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A fourth-order compact scheme is proposed for a fourth-order subdiffusion equation with the first Dirichlet boundary conditions. The fourth-order problem is firstly reduced into a couple of spatially second-order system and we use an…

Numerical Analysis · Mathematics 2019-07-04 Jialing Zhong , Hong-lin Liao , Bingquan Ji , Luming Zhang

This paper is concerned with an inverse problem of recovering a potential term and fractional order in a one-dimensional subdiffusion problem, which involves a Djrbashian-Caputo fractional derivative of order $\alpha\in(0,1)$ in time, from…

Analysis of PDEs · Mathematics 2021-09-22 Bangti Jin , Zhi Zhou

Time-fractional parabolic equations with a Caputo time derivative of order $\alpha\in(0,1)$ are discretized in time using continuous collocation methods. For such discretizations, we give sufficient conditions for existence and uniqueness…

Numerical Analysis · Mathematics 2024-07-01 Sebastian Franz , Natalia Kopteva

This paper deals with the investigation of the computational solutions of an unified fractional reaction-diffusion equation, which is obtained from the standard diffusion equation by replacing the time derivative of first order by the…

Analysis of PDEs · Mathematics 2012-10-05 R. K. Saxena , A. M. Mathai , H. J. Haubold

Sub-diffusion equations are used in a large range of applications including fluids, plasma physics and biology. Their mathematical analysis is advanced even if a much larger literature addresses super-diffusions. The goal of this paper is…

Analysis of PDEs · Mathematics 2025-07-29 Benoît Perthame , Min Tang

We consider a class of numerical approximations to the Caputo fractional derivative. Our assumptions permit the use of nonuniform time steps, such as is appropriate for accurately resolving the behavior of a solution whose derivatives are…

Numerical Analysis · Mathematics 2020-12-23 Hong-lin Liao , William McLean , Jiwei Zhang

In this paper, a new fractional operator of variable order with the use of the monotonic increasing function is proposed in sense of Caputo type. The properties in term of the Laplace and Fourier transforms are analyzed and the results for…

Statistical Mechanics · Physics 2017-07-18 Xiao-Jun Yang , J. A. Tenreiro Machado

We use a subdiffusion equation with fractional Caputo time derivative with respect to another function $g$ ($g$--subdiffusion equation) to describe a smooth transition from ordinary subdiffusion to superdiffusion. Ordinary subdiffusion is…

Statistical Mechanics · Physics 2023-06-14 Tadeusz Kosztołowicz

We deal with the Cauchy problem for the space-time fractional diffusion-wave equation, which is obtained from the standard diffusion equation by replacing the second-order space derivative with a Riesz-Feller derivative of order alpha in…

Statistical Mechanics · Physics 2008-05-23 Francesco Mainardi , Yuri Luchko , Gianni Pagnini

This paper establishes explicit solutions for fractional diffusion problems on bounded domains. It also gives stochastic solutions, in terms of Markov processes time-changed by an inverse stable subordinator whose index equals the order of…

Probability · Mathematics 2016-04-22 Boris Baeumer , Tomasz Luks , Mark M. Meerschaert

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

The Gr\"unwald and shifted Gr\"unwald formulas for the function $y(x)-y(b)$ are first order approximations for the Caputo fractional derivative of the function $y(x)$ with lower limit at the point $b$. We obtain second and third order…

Numerical Analysis · Mathematics 2013-11-18 Yuri Dimitrov

In this work, we study an inverse problem of recovering a space-time dependent diffusion coefficient in the subdiffusion model from the distributed observation, where the mathematical model involves a Djrbashian-Caputo fractional derivative…

Numerical Analysis · Mathematics 2022-09-23 Bangti Jin , Zhi Zhou

This paper is concerned with the fractionalized diffusion equations governing the law of the fractional Brownian motion $B_H(t)$. We obtain solutions of these equations which are probability laws extending that of $B_H(t)$. Our analysis is…

Probability · Mathematics 2015-09-28 Roberto Garra , Enzo Orsingher , Federico Polito

We define the notion of "diffusion algebras". They are quadratic Poincare-Birkhoff-Witt (PBW) algebras which are useful in order to find exact expressions for the probability distributions of stationary states appearing in one-dimensional…

Statistical Mechanics · Physics 2009-11-07 A. P. Isaev , P. N. Pyatov , V. Rittenberg

In this article we study inverse problems of recovering a space-time dependent source component from the lateral boundary observation in a subidffusion model. The mathematical model involves a Djrbashian-Caputo fractional derivative of…

Numerical Analysis · Mathematics 2021-05-19 Bangti Jin , Yavar Kian , Zhi Zhou

The fractional order system, which is described by the fractional order derivative and integral, has been studied in many engineering areas. Recently, the concept of fractional order has been generalized to the distributed order concept,…

Systems and Control · Computer Science 2013-12-12 Pham Luu Trung Duong , Moonyong Lee

This paper is devoted to describing a linear diffusion problem involving fractional-in-time derivatives and self-adjoint integro-differential space operators posed in bounded domains. One main concern of our paper is to deal with singular…

Analysis of PDEs · Mathematics 2023-04-11 Hardy Chan , Juan Luis Vázquez , David Gómez-Castro

As we are aware, various types of methods have been proposed to approximate the Caputo fractional derivative numerically. A common challenge of the methods is the non-local property of the Caputo fractional derivative which leads to the…

Numerical Analysis · Mathematics 2023-09-11 Hassan Khosravian-Arab , Mehdi Dehghan

In this paper diffusion processes with changing modes are studied involving the variable order partial differential equations. We prove the existence and uniqueness theorem of a solution of the Cauchy problem for fractional variable order…

Mathematical Physics · Physics 2009-03-17 Sabir Umarov , Stanly Steinberg