A CAS wavelet method for solving nonlinear Fredholm integro-differential equations of fractional order

In this paper we present a computational method for solving a class of nonlinear Fredholm integro-differential equations of fractional order which is based on CAS (Cosine And Sine) wavelets. The CAS wavelet operational matrix of fractional integration is derived and used to transform the equation to a system of algebraic equations. Some examples are included to demonstrate the validity and applicability of the technique.     

Analysis of the time fractional nonlinear diffusion equation from diffusion process

Under investigation in this paper is a time fractional nonlinear diffusion equation which can be utilized to express various diffusion processes. The symmetry of this considered equation has been obtained via fractional Lie group approach with the sense of Riemann-Liouville (R-L) fractional derivative. Based on the symmetry, this equation can be changed into an ordinary differential equation of fractional order. Moreover, some new invariant solutions of this considered equation are found. Lastly, utilising the Noether theorem and the general form of Noether type theorem, the conservation laws are yielded to the time fractional nonlinear diffusion equation, respectively. Our discovery that there are no conservation laws under the general form of Noether type theorem case. This result tells us the symmetry of this equation is not variational symmetry of the considered functional. These rich results can give us more information to interpret this equation.     

The method of integral transformations in inverse problems of anomalous diffusion

We consider an initial-boundary value problem for a multidimensional fractional diffusion equation. The aim of the paper is to construct an integral transformation which establishes a biunique correspondence between the fractional diffusion equation and the hyperbolic one. This transformation can be used for proving the uniqueness of the solution of the inverse problem for the fractional diffusion equation.     

Space-time fractional Schrödinger equation with time-independent potentials

We develop a space-time fractional Schrödinger equation containing Caputo fractional derivative and the quantum Riesz fractional operator from a space fractional Schrödinger equation in this paper. By use of the new equation we study the time evolution behaviors of the space-time fractional quantum system in the time-independent potential fields and two cases that the order of the time fractional derivative is between zero and one and between one and two are discussed respectively. The space-time fractional Schrödinger equation with time-independent potentials is divided into a space equation and a time one. A general solution, which is composed of oscillatory terms and decay ones, is obtained. We investigate the time limits of the total probability and the energy levels of particles when time goes to infinity and find that the limit values not only depend on the order of the time derivative, but also on the sign (positive or negative) of the eigenvalues of the space equation. We also find that the limit value of the total probability can be greater or less than one, which means the space-time fractional Schrödinger equation describes the quantum system where the probability is not conservative and particles may be extracted from or absorbed by the potentials. Additionally, the non-Markovian time evolution laws of the space-time fractional quantum system are discussed. The formula of the time evolution of the mechanical quantities is derived and we prove that there is no conservative quantities in the space-time fractional quantum system. We also get a Mittag-Leffler type of time evolution operator of wave functions and then establish a Heisenberg equation containing fractional operators.     

Thoughts on modeling complexity

The simplest and probably the most familiar model of statistical processes in the physical sciences is the random walk. This simple model has been applied to all manner of phenomena, ranging from DNA sequences to the firing of neurons. Herein we extend the random walk model beyond that of mimicking simple statistics to include long‐time memory in the dynamics of complex phenomena. We show that complexity can give rise to fractional‐difference stochastic processes whose continuum limit is a fractional Langevin equation, that is, a fractional differential equation driven by random fluctuations. Furthermore, the index of the inverse power‐law spectrum in many complex processes can be related to the fractional derivative index in the fractional Langevin equation. This fractional stochastic model suggests that a scaling process guides the dynamics of many complex phenomena. The alternative to the fractional Langevin equation is a fractional diffusion equation describing the evolution of the probability density for certain kinds of anomalous diffusion. © 2006 Wiley Periodicals, Inc. Complexity 11: 33–43, 2006     

Similarity solutions to nonlinear heat conduction and Burgers/Korteweg–deVries fractional equations

We analyze self-similar solutions to a nonlinear fractional diffusion equation and fractional Burgers/Korteweg–deVries equation in one spatial variable. By using Lie-group scaling transformation, we determined the similarity solutions. After the introduction of the similarity variables, both problems are reduced to ordinary nonlinear fractional differential equations. In two special cases exact solutions to the ordinary fractional differential equation, which is derived from the diffusion equation, are presented. In several other cases the ordinary fractional differential equations are solved numerically, for several values of governing parameters. In formulating the numerical procedure, we use special representation of a fractional derivative that is recently obtained.     

Numerical solution of fractional oscillator equation

We focus on a numerical scheme applied for a fractional oscillator equation in a finite time interval. This type of equation includes a complex form of left- and right-sided fractional derivatives. Its analytical solution is represented by a series of left and right fractional integrals and therefore is difficult in practical calculations. Here we elaborated two numerical schemes being dependent on a fractional order of the equation. The results of numerical calculations are compared with analytical solutions. Then we illustrate convergence and stability of our schemes.     

