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Related papers: Time-fractional diffusion of distributed order

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We analyze here different types of fractional differential equations, under the assumption that their fractional order $\nu \in (0,1] $ is random\ with probability density $n(\nu).$ We start by considering the fractional extension of the…

Probability · Mathematics 2015-05-27 Luisa Beghin

In this paper we present an integro-differential diffusion equation for continuous time random walk that is valid for a generic waiting time probability density function. Using this equation we also study diffusion behaviors for a couple of…

Statistical Mechanics · Physics 2015-05-19 Kwok Sau Fa , K. G. Wang

In this note we analyse the propagation of a small density perturbation in a one-dimensional compressible fluid by means of fractional calculus modelling, replacing thus the ordinary time derivative with the Caputo fractional derivative in…

Analysis of PDEs · Mathematics 2014-03-06 Roberto Garra , Federico Polito

The dielectric susceptibility of most materials follows a fractional power-law frequency dependence that is called the "universal" response. We prove that in the time domain this dependence gives differential equations with derivatives and…

Optics · Physics 2018-01-18 Vasily E. Tarasov

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 consider the decay of solution to fractional diffusion equation with the distributed order Caputo derivative. We assume that the elliptic operator is time-dependent and that the weight function contained in the definition of the…

Analysis of PDEs · Mathematics 2018-06-12 Adam Kubica , Katarzyna Ryszewska

In this article, we prove Carleman estimates for the generalized time-fractional advection-diffusion equations by considering the fractional derivative as perturbation for the first order time-derivative. As a direct application of the…

Analysis of PDEs · Mathematics 2019-04-15 Zhiyuan Li , Xinchi Huang , Masahiro Yamamoto

A class of second order approximations, called the weighted and shifted Gr\"{u}nwald difference operators, are proposed for Riemann-Liouville fractional derivatives, with their effective applications to numerically solving space fractional…

Numerical Analysis · Mathematics 2015-04-27 WenYi Tian , Han Zhou , Weihua Deng

Starting with the Green's functions found for normal diffusion, we construct exact time-dependent Green's functions for subdiffusive equation (with fractional time derivatives), with the boundary conditions involving a linear combination of…

Statistical Mechanics · Physics 2009-11-10 Tadeusz Kosztolowicz

A Langevin equation with a special type of additive random source is considered. This random force presents a fractional order derivative of white noise, and leads to a power-law time behavior of the mean square displacement of a particle,…

chao-dyn · Physics 2009-10-31 V. Kobelev , E. Romanov

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 paper discusses the fractional diffusion equation forced by a tempered fractional Gaussian noise. The fractional diffusion equation governs the probability density function of the subordinated killed Brownian motion. The tempered…

Numerical Analysis · Mathematics 2020-07-14 Xing Liu , Weihua Deng

Distributed order fractional model of viscoelastic body is used in order to describe wave propagation in infinite media. Existence and uniqueness of fundamental solution to the generalized Cauchy problem, corresponding to fractional wave…

Mathematical Physics · Physics 2019-03-12 Sanja Konjik , Ljubica Oparnica , Dusan Zorica

We investigate a second-order accurate time-stepping scheme for solving a time-fractional diffusion equation with a Caputo derivative of order~$\alpha \in (0,1)$. The basic idea of our scheme is based on local integration followed by linear…

Numerical Analysis · Mathematics 2024-07-10 Kassem Mustapha , William McLean , Josef Dick

In this paper we study $g$-fractional diffusion on bounded domains in $\mathbb{R}^d$ with absorbing boundary conditions. We show the explicit representation of the solution and then we study the first passage time distribution, showing the…

Analysis of PDEs · Mathematics 2023-03-09 L. Angelani , R. Garra

In this paper we present numerical methods - finite differences and finite elements - for solution of partial differential equation of fractional order in time for one-dimensional space. This equation describes anomalous diffusion which is…

Mathematical Physics · Physics 2007-05-23 Mariusz Ciesielski , Jacek Leszczynski

We consider fractional diffusion equations and study the stability of the inverse problem of determining the time-dependent parameter in a source term or a coefficient of zero-th order term from observations of the solution at one point in…

Analysis of PDEs · Mathematics 2015-01-09 Kenichi Fujishiro , Yavar Kian

We study Gaussian approximations to the distribution of a diffusion. The approximations are easy to compute: they are defined by two simple ordinary differential equations for the mean and the covariance. Time correlations can also be…

Probability · Mathematics 2016-05-20 Daniel Sanz-Alonso , Andrew M. Stuart

We consider the radiative transport equation in which the time derivative is replaced by the Caputo derivative. Such fractional-order derivatives are related to anomalous transport and anomalous diffusion. In this paper we describe how the…

Mathematical Physics · Physics 2017-03-08 Manabu Machida

In the present study, firstly, based on the continuous time random walk (CTRW) theory, general diffusion equations are derived. The time derivative is taken as the general Caputo-type derivative introduced by Kochubei and the spatial…

Analysis of PDEs · Mathematics 2022-02-28 Chung-Sik Sin , Hyong-Chol O , Sang-Mun Kim
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