractional pharmacokinetics." The presence of…

Dynamical Systems · Mathematics 2019-04-25 Pantelis Sopasakis , Haralambos Sarimveis , Panos Macheras , Aristides Dokoumetzidis

It is shown that in transient chaos there is no direct relation between averages in a continuos time dynamical system (flow) and averages using the analogous discrete system defined by the corresponding Poincare map. In contrast to…

Chaotic Dynamics · Physics 2009-11-07 Z. Kaufmann , H. Lustfeld

This paper studies the intermediate time behaviour of a small random perturbation of a periodic cellular flow. Our main result shows that on time scales shorter than the diffusive time scale, the limiting behaviour of trajectories that…

Probability · Mathematics 2016-09-09 Martin Hairer , Gautam Iyer , Leonid Koralov , Alexei Novikov , Zsolt Pajor-Gyulai

In this study, we focus on identifying solution and an unknown space-dependent coefficient in a space-time fractional differential equation by employing fractional Taylor series method. The substantial advantage of this method is that we…

Analysis of PDEs · Mathematics 2021-06-08 Mine Aylin Bayrak , Ali Demir

We apply a composite idea of semi-discrete finite difference approximation in time and Galerkin finite element method in space to solve the Navier-Stokes equations with Caputo derivative of order 0 < {\alpha} < 1. The stability properties…

Numerical Analysis · Mathematics 2018-02-28 Guang-an Zou , Yong Zhou , Bashir Ahmad , Ahmed Alsaedi

The given article example of physical analogies to be entered information space-time. The opportunity of Poincare group use is shown for transition from one frame in another, for this purpose is entered invariant velocity of transition of…

General Physics · Physics 2009-03-31 O. I. Shro
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