Thermoelasticity of thin shells based on the time-fractional heat conduction equation

The time-nonlocal generalizations of Fourier’s law are analyzed and the equations of the generalized thermoelasticity based on the time-fractional heat conduction equation with the Caputo fractional derivative of order 0 < α ≤ 2 are presented. The equations of thermoelasticity of thin shells are obtained under the assumption of linear dependence of temperature on the coordinate normal to the median surface of a shell. The conditions of Newton’s convective heat exchange between a shell and the environment have been assumed. In the particular case of classical heat conduction (α = 1) the obtained equations coincide with those known in the literature.     

Fokker-Planck equation with fractional coordinate derivatives

Using the generalized Kolmogorov-Feller equation with long-range interaction, we obtain kinetic equations with fractional derivatives with respect to coordinates. The method of successive approximations, with averaging with respect to a fast variable, is used. The main assumption is that the correlation function of probability densities of particles to make a step has a power-law dependence. As a result, we obtain a Fokker-Planck equation with fractional coordinate derivative of order 1<α<2.     

Fundamental solutions to time-fractional heat conduction equations in two joint half-lines

Heat conduction in two joint half-lines is considered under the condition of perfect contact, i.e. when the temperatures at the contact point and the heat fluxes through the contact point are the same for both regions. The heat conduction in one half-line is described by the equation with the Caputo time-fractional derivative of order α, whereas heat conduction in another half-line is described by the equation with the time derivative of order β. The fundamental solutions to the first and second Cauchy problems as well as to the source problem are obtained using the Laplace transform with respect to time and the cos-Fourier transform with respect to the spatial coordinate. The fundamental solutions are expressed in terms of the Mittag-Leffler function and the Mainardi function.     

Fractional diffusion-wave problem in cylindrical coordinates

In this Letter, we present analytical and numerical solutions for an axis-symmetric diffusion-wave equation. For problem formulation, the fractional time derivative is described in the sense of Riemann-Liouville. The analytical solution of the problem is determined by using the method of separation of variables. Eigenfunctions whose linear combination constitute the closed form of the solution are obtained. For numerical computation, the fractional derivative is approximated using the Grünwald-Letnikov scheme. Simulation results are given for different values of order of fractional derivative. We indicate the effectiveness of numerical scheme by comparing the numerical and the analytical results for α=1 which represents the order of derivative.     

The influence of fractality on the time evolution of the diffusion process

In the literature, the deviations from standard behaviors of the solutions of the kinetic equation and the analogous diffusion equation are put forward by investigations which are carried out in the frame of fractional mathematics and nonextensive physics. On the other hand, the physical origins of the order of derivative namely α in fractional mathematics and the entropy index q in nonextensive physics are a topic of interest in scientific media. In this study, the solutions of the diffusion equation which have been obtained in the framework of fractional mathematics and nonextensive physics are revised. The diffusion equation is solved by the cumulative diminuation/growth method which has been developed by two of the present authors and physical nature of the parameters α and q are enlightened in connection with fractality of space and the memory effect. It has been emphasized that the mathematical basis of deviations from standard behavior in the distribution functions could be established by fractional mathematics where as the physical mechanism could be revealed using the cumulative diminuation/growth method.     

Comments on employing the Riesz-Feller derivative in the Schrödinger equation

In this paper, we deal with a fractional Schrödinger equation that contains the quantum Riesz-Feller derivative instead of the Laplace operator in the case of a particle moving in a potential field. In particular, this equation is solved for a free particle in terms of the Fox H-function. On the other hand, we show that from physical viewpoint, the fractional Schrödinger equation with the quantum Riesz-Feller derivative of order α, 0 < α ≤ 2 and skewness θ makes sense only if it reduces to the Laplace operator (α = 2) or to the quantum Riesz fractional derivative (θ = 0). The reason is that the quantum Riesz-Feller derivative is a Hermitian operator and possesses real eigenvalues only when α = 2 or θ = 0. We then focus on the time-independent one-dimensional fractional Schrödinger equation with the quantum Riesz derivative in the case of a particle moving in an infinite potential well. In particular, we show that the explicit formulas for the eigenvalues and eigenfunctions of the time-independent fractional Schrödinger equation that some authors recently claimed to receive cannot be valid. The problem to find right formulas is still open.     

