相关论文: Homogenization of Fractional Kinetic Systems with …
We consider fractional relaxation and fractional oscillation equations involving Erdelyi-Kober integrals. In terms of Riemann-Liouville integrals, the equations we analyze can be understood as equations with time-varying coefficients.…
We study the long time behavior (homogenization) of a diffusion in random medium with time and space dependent coefficients. The diffusion coefficient may degenerate. In Stochastic Process. Appl. (2007) (to appear), an invariance principle…
We investigate a reaction-diffusion problem in a two-component porous medium with a nonlinear interface condition between the different components. One component is connected and the other one is disconnected. The ratio between the…
Consider a linear elliptic partial differential equation in divergence form with a random coefficient field. The solution operator displays fluctuations around its expectation. The recently developed pathwise theory of fluctuations in…
This paper develops a two-stage stochastic model to investigate evolution of random fields on the unit sphere $\bS^2$ in $\R^3$. The model is defined by a time-fractional stochastic diffusion equation on $\bS^2$ governed by a diffusion…
We deal with some extensions of the space-fractional diffusion equation, which is satisfied by the density of a stable process (see Mainardi, Luchko, Pagnini (2001)): the first equation considered here is obtained by adding an exponential…
We consider one-dimensional chain of coupled linear and nonlinear oscillators with long-range power wise interaction defined by a term proportional to 1/|n-m|^{\alpha+1}. Continuous medium equation for this system can be obtained in the…
This paper is about the fractional Schr\"odinger equation expressed in terms of the Caputo time-fractional and quantum Riesz-Feller space fractional derivatives for particle moving in a potential field. The cases of free particle (zero…
This paper studies the nonlinear stochastic partial differential equation of fractional orders both in space and time variables: \[ \left(\partial^\beta+\frac{\nu}{2}(-\Delta)^{\alpha/2}\right)u(t,x) =…
We study two schemes for a time-fractional Fokker-Planck equation with space- and time-dependent forcing in one space dimension. The first scheme is continuous in time and is discretized in space using a piecewise-linear Galerkin finite…
This work is concerned with fractional stochastic differential equations with different scales. We establish the existence and uniqueness of solutions for Caputo fractional stochastic differential systems under the non-Lipschitz condition.…
This paper studies the linear stochastic partial differential equation of fractional orders both in time and space variables $\left(\partial^\beta + \frac{\nu}{2} (-\Delta)^{\alpha/2} \right) u(t,x)= \lambda u(t,x) \dot{W}(t,x)$, where…
We consider a system of multiscale stochastic differential equations whose slow component is drivenby a fractional Brownian motion with Hurst parameter H greater than 1/2. Under ergodic assumptions ensuring the applicability of the…
Of primary interest in this paper is the numerical approximation of a time dependent fractional, in space, diffusion equation where the domain is assumed to be nonhomogeneous, having different axial diffusion coefficients. This work is…
A Freidlin-Wentzell type large deviation principle is established for stochastic partial differential equations with slow and fast time-scales, where the slow component is a one-dimensional stochastic Burgers equation with small noise and…
We introduce fractional integrals on the $n$-dimensional spherical cap, study their boundednes in weighted $L^p$ spaces and obtain explicit inversion formulas. The results are applied to the inversion problem for Riesz potentials on a…
Kinetic processes in fractal stellar media are analysed in terms of the approach developed in our earlier paper (Chumak \& Rastorguev, 2015) involving a generalization of the nearest neighbour and random force distributions to fractal…
We consider a one-dimensional diffusion process with coefficients that are periodic outside of a finite 'interface region'. The question investigated in this article is the limiting long time / large scale behaviour of such a process under…
In this paper, we are mainly concerned with the well-posed problem of the fractional Keller--Segel system in the framework of variable Lebesgue spaces. Based on carefully examining the algebraical structure of the system, we reduced the…
The fractional Hilbert transforms plays an important role in optics and signal processing. In particular the analytic signal proposed by Gabor has as a key component the Hilbert transform. The higher dimensional Hilbert transform is the…