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相关论文: The Fractional Chapman-Kolmogorov Equation

200 篇论文

An investigation of classical fields with fractional derivatives is presented using the fractional Hamiltonian formulation. The fractional Hamilton's equations are obtained for two classical field examples. The formulation presented and the…

综合物理 · 物理学 2011-07-11 A. A. Diab , R. S. Hijjawi , J. H. Asad , J. M. Khalifeh

This work proposes a conformable fractional predictor-corrector algorithm for solving conformable fractional differential equations. Fractional calculus is finding applications in various scientific fields, but existing numerical methods…

数值分析 · 数学 2024-06-25 Mohamed Echchehira , Youness Assebbane , Mustapha Atraoui , Mohamed Bouaouid

We present a classical, mesoscopic derivation of the Fokker-Planck equation for diffusion in an expanding medium. To this end, we take a conveniently generalized Chapman-Kolmogorov equation as the starting point. We obtain an analytical…

统计力学 · 物理学 2016-09-21 S. B. Yuste , E. Abad , C. Escudero

In a fractional Cauchy problem, the usual first order time derivative is replaced by a fractional derivative. This problem was first considered by \citet{nigmatullin}, and \citet{zaslavsky} in $\mathbb R^d$ for modeling some physical…

概率论 · 数学 2016-11-29 Erkan Nane

In this paper, we propose and analyze a spectral Chebyshev-Legendre approximation for fractional order integro-differential equations of Fredholm type. The fractional derivative is described in the Caputo sense. Our proposed method is…

数值分析 · 数学 2019-03-27 A. Yousefi , S. Javadi , E. Babolian , E. Moradi

The focus of our study in this paper is on the active dynamics and a fractional generalized Langevin equation with a memory kernel K(t). The Fokker-Planck equation is obtained by deriving it from a second-order differential equation. The…

统计力学 · 物理学 2024-12-17 Yun Jeong Kang , Kyungsik Kim

The aim of this paper is to prove various ill-posedness and well-posedness results on the Cauchy problem associated to a class of fractional Kadomtsev-Petviashvili (KP) equations including the KP version of the Benjamin-Ono and Intermediate…

偏微分方程分析 · 数学 2017-05-30 Felipe Linares , Didier Pilod , Jean-Claude Saut

We study fractional variational problems of Herglotz type of variable order. Necessary optimality conditions, described by fractional differential equations depending on a combined Caputo fractional derivative of variable order, are proved.…

最优化与控制 · 数学 2017-10-12 Dina Tavares , Ricardo Almeida , Delfim F. M. Torres

Fractional analysis is applied to describe classical dynamical systems. Fractional derivative can be defined as a fractional power of derivative. The infinitesimal generators {H, .} and L=G(q,p) \partial_q+F(q,p) \partial_p, which are used…

经典物理 · 物理学 2011-07-29 Vasily E. Tarasov

Fractional calculus is a generalization of classical theories of integration and differentiation to arbitrary order (i.e., real or complex numbers). In the last two decades, this new mathematical modeling approach has been widely used to…

计算机科学中的逻辑 · 计算机科学 2016-08-10 Umair Siddique , Osman Hasan , Sofiène Tahar

We examine the fractional derivative of composite functions and present a generalization of the product and chain rules for the Caputo fractional derivative. These results are especially important for physical and biological systems that…

经典分析与常微分方程 · 数学 2019-01-10 Gavriil Shchedrin , Nathanael C. Smith , Anastasia Gladkina , Lincoln D. Carr

When considering fractional diffusion equation as model equation in analyzing anomalous diffusion processes, some important parameters in the model related to orders of the fractional derivatives, are often unknown and difficult to be…

偏微分方程分析 · 数学 2019-04-15 Zhiyuan Li , Yikan Liu , Masahiro Yamamoto

In this paper we analyze possible extensions of the classical Steklov eigenvalue problem to the fractional setting. In particular, we find a nonlocal eigenvalue problem of fractional type that approximate, when taking a suitable limit, the…

偏微分方程分析 · 数学 2016-06-21 Leandro M. Del Pezzo , Julio D. Rossi , Ariel M. Salort

The Fokker_Planck equation can be derived in a consistent manner through a microscopic approach based on a unified scheme of classical and quantum mechanics. Here we shall derive it through a purely quantum mechanical approach based on the…

量子物理 · 物理学 2025-05-30 Irfan Lone

We present two observations related to theapplication of linear (LFE) and nonlinear fractional equations (NFE). First, we give the comparison and estimates of the role of the fractional derivative term to the normal diffusion term in a LFE.…

混沌动力学 · 物理学 2009-11-07 H. Weitzner , G. M. Zaslavsky

This research introduces a new method for the transition from partial to ordinary differential equations that is based on the Kolmogorov superposition theorem. In this paper, we discuss the numerical implementation of the Kolmogorov theorem…

数值分析 · 数学 2021-11-02 Korney Tomashchuk

This work presents an analysis of fractional derivatives and fractal derivatives, discussing their differences and similarities. The fractal derivative is closely connected to Haussdorff's concepts of fractional dimension geometry. The…

数学物理 · 物理学 2023-11-10 Airton Deppman , Eugenio Megias , Roman Pasechnik

In this work we study the solutions to some fractional higher-order equations. Special cases in which time-fractional derivatives take integer values are also examined and the explicit solutions are presented. Such solutions can be…

概率论 · 数学 2012-06-14 Mirko D'Ovidio

This study investigates the interconnections between the traditional Fokker-Planck Equation (FPE) and its fractal counterpart (FFPE), utilizing fractal derivatives. By examining the continuous approximation of fractal derivatives in the…

高能物理 - 唯象学 · 物理学 2024-03-18 Eugenio Megias , Alireza K. Golmankhaneh , Airton Deppman

Fractional-order elliptic problems are investigated in case of inhomogeneous Dirichlet boundary data. The boundary integral form is proposed as a suitable mathematical model. The corresponding theory is completed by sharpening the mapping…

偏微分方程分析 · 数学 2020-05-15 Ferenc Izsák , Gábor Maros