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We study the fractional diffusion in a Gaussian noisy environment as described by the fractional order stochastic partial equations of the following form: $D_t^\alpha u(t, x)=\textit{B}u+u\cdot W^H$, where $D_t^\alpha$ is the fractional…

Probability · Mathematics 2015-02-20 Guannan Hu , Yaozhong Hu

The diffusion equation and its time-fractional counterpart can be obtained via the diffusion limit of continuous-time random walks with exponential and heavy-tailed waiting time distributions. The space dependent variable-order…

Statistical Mechanics · Physics 2025-10-24 Christopher N. Angstmann , Daniel S. Han , Bruce I. Henry , Boris Z. Huang , Zhuang Xu

First we introduce and analyze a convergent numerical method for a large class of nonlinear nonlocal possibly degenerate convection diffusion equations. Secondly we develop a new Kuznetsov type theory and obtain general and possibly optimal…

Numerical Analysis · Mathematics 2014-07-01 Simone Cifani , Espen R. Jakobsen

We study two generalizations of fractional variational problems by considering higher-order derivatives and a state time delay. We prove a higher-order integration by parts formula involving a Caputo fractional derivative of variable order…

Optimization and Control · Mathematics 2018-04-20 Dina Tavares , Ricardo Almeida , Delfim F. M. Torres

In the present paper, we address a class of the fractional derivatives of constant and variable orders for the first time. Fractional-order relaxation equations of constants and variable orders in the sense of Caputo type are modeled from…

Classical Physics · Physics 2017-07-18 Xiao-Jun Yang

We present a numerical procedure of solving the subdiffusion equation with Caputo fractional time derivative. On the basis of few examples we show that the subdiffusion is a 'long time memory' process and the short memory principle should…

Other Condensed Matter · Physics 2007-05-23 Katarzyna D. Lewandowska , Tadeusz Kosztołowicz

We prove sharp estimates for the decay in time of solutions to a rather general class of non-local in time subdiffusion equations on a bounded domain subject to a homogeneous Dirichlet boundary condition. Important special cases are the…

Analysis of PDEs · Mathematics 2013-10-02 Vicente Vergara , Rico Zacher

We introduce a fractional calculus on time scales using the theory of delta (or nabla) dynamic equations. The basic notions of fractional order integral and fractional order derivative on an arbitrary time scale are proposed, using the…

Classical Analysis and ODEs · Mathematics 2010-12-08 Nuno R. O. Bastos , Dorota Mozyrska , Delfim F. M. Torres

The aim of this paper is to numerically solve a diffusion differential problem having time derivative of fractional order. To this end we propose a collocation-Galerkin method that uses the fractional splines as approximating functions. The…

Numerical Analysis · Mathematics 2022-04-27 Laura Pezza , Francesca Pitolli

The notion of fractional dynamics is related to equations of motion with one or a few terms with derivatives of a fractional order. This type of equation appears in the description of chaotic dynamics, wave propagation in fractal media, and…

Classical Physics · Physics 2015-03-19 Vasily E. Tarasov , George M. Zaslavsky

We introduce a high-order numerical scheme for fractional ordinary differential equations with the Caputo derivative. The method is developed by dividing the domain into a number of subintervals, and applying the quadratic interpolation on…

Numerical Analysis · Mathematics 2020-02-25 Junying Cao , Zhenning Cai

The first-order differential equation of exponential relaxation can be generalized by using either the fractional derivative in the Riemann-Liouville (R-L) sense and in the Caputo (C) sense, both of a single order less than 1. The two forms…

Statistical Mechanics · Physics 2008-05-27 Francesco Mainardi , Antonio Mura , Rudolf Gorenflo , Mirjana Stojanović

We prove duality estimates for time-fractional and more general subdiffusion problems. An important example is given by subdiffusive porous medium type equations. Our estimates can be used to prove uniqueness of weak solutions to such…

Analysis of PDEs · Mathematics 2025-09-10 Arlúcio Viana , Patryk Wolejko , Rico Zacher

This paper is devoted to an in deep investigation of the first fundamental solution to the linear multi-dimensional space-time-fractional diffusion-wave equation. This equation is obtained from the diffusion equation by replacing the first…

Analysis of PDEs · Mathematics 2021-03-12 Yuri Luchko

A diffusion process for charge distributions in a phase space is examined. The corresponding charge moves in a force field and under an action of a random field. There are the diffusion motions for coordinates and for momenta. In our model,…

Mathematical Physics · Physics 2008-03-19 E. M. Beniaminov

We study a fully discrete finite element method for variable-order time-fractional diffusion equations with a time-dependent variable order. Optimal convergence estimates are proved with the first-order accuracy in time (and second order…

Numerical Analysis · Mathematics 2019-05-15 Xiangcheng Zheng , Fanhai Zeng , Hong Wang

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

Distributed-order time-fractional wave equations appear in the modeling of wave propagation in viscoelastic media. The material characteristics of the medium are modeled through constitutive functions or distributions in the…

Analysis of PDEs · Mathematics 2023-02-07 Frederik Broucke , Ljubica Oparnica

We propose a discontinuous Galerkin method for convection-subdiffusion equations with a fractional operator of order $\alpha (1<\alpha<2)$ defined through the fractional Laplacian. The fractional operator of order $\alpha$ is expressed as a…

Numerical Analysis · Mathematics 2013-04-23 Q. Xu , J. S. Hesthaven

When considering fractional diffusion equation as model equation in analyzing anomalous diffusion processes, some important parameters in the model, for example, the orders of the fractional derivative or the source term, are often unknown,…

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