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Related papers: Time-fractional diffusion of distributed order

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In this paper, we numerically address the inverse problem of identifying a time-dependent coefficient in the time-fractional diffusion equation. An a priori estimate is established to ensure uniqueness and stability of the solution. A fully…

Numerical Analysis · Mathematics 2026-01-27 Arshyn Altybay

In this work, a second-order approximation of the fractional substantial derivative is presented by considering a modified shifted substantial Gr\"{u}nwald formula and its asymptotic expansion. Moreover, the proposed approximation is…

Numerical Analysis · Mathematics 2016-07-26 Zhaopeng Hao , Wanrong Cao , Guang Lin

This article proves the uniqueness for two kinds of inverse problems of identifying fractional orders in diffusion equations with multiple time-fractional derivatives by pointwise observation. By means of eigenfunction expansion and Laplace…

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

In this work, we consider the numerical solution of an initial boundary value problem for the distributed order time fractional diffusion equation. The model arises in the mathematical modeling of ultra-slow diffusion processes observed in…

Numerical Analysis · Mathematics 2015-04-08 Bangti Jin , Raytcho Lazarov , Dongwoo Sheen , Zhi Zhou

The stochastic solution to diffusion equations with polynomial coefficients is called a Pearson diffusion. If the time derivative is replaced by a distributed fractional derivative, the stochastic solution is called a fractional Pearson…

Probability · Mathematics 2016-11-29 Jebessa B. Mijena , Erkan Nane

A kind of spatial fractional diffusion equations in this paper are studied. Firstly, an L1 formula is employed for the spatial discretization of the equations. Then, a second order scheme is derived based on the resulting semi-discrete…

Numerical Analysis · Mathematics 2020-01-08 Yong-Liang Zhao , Pei-Yong Zhu , Xian-Ming Gu , Xi-Le Zhao , Huan-Yan Jian

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…

Numerical Analysis · Mathematics 2020-07-29 Daxin Nie , Jing Sun , Weihua Deng

Fractional (in time and in space) evolution equations defined on Dirichlet regular bounded open domains, driven by fractional integrated in time Gaussian spatiotemporal white noise, are considered here. Sufficient conditions for the…

Dynamical Systems · Mathematics 2017-01-17 V. V. Anh , N. N. Leonenko , M. D. Ruiz-Medina

By using the Zubarev nonequilibrium statistical operator method, and the Liouville equation with fractional derivatives, a generalized diffusion equation with fractional derivatives is obtained within the Renyi statistics. Averaging in…

Statistical Mechanics · Physics 2016-09-21 P. Kostrobij , B. Markovych , O. Viznovych , M. Tokarchuk

The solution of some fractional differential equations is the hottest topic in fractional calculus field. The fractional distributed order reaction-diffusion equation is the aim of this paper. By applying integral transform to solve this…

Classical Analysis and ODEs · Mathematics 2017-05-09 K. S. Nisar , Z. M. Gharsseldien , F. B. M. Belgacem

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

The fundamental solution (Green function) for the Cauchy problem of the space-time fractional diffusion equation is investigated with respect to its scaling and similarity properties, starting from its Fourier-Laplace representation. Then,…

Probability · Mathematics 2007-10-02 Francesco Mainardi

This work considers to numerically solve a subdiffusion equation involving constant time delay $\tau$ and Riemann-Liouville fractional derivative. First, a fully discrete finite element scheme is developed for the considered problem under…

Numerical Analysis · Mathematics 2025-09-17 Weiping Bu , Chen Nie , Weizhi Liao

A time-stepping L1 scheme for subdiffusion equation with a Riemann--Liouville time-fractional derivative is developed and analyzed. This is the first paper to show that the L1 scheme for the model problem under consideration is second-order…

Numerical Analysis · Mathematics 2019-09-17 Kassem Mustapha

In this work, we investigate an inverse problem of recovering multiple orders in a time-fractional diffusion model from the data observed at one single point on the boundary. We prove the unique recovery of the orders together with their…

Numerical Analysis · Mathematics 2021-11-17 Bangti Jin , Yavar Kian

We propose two stable and one conditionally stable finite difference schemes of second-order in both time and space for the time-fractional diffusion-wave equation. In the first scheme, we apply the fractional trapezoidal rule in time and…

Numerical Analysis · Mathematics 2014-11-11 Fanhai Zeng

In this paper, we consider the strong convergence of the time-space fractional diffusion equation driven by fractional Gaussion noise with Hurst index $H\in(\frac{1}{2},1)$. A sharp regularity estimate of the mild solution and the numerical…

Numerical Analysis · Mathematics 2021-01-07 Daxin Nie , Weihua Deng

In this chapter, we mainly review theoretical results on inverse source problems for diffusion equations with the Caputo time-fractional derivatives of order $\alpha\in(0,1)$. Our survey covers the following types of inverse problems: 1.…

Analysis of PDEs · Mathematics 2019-04-15 Yikan Liu , Zhiyuan Li , Masahiro Yamamoto

A hybridized discontinuous Galerkin method is proposed for solving 2D fractional convection-diffusion equations containing derivatives of fractional order in space on a finite domain. The Riemann-Liouville derivative is used for the spatial…

Numerical Analysis · Mathematics 2016-07-12 Shuqin Wang , Jinyun Yuan , Weihua Deng , Yujiang Wu

This study investigates a class of initial-boundary value problems pertaining to the time-fractional mixed sub-diffusion and diffusion-wave equation (SDDWE). To facilitate the development of a numerical method and analysis, the original…

Numerical Analysis · Mathematics 2023-07-12 Anatoly A. Alikhanov , Mohammad Shahbazi Asl , Chengming Huang