相关论文: Cauchy Problem for Fractional Diffusion Equations

In this paper we revisit the classical Cauchy problem for Laplace's equation as well as two further related problems in the light of regularisation of this highly ill-conditioned problem by replacing integer derivatives with fractional…

We study solution techniques for parabolic equations with fractional diffusion and Caputo fractional time derivative, the latter being discretized and analyzed in a general Hilbert space setting. The spatial fractional diffusion is realized…

The one-dimensional propagation of seismic waves with constant Q is shown to be governed by an evolution equation of fractional order in time, which interpolates the heat equation and the wave equation. The fundamental solutions for the…

The Cauchy-type problem for a nonlinear differential equation involving Hilfer fractional derivative is considered. We prove existence, uniqueness and continuous dependence of a solution for Cauchy-type problem using successive…

In this paper, a fractional generalization of the wave equation that describes propagation of damped waves is considered. In contrast to the fractional diffusion-wave equation, the fractional wave equation contains fractional derivatives of…

In this paper we give an explicit solution of Dzherbashyan-Caputo-fractional Cauchy problems related to equations with derivatives of order $\nu k$, for $k$ non-negative integer and $\nu>0$. The solution is obtained by connecting the…

As is known, the problems for the differential equations with continuously changing order of the derivatives are not considered completely. In this paper we consider the initial and boundary value problems for this type of linear ordinary…

We show that the anomalous diffusion equations with a fractional derivative in the Caputo or Riesz sense are strictly related to the special convolution properties of the L\'evy stable distributions which stem from the evolution properties…

We consider diffusion type equations with a distributed order derivative in the time variable. This derivative is defined as the integral in $\alpha$ of the Caputo-Dzhrbashian fractional derivative of order $\alpha \in (0,1)$ with a certain…

In this work, we explore a time-fractional diffusion equation of order $\alpha \in (0,1)$ with a stochastic diffusivity parameter. We focus on efficient estimation of the expected values (considered as an infinite dimensional integral on…

A recent development in the theory of fractional differential equations with variable coefficients has been a method for obtaining an exact solution in the form of an infinite series involving nested fractional integral operators. This…

While it is known that one can consider the Cauchy problem for evolution equations with Caputo derivatives, the situation for the initial value problems for the Riemann-Liouville derivatives is less understood. In this paper we propose new…

Over the past few decades, there has been substantial interest in evolution equations that involving a fractional-order derivative of order $\alpha\in(0,1)$ in time, due to their many successful applications in engineering, physics, biology…

We consider fractional partial differential equations posed on the full space $\R^d$. Using the well-known Caffarelli-Silvestre extension to $\R^d \times \R^+$ as equivalent definition, we derive existence and uniqueness of weak solutions.…

The time-fractional diffusion equation is considered, where the time derivative is either of Caputo or Riemann-Liouville type. The solution of a general initial-boundary value problem with time-dependent boundary conditions over bounded and…

In this article we solve the Cauchy problem for the relaxation equation posed in a framework of variable order fractional calculus. After introducing some general mathematical theory we establish concepts of Scarpi derivative and transition…

We study the Cauchy problem for Schr\"odinger type stochastic partial differential equations with uniformly bounded coefficients on a curved space. We give conditions on the coefficients, on the drift and diffusion terms, on the Cauchy…

The time-fractional diffusion-wave equation is revisited, where the time derivative is of order $2 \nu$ and $0 < \nu \le 1$. The behaviour of the equation is "diffusion-like" (respectively, "wave-like") when $0 < \nu \le \frac{1}{2}$…

The partial differential equation of Gaussian diffusion is generalized by using the time-fractional derivative of distributed order between 0 and 1, in both the Riemann-Liouville (R-L) and the Caputo (C) sense. For a general distribution of…

We develop a new class of path transformations for one-dimensional diffusions that are tailored to alter their long-run behaviour from transient to recurrent or vice versa. This immediately leads to a formula for the distribution of the…