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相关论文: Space-time fractional diffusion of Riesz-Bessel ty…

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We study a time--space nonlocal diffusion equation driven by additive time--space white noise, where the time derivative is the Caputo derivative of order $\alpha\in(0,2)$. The model couples local diffusion with a nonlocal convolution…

偏微分方程分析 · 数学 2026-01-22 M. Alwohaibi , D. Alsaleh , M. El-Beltagy , M. Majdoub , E. Mliki

In this paper we establish the strong existence, pathwise uniqueness and a comparison theorem to a stochastic partial differential equation driven by Gaussian colored noise with non-Lipschitz drift, H\"older continuous diffusion…

概率论 · 数学 2020-06-02 Jie Xiong , Xu Yang

An unsteady problem is considered for a space-fractional diffusion equation in a bounded domain. A first-order evolutionary equation containing a fractional power of an elliptic operator of second order is studied for general boundary…

数值分析 · 计算机科学 2014-12-19 Petr N. Vabishchevich

In this paper, we investigate the existence of weak solution for a fractional type problems driven by a nonlocal operator of elliptic type in a fractional Orlicz-Sobolev space, with homogeneous Dirichlet boundary conditions. We first extend…

偏微分方程分析 · 数学 2020-04-03 Elhoussine Azroul , Abdelmoujib Benkirane , Mohammed Srati

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) =…

概率论 · 数学 2015-09-28 Le Chen , Yaozhong Hu , David Nualart

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…

统计力学 · 物理学 2008-05-23 Francesco Mainardi , Yuri Luchko , Gianni Pagnini

We investigate evolution equations for anomalous diffusion employing fractional derivatives in space and time. Linkage between the space-time variables leads to a new type of fractional derivative operator. Fractional diffusion equations…

数学物理 · 物理学 2007-05-23 Andrzej J. Turski , Barbara Atamaniuk , Ewa Turska

We study linear time fractional diffusion equations in divergence form of time order less than one. It is merely assumed that the coefficients are measurable and bounded, and that they satisfy a uniform parabolicity condition. As the main…

偏微分方程分析 · 数学 2010-11-13 Rico Zacher

This paper deals with the distributed order time-fractional diffusion equations with non-homogeneous Dirichlet (Nuemann) boundary condition. We first prove the wellposedness of the weak solution to the initial boundary value problem for the…

偏微分方程分析 · 数学 2018-08-13 Zhiyuan Li , Kenichi Fujishiro , Gongsheng Li

We prove nonlinear lower bounds and commutator estimates for the Dirichlet fractional Laplacian in bounded domains. The applications include bounds for linear drift-diffusion equations with nonlocal dissipation and global existence of weak…

偏微分方程分析 · 数学 2015-11-03 Peter Constantin , Mihaela Ignatova

In this paper, we study a class of nonlinear space-time fractional stochastic kinetic equations in $\mathbb{R}^d$ with Gaussian noise which is white in time and homogeneous in space. This type of equation constitutes an extension of the…

概率论 · 数学 2022-01-19 Junfeng Liu

For stochastic evolution equations with fractional derivatives, classical solutions exist when the order of the time derivative of the unknown function is not too small compared to the order of the time derivative of the noise; otherwise,…

概率论 · 数学 2018-11-01 Sergey V. Lototsky , Boris L. Rozovsky

In this paper we study the Poisson and heat equations on bounded and unbounded domains with smooth boundary with random Dirichlet boundary conditions. The main novelty of this work is a convenient framework for the analysis of such…

概率论 · 数学 2013-05-24 Zdzislaw Brzezniak , Ben Goldys , Szymon Peszat , Francesco Russo

We study invariant solutions of a certain class of time-fractional diffusion-wave equations with variable coefficients via Lie symmetry analysis. In physics, the fractional diffusion equation describes transport dynamics that are governed…

The time fractional diffusion equation is obtained from the standard diffusion equation by replacing the first-order time derivative with a fractional derivative of order $\beta \in (0,1)$. The fundamental solution for the Cauchy problem is…

数学物理 · 物理学 2008-05-27 Francesco Mainardi , Gianni Pagnini , Rudolf Gorenflo

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…

偏微分方程分析 · 数学 2012-10-05 R. K. Saxena , A. M. Mathai , H. J. Haubold

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…

数值分析 · 数学 2020-07-29 Daxin Nie , Jing Sun , Weihua Deng

In this paper we consider space-time fractional telegraph equations, where the time derivatives are intended in the sense of Hilfer and Hadamard while the space fractional derivatives are meant in the sense of Riesz-Feller. We provide the…

概率论 · 数学 2015-06-23 Ram K. Saxena , R. Garra , E. Orsingher

This paper concerns the diffusive limit of the time evolutionary Boltzmann equation in the half space $\mathbb{T}^2\times\mathbb{R}^+$ for a small Knudsen number $\varepsilon>0$. For boundary conditions in the normal direction, it involves…

偏微分方程分析 · 数学 2026-03-31 Hongxu Chen , Renjun Duan

In this paper, we investigate abstract time-fractional evolution equations with nonlinear perturbations. We construct solutions of Lipschitz perturbation problems in arbitrary large time interval independent of the Lipschitz constants. We…

偏微分方程分析 · 数学 2021-09-21 Mizuki Kojima