Analysis on the time and frequency domain for the RC electric circuit of fractional order

This paper provides an analysis in the time and frequency domain of an RC electrical circuit described by a fractional differential equation of the order 0 < α≤ 1. We use the Laplace transform of the fractional derivative in the Caputo sense. In the time domain we emphasize on the delay, rise and settling times, while in the frequency domain the interest is in the cutoff frequency, the bandwidth and the asymptotes in low and high frequencies. All these quantities depend on the order of differential equation.     

Finite difference approximations for a fractional advection diffusion problem

The use of the conventional advection diffusion equation in many physical situations has been questioned by many investigators in recent years and alternative diffusion models have been proposed. Fractional space derivatives are used to model anomalous diffusion or dispersion, where a particle plume spreads at a rate inconsistent with the classical Brownian motion model. When a fractional derivative replaces the second derivative in a diffusion or dispersion model, it leads to enhanced diffusion, also called superdiffusion. We consider a one-dimensional advection–diffusion model, where the usual second-order derivative gives place to a fractional derivative of order α$\alpha$, with 1<α?2$1<\alpha ?2$. We derive explicit finite difference schemes which can be seen as generalizations of already existing schemes in the literature for the advection–diffusion equation. We present the order of accuracy of the schemes and in order to show its convergence we prove they are stable under certain conditions. In the end we present a test problem.     

Series expansion solutions for the multi-term time and space fractional partial differential equations in two- and three-dimensions

Fractional partial differential equations with more than one fractional derivative in time describe some important physical phenomena, such as the telegraph equation, the power law wave equation, or the Szabo wave equation. In this paper, we consider two- and three-dimensional multi-term time and space fractional partial differential equations. The multi-term time-fractional derivative is defined in the Caputo sense, whose order belongs to the interval (1,2],(2,3],(3,4] or (0,m], and the space-fractional derivative is referred to as the fractional Laplacian form. We derive series expansion solutions based on a spectral representation of the Laplacian operator on a bounded region. Some applications are given for the two- and three-dimensional telegraph equation, power law wave equation and Szabo wave equation.     

Analytical solutions to time-fractional partial differential equations in a two-dimensional multilayer annulus

In this paper, analytical solutions to time-fractional partial differential equations in a multi-layer annulus are presented. The final solutions are obtained in terms of Mittag-Leffler function by using the finite integral transform technique and Laplace transform technique. In addition, the classical diffusion equation (α=1$\alpha =1$), the Helmholtz equation (α→0$\alpha \to 0$) and the wave equation (α=2$\alpha =2$) are discussed as special cases. Finally, an illustrative example problem for the three-layer semi-circular annular region is solved and numerical results are presented graphically for various kind of order of fractional derivative.     

Stability analysis of a class of fractional delay differential equations

In this paper we analyse stability of nonlinear fractional order delay differential equations of the form $D^{\alpha} y(t) = a f\left(y(t-\tau)\right) - b y(t)$ , where D ^α is a Caputo fractional derivative of order 0?<?α?≤?1. We describe stability regions using critical curves. To explain the proposed theory, we discuss fractional order logistic equation with delay.     

The operator method for solving the fractional Fokker-Planck equation

The operator method has been used to solve the fractional Fokker-Planck equation (FPE) which recently formulated as a model for the anomalous transport process. Two classes of special interest of fractional F-P equations coming from plasma physics and charged particle transport problem has been considered. It is shown that the mean square-displacement 〈x²(t)〉 satisfy the universal power law characterized the anomalous time evolution i.e. .     

Non-steady-state electrical conduction of polymers in the model with fractional integro-differentiation

A simple dynamic model with a fractional time derivative is considered for conducting polymers. The elementary theory of electrical conduction is developed using the fractional equation of motion. In the framework of the model under consideration, the relaxation of the velocity of charge carriers is described by the Mittag-Leffler function. A kinetic equation with the fractional derivative is derived. The electrical conductivity is calculated to a first approximation with the use of the derived kinetic equation. It is demonstrated that the spectral characteristic of non-steady-state current fluctuations in a polymer should be proportional to 1/f.     

Exact solutions for nonlinear fractional anomalous diffusion equations

This work is devoted to investigating exact solutions of generalized nonlinear fractional diffusion equations with external force and absorption. We first investigate the nonlinear anomalous diffusion equations with one-fractional derivative and then multi-fractional ones. In both situations, we obtain the corresponding exact solution, its diffusive behavior, and the sufficient and necessary conditions for solutions satisfying the boundary condition W(±∞,t)=0 and the sharp initial condition W(x,0)=δ(x).     

