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A finite difference approach for the initial-boundary value problem of the fractional Klein-Kramers equation in phase space

Guang-hua Gao, Zhi-zhong Sun (2012)

Open Mathematics

Considering the features of the fractional Klein-Kramers equation (FKKE) in phase space, only the unilateral boundary condition in position direction is needed, which is different from the bilateral boundary conditions in [Cartling B., Kinetics of activated processes from nonstationary solutions of the Fokker-Planck equation for a bistable potential, J. Chem. Phys., 1987, 87(5), 2638–2648] and [Deng W., Li C., Finite difference methods and their physical constrains for the fractional Klein-Kramers...

A modified quasi-boundary value method for the backward time-fractional diffusion problem

Ting Wei, Jun-Gang Wang (2014)

ESAIM: Mathematical Modelling and Numerical Analysis - Modélisation Mathématique et Analyse Numérique

In this paper, we consider a backward problem for a time-fractional diffusion equation with variable coefficients in a general bounded domain. That is to determine the initial data from a noisy final data. Based on a series expression of the solution, a conditional stability for the initial data is given. Further, we propose a modified quasi-boundary value regularization method to deal with the backward problem and obtain two kinds of convergence rates by using an a priori regularization parameter...

A Poster about the Old History of Fractional Calculus

Tenreiro Machado, J., Kiryakova, Virginia, Mainardi, Francesco (2010)

Fractional Calculus and Applied Analysis

MSC 2010: 26A33, 05C72, 33E12, 34A08, 34K37, 35R11, 60G22The fractional calculus (FC) is an area of intensive research and development. In a previous paper and poster we tried to exhibit its recent state, surveying the period of 1966-2010. The poster accompanying the present note illustrates the major contributions during the period 1695-1970, the "old history" of FC.

A Poster about the Recent History of Fractional Calculus

Machado, Tenreiro, Kiryakova, Virginia, Mainardi, Francesco (2010)

Fractional Calculus and Applied Analysis

MSC 2010: 26A33, 05C72, 33E12, 34A08, 34K37, 35R11, 60G22In the last decades fractional calculus became an area of intense re-search and development. The accompanying poster illustrates the major contributions during the period 1966-2010.

An Analog of the Tricomi Problem for a Mixed Type Equation with a Partial Fractional Derivative

Kilbas, Anatoly, Repin, Oleg (2010)

Fractional Calculus and Applied Analysis

Mathematics Subject Classification 2010: 35M10, 35R11, 26A33, 33C05, 33E12, 33C20.The paper deals with an analog of Tricomi boundary value problem for a partial differential equation of mixed type involving a diffusion equation with the Riemann-Liouville partial fractional derivative and a hyperbolic equation with two degenerate lines. By using the properties of the Gauss hypergeometric function and of the generalized fractional integrals and derivatives with such a function in the kernel, the uniqueness...

Barenblatt solutions and asymptotic behaviour for a nonlinear fractional heat equation of porous medium type

Juan Luis Vázquez (2014)

Journal of the European Mathematical Society

We establish the existence, uniqueness and main properties of the fundamental solutions for the fractional porous medium equation introduced in [51]. They are self-similar functions of the form u ( x , t ) = t α f ( | x | t β ) with suitable and β . As a main application of this construction, we prove that the asymptotic behaviour of general solutions is represented by such special solutions. Very singular solutions are also constructed. Among other interesting qualitative properties of the equation we prove an Aleksandrov reflection...

Convergence of the matrix transformation method for the finite difference approximation of fractional order diffusion problems

Béla J. Szekeres, Ferenc Izsák (2017)

Applications of Mathematics

Numerical solution of fractional order diffusion problems with homogeneous Dirichlet boundary conditions is investigated on a square domain. An appropriate extension is applied to have a well-posed problem on 2 and the solution on the square is regarded as a localization. For the numerical approximation a finite difference method is applied combined with the matrix transformation method. Here the discrete fractional Laplacian is approximated with a matrix power instead of computing the complicated...

Elliptic problems with integral diffusion

Yannick Sire (2011/2012)

Séminaire Laurent Schwartz — EDP et applications

In this paper, we review several recent results dealing with elliptic equations with non local diffusion. More precisely, we investigate several problems involving the fractional laplacian. Finally, we present a conformally covariant operator and the associated singular and regular Yamabe problem.

Fractional Fokker-Planck-Kolmogorov type Equations and their Associated Stochastic Differential Equations

Hahn, Marjorie, Umarov, Sabir (2011)

Fractional Calculus and Applied Analysis

MSC 2010: 26A33, 35R11, 35R60, 35Q84, 60H10 Dedicated to 80-th anniversary of Professor Rudolf GorenfloThere is a well-known relationship between the Itô stochastic differential equations (SDEs) and the associated partial differential equations called Fokker-Planck equations, also called Kolmogorov equations. The Brownian motion plays the role of the basic driving process for SDEs. This paper provides fractional generalizations of the triple relationship between the driving process, corresponding...

Fundamental solutions to the fractional heat conduction equation in a ball under Robin boundary condition

Yuriy Povstenko (2014)

Open Mathematics

The central symmetric time-fractional heat conduction equation with Caputo derivative of order 0 < α ≤ 2 is considered in a ball under two types of Robin boundary condition: the mathematical one with the prescribed linear combination of values of temperature and values of its normal derivative at the boundary, and the physical condition with the prescribed linear combination of values of temperature and values of the heat flux at the boundary, which is a consequence of Newton’s law of convective...

Global well-posedness and blow up for the nonlinear fractional beam equations

Shouquan Ma, Guixiang Xu (2010)

Applicationes Mathematicae

We establish the Strichartz estimates for the linear fractional beam equations in Besov spaces. Using these estimates, we obtain global well-posedness for the subcritical and critical defocusing fractional beam equations. Of course, we need to assume small initial data for the critical case. In addition, by the convexity method, we show that blow up occurs for the focusing fractional beam equations with negative energy.

High-order fractional partial differential equation transform for molecular surface construction

Langhua Hu, Duan Chen, Guo-Wei Wei (2013)

Molecular Based Mathematical Biology

Fractional derivative or fractional calculus plays a significant role in theoretical modeling of scientific and engineering problems. However, only relatively low order fractional derivatives are used at present. In general, it is not obvious what role a high fractional derivative can play and how to make use of arbitrarily high-order fractional derivatives. This work introduces arbitrarily high-order fractional partial differential equations (PDEs) to describe fractional hyperdiffusions. The fractional...

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