Time fractional equations and probabilistic representation

ZQ Chen - Chaos, Solitons & Fractals, 2017 - Elsevier
In this paper, we study the existence and uniqueness of solutions for general fractional-time
parabolic equations of mixture type, and their probabilistic representations in terms of the …

[HTML][HTML] Reprint of: Boundary conditions for fractional diffusion

B Baeumer, M Kovács, MM Meerschaert… - … of Computational and …, 2018 - Elsevier
This paper derives physically meaningful boundary conditions for fractional diffusion
equations, using a mass balance approach. Numerical solutions are presented, and …

[HTML][HTML] Extension and trace for nonlocal operators

K Bogdan, T Grzywny, K Pietruska-Pałuba… - … Mathématiques Pures et …, 2020 - Elsevier
We prove an optimal extension and trace theorem for Sobolev spaces of nonlocal operators.
The extension is given by a suitable Poisson integral and solves the corresponding nonlocal …

[HTML][HTML] First passage time moments of asymmetric Lévy flights

A Padash, AV Chechkin, B Dybiec… - Journal of Physics A …, 2020 - iopscience.iop.org
We investigate the first-passage dynamics of symmetric and asymmetric Lévy flights in semi-
infinite and bounded intervals. By solving the space-fractional diffusion equation, we …

Inverse source problem for time-fractional diffusion with discrete random noise

NH Tuan, E Nane - Statistics & Probability Letters, 2017 - Elsevier
In this paper, we deal with the inverse source problem of determining a source in a time-
fractional diffusion equation where data are given at a fixed time. This problem is ill-posed …

A unified spectral method for FPDEs with two-sided derivatives; part I: a fast solver

M Samiee, M Zayernouri, MM Meerschaert - Journal of Computational …, 2019 - Elsevier
We develop a unified Petrov–Galerkin spectral method for a class of fractional partial
differential equations with two-sided derivatives and constant coefficients of the form D t 2 τ 0 …

Sobolev estimates for fractional parabolic equations with space-time non-local operators

H Dong, Y Liu - Calculus of Variations and Partial Differential …, 2023 - Springer
We obtain L p estimates for fractional parabolic equations with space-time non-local
operators∂ t α uL u+ λ u= f in (0, T)× R d, where∂ t α u is the Caputo fractional derivative of …

[HTML][HTML] Relaxation patterns and semi-Markov dynamics

MM Meerschaert, B Toaldo - Stochastic Processes and their Applications, 2019 - Elsevier
Exponential relaxation to equilibrium is a typical property of physical systems, but
inhomogeneities are known to distort the exponential relaxation curve, leading to a wide …

Remarks on a fractional-time stochastic equation

M Foondun - Proceedings of the American Mathematical Society, 2021 - ams.org
We consider a class of a fractional-time stochastic equation defined on a bounded domain
and show that the presence of the time derivative induces a significant change in the …

Spectral and spectral element methods for fractional advection–diffusion–reaction equations

A Lischke, M Zayernouri, Z Zhang - Handbook of Fractional Calculus …, 2019 - degruyter.com
We review recent advances in spectral and spectral element methods for a class of fractional
partial differential equations. We focus on linear advection–diffusion–reaction equations in …