Critical dynamics in systems controlled by fractional kinetic equations

The field theory renormalization group is used for analyzing the fractional Langevin equation with the order of the temporal derivative 0<α<1$0<\alpha <1$, fractional Laplacian of the order σ$\sigma$, and Gaussian noise correlator. The case of non-linearity φ^m${\phi }^m$ with odd m≥3$m\ge 3$ is considered. It is proved that the model is multiplicatively renormalizable. Propagators were found in the momentum and coordinate representation, expressed in terms of Fox’s H functions.     

A study of fractional Schrödinger equation composed of Jumarie fractional derivative

In this paper we have derived the fractional-order Schrödinger equation composed of Jumarie fractional derivative. The solution of this fractional-order Schrödinger equation is obtained in terms of Mittag–Leffler function with complex arguments, and fractional trigonometric functions. A few important properties of the fractional Schrödinger equation are then described for the case of particles in one-dimensional infinite potential well. One of the motivations for using fractional calculus in physical systems is that the space and time variables, which we often deal with, exhibit coarse-grained phenomena. This means infinitesimal quantities cannot be arbitrarily taken to zero – rather they are non-zero with a minimum spread. This type of non-zero spread arises in the microscopic to mesoscopic levels of system dynamics, which means that, if we denote x as the point in space and t as the point in time, then limit of the differentials dx (and dt) cannot be taken as zero. To take the concept of coarse graining into account, use the infinitesimal quantities as (Δx) ^α (and (Δt) ^α ) with 0 < α < 1; called as ‘fractional differentials’. For arbitrarily small Δx and Δt (tending towards zero), these ‘fractional’ differentials are greater than Δx (and Δt), i.e. (Δx) ^α > Δx and (Δt) ^α > Δt. This way of defining the fractional differentials helps us to use fractional derivatives in the study of dynamic systems.     

Continuous time Black-Scholes equation with transaction costs in subdiffusive fractional Brownian motion regime

In this paper, we study the problem of continuous time option pricing with transaction costs by using the homogeneous subdiffusive fractional Brownian motion (HFBM) Z(t)=X(S_α(t)), 0<α<1, here dX(τ)=μX(τ)(dτ)^2H+σX(τ)dB_H(τ), as a model of asset prices, which captures the subdiffusive characteristic of financial markets. We find the corresponding subdiffusive Black-Scholes equation and the Black-Scholes formula for the fair prices of European option, the turnover and transaction costs of replicating strategies. We also give the total transaction costs.     

Mixing-driven equilibrium reactions in multidimensional fractional advection–dispersion systems

We study instantaneous, mixing-driven, bimolecular equilibrium reactions in a system where transport is governed by a multidimensional space fractional dispersion equation. The superdiffusive, nonlocal nature of the system causes the location and magnitude of reactions that take place to change significantly from a classical Fickian diffusion model. In particular, regions where reaction rates would be zero for the Fickian case become regions where the maximum reaction rate occurs when anomalous dispersion operates. We also study a global metric of mixing in the system, the scalar dissipation rate and compute its asymptotic scaling rates analytically. The scalar dissipation rate scales asymptotically as t^−(d+α)/α$t^{-(d+\alpha )/\alpha }$, where d$d$ is the number of spatial dimensions and α$\alpha$ is the fractional derivative exponent.     

The effect of initial spatial correlations on late time kinetics of bimolecular irreversible reactions

We study anomalous kinetics associated with incomplete mixing for a bimolecular irreversible kinetic reaction where the underlying transport of reactants is governed by a fractional dispersion equation. As has been previously shown, we demonstrate that at late times incomplete mixing effects dominate and the decay of reactants follows a fundamentally different scaling comparing to the idealized well mixed case. We do so in a fully analytical manner using moment equations. In particular the novel aspect of this work is that we focus on the role that the initial correlation structure of the distribution of reactants plays on the late time scalings. We focus on short range and long (power law) range correlations and demonstrate how long range correlations can give rise to different late time scalings than one would expect purely from the underlying transport model. For the short range correlations the late time scalings deviate from the well mixed t⁻¹$t^{-1}$ and scale like t^−1/2α$t^{-1/2\alpha }$, where 1<α≤2$1<\alpha \le 2$ is the fractional dispersion exponent, in agreement with previous studies. For the long range correlation case it scales like t^−β/2α$t^{-\beta /2\alpha }$, where 0<β<1$0<\beta <1$ is the power law correlation exponent.