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This paper presents new limit theorems for power variation of fractional type symmetric infinitely divisible random fields. More specifically, the random field $X = (X(\boldsymbol{t}))_{\boldsymbol{t} \in [0,1]^d}$ is defined as an integral…

A one dimensional fractional diffusion model with the Riemann-Liouville fractional derivative is studied. First, a second order discretization for this derivative is presented and then an unconditionally stable weighted average finite…

数值分析 · 数学 2011-09-13 Ercília Sousa , Can Li

We consider a conflict-controlled dynamical system described by a nonlinear ordinary fractional differential equation with the Caputo derivative of an order $\alpha \in (0, 1).$ Basing on the finite-difference Gr\"{u}nwald-Letnikov…

最优化与控制 · 数学 2019-02-26 Mikhail Gomoyunov

We consider fractional powers of non-densely defined non-negative operators in Banach spaces defined by means of the Balakrishnan operator. Under mild assumptions on the operator we show that the fractional powers can partially be obtained…

泛函分析 · 数学 2017-09-13 Jan Meichsner , Christian Seifert

Under different assumptions on the potential functions $b$ and $c$, we study the fractional equation $\left( I-\Delta \right)^{\alpha} u = \lambda b(x) |u|^{p-2}u+c(x)|u|^{q-2}u$ in $\mathbb{R}^N$. Our existence results are based on compact…

偏微分方程分析 · 数学 2015-06-15 Simone Secchi

The numerical solution of implicit and stiff differential equations by implicit numerical integrators has been largely investigated and there exist many excellent efficient codes available in the scientific community, as Radau5 (based on a…

数值分析 · 数学 2025-06-27 Nicola Guglielmi , Ernst Hairer

In recent years, the use of variable-order differential operators has emerged as a powerful tool in the analysis of nonlinear fractional differential equations and chaotic systems. In finance, the accurate prediction of market trends and…

动力系统 · 数学 2023-07-10 Shahariar Ryehan

In this paper, we deal with a Cauchy problem for a nonlinear fractional differential equation with the Caputo derivative of order $\alpha \in (0, 1)$. As initial data, we consider a pair consisting of an initial point, which does not…

最优化与控制 · 数学 2022-08-23 Mikhail I. Gomoyunov

Anomalous diffusion is a phenomenon that cannot be modeled accurately by second-order diffusion equations, but is better described by fractional diffusion models. The nonlocal nature of the fractional diffusion operators makes substantially…

数值分析 · 数学 2018-03-08 K. Mustapha , K. Furati , O. M. Knio , O. Le Maitre

In this paper, we investigate the existence and uniqueness of solutions for a fractional boundary value problem supplemented with nonlocal Riemann-Liouville fractional integral and Caputo fractional derivative boundary conditions. Our…

经典分析与常微分方程 · 数学 2018-05-17 Faouzi Haddouchi

In this paper the classical Euler-Bernoulli beam (CEBB) theory is reformulated utilising fractional calculus. Such generalisation is called fractional Euler-Bernoulli beams (FEBB) and results in non-local spatial description. The parameters…

数学物理 · 物理学 2015-10-28 Wojciech Sumelka , Tomasz Blaszczyk , Christian Liebold

In this paper we discuss some exact results related to the fractional Klein--Gordon equation involving fractional powers of the D'Alembert operator. By means of a space-time transformation, we reduce the fractional Klein--Gordon equation to…

偏微分方程分析 · 数学 2015-09-21 Roberto Garra , Enzo Orsingher , Federico Polito

Lie group method provides an efficient tool to solve a differential equation. This paper suggests a fractional partner for fractional partial differential equations using a fractional characteristic method. A space-time fractional diffusion…

数学物理 · 物理学 2010-09-22 Guo-cheng Wu

Problems of the numerical solution of the Cauchy problem for a first-order differential-operator equation are discussed. A fundamental feature of the problem under study is that the equation includes a fractional power of the self-adjoint…

数值分析 · 数学 2020-12-08 Petr N. Vabishchevich

In this PhD thesis we introduce a generalized fractional calculus of variations. We consider variational problems containing generalized fractional integrals and derivatives, and study them using standard (indirect) and direct methods. In…

最优化与控制 · 数学 2014-03-19 Tatiana Odzijewicz

This paper investigates quenching solutions of an one-dimensional, two-sided Riemann-Liouville fractional order convection-diffusion problem. Fractional order spatial derivatives are discretized using weighted averaging approximations in…

偏微分方程分析 · 数学 2025-03-06 Rumin Dong , Lin Zhu , Qin Sheng , Bingxin Zhao

A survey of results on Lyapunov-type inequalities for fractional differential equations associated with a variety of boundary conditions is presented. This includes Dirichlet, mixed, Robin, fractional, Sturm-Liouville, integral, nonlocal,…

经典分析与常微分方程 · 数学 2018-05-01 Sotiris K. Ntouyas , Bashir Ahmad , Theodoros P. Horikis

This work is devoted to study the existence of infinitely many weak solutions to nonlocal equations involving a general integrodifferential operator of fractional type. These equations have a variational structure and we find a sequence of…

偏微分方程分析 · 数学 2013-12-16 Giovanni Molica Bisci

We investigate formulations of quantum field theories whose kinetic terms involve fractional or continuous powers of the d'Alembert operator. The primary requirements are perturbative unitarity and a well-defined classical limit with a…

高能物理 - 理论 · 物理学 2026-04-28 Damiano Anselmi

We adopt a procedure of operational-umbral type to solve the $(1+1)$-dimensional fractional Fokker-Planck equation in which time fractional derivative of order $\alpha$ ($0 < \alpha < 1$) is in the Riemann-Liouville sense. The technique we…

数学物理 · 物理学 2018-02-27 K. Górska , A. Lattanzi , G. Dattoli