Numerical Solution for a Variable-Order Fractional Nonlinear Cable Equation via Chebyshev Cardinal Functions

In this paper, a variable-order fractional derivative nonlinear cable equation is considered. It is commonly accepted that fractional differential equations play an important role in the explanation of many physical phenomena. For this reason we need a reliable and efficient technique for the solution of fractional differential equations. This paper deals with the numerical solution of class of fractional partial differential equation with variable coefficient of fractional differential equation in various continues functions of spatial and time orders. Our main aim is to generalize the Chebyshev cardinal operational matrix to the fractional calculus. Finally, illustrative examples are included to demonstrate the validity and applicability of the presented technique.     

Fractional quasi AKNS‐technique for nonlinear space–time fractional evolution equations

This paper aims to formulate the fractional quasi‐inverse scattering method. Also, we give a positive answer to the following question: can the Ablowitz‐Kaup‐Newell‐Segur (AKNS) method be applied to the space–time fractional nonlinear differential equations? Besides, we derive the Bäcklund transformations for the fractional systems under study. Also, we construct the fractional quasi‐conservation laws for the considered fractional equations from the defined fractional quasi AKNS‐like system. The nonlinear fractional differential equations to be studied are the space–time fractional versions of the Kortweg‐de Vries equation, modified Kortweg‐de Vries equation, the sine‐Gordon equation, the sinh‐Gordon equation, the Liouville equation, the cosh‐Gordon equation, the short pulse equation, and the nonlinear Schrödinger equation.     

Exact solutions of nonlinear time fractional partial differential equations by sub‐equation method

In this article, the sub‐equation method is presented for finding the exact solutions of a nonlinear fractional partial differential equations. For this, the fractional complex transformation method has been used to convert fractional‐order partial differential equation to ordinary differential equation. The fractional derivatives are described in Jumarie's the modified Riemann–Liouville sense. We apply to this method for the nonlinear time fractional differential equations. With the aid of symbolic computation, a variety of exact solutions for them are obtained. Copyright © 2014 John Wiley & Sons, Ltd.     

分数阶微分方程边值问题解的存在性

应用Gteen函数将分数阶微分方程边值问题可转化为等价的积分方程．近来此方法被应用于讨论非线性分数阶微分方程边值问题解的存在性．讨论非线性分数阶微分方程边值问题,应用Green函数,将其转化为等价的积分方程,并设非线性项满足Caratheodory条件,利用非紧性测度的性质和M6nch’s不动点定理证明解的存在性．     

Approximate solution to the time–space fractional cubic nonlinear Schrodinger equation

By introducing the fractional derivatives in the sense of Caputo, we use the adomian decomposition method to construct the approximate solutions for the cubic nonlinear fractional Schordinger equation with time and space fractional derivatives. The exact solution of the cubic nonlinear Schrodinger equation is given as a special case of our approximate solution. This method is efficient and powerful in solving wide classes of nonlinear evolution fractional order equation.     

On a fractional sublinear elliptic equation with a variable coefficient

We study the existence and uniqueness of bounded weak solutions to a fractional sublinear elliptic equation with a variable coefficient, in the whole space. Existence is investigated in connection to a certain fractional linear equation, whereas the proof of uniqueness relies on uniqueness of weak solutions to an associated fractional porous medium equation with variable density.     

Martingale solutions of stochastic fractional nonlinear Schrödinger equation on a bounded interval*

This paper is concerned with stochastic fractional nonlinear Schrödinger equation, which plays a very important role in fractional nonrelativistic quantum mechanics. Due to disturbing and interacting of the fractional Laplacian operator on a bounded interval with white noise, the stochastic fractional nonlinear Schrödinger equation is too complicated to be understood. This paper would explore and analyze this stochastic fractional system. Using a suitable weighted space with some fractional operator skills, it overcame the difficulties coming from the fractional Laplacian operator on a bounded interval. Applying the tightness instead of the common compactness, and combining Prokhorov theorem with Skorokhod embedding theorem, it solved the convergence problem in the case of white noise. It finally established the existence of martingale solutions for the stochastic fractional nonlinear Schrödinger equation on a bounded interval.     

Bäcklund transformation of fractional Riccati equation and its applications to the space–time FDEs

In this paper, the Bäcklund transformation of fractional Riccati equation is presented to establish traveling wave solutions for two nonlinear space–time fractional differential equations in the sense of modified Riemann–Liouville derivatives, namely, the space–time fractional generalized reaction duffing equation and the space–time fractional diffusion reaction equation with cubic nonlinearity. The proposed method is effective and convenient for solving nonlinear evolution equations with fractional order. Copyright © 2014 John Wiley & Sons, Ltd.     

Traveling wave solutions for fractional partial differential equations arising in mathematical physics by an improved fractional Jacobi elliptic equation method

In this paper, combining with a new generalized ansätz and the fractional Jacobi elliptic equation, an improved fractional Jacobi elliptic equation method is proposed for seeking exact solutions of space‐time fractional partial differential equations. The fractional derivative used here is the modified Riemann‐Liouville derivative. For illustrating the validity of this method, we apply it to solve the space‐time fractional Fokas equation and the the space‐time fractional BBM equation. As a result, some new general exact solutions expressed in various forms including the solitary wave solutions, the periodic wave solutions, and Jacobi elliptic functions solutions for the two equations are found with the aid of mathematical software Maple. Copyright © 2016 John Wiley & Sons, Ltd.     

A possible way of estimating options with stable distributed underlying asset prices

Option pricing theory is considered when the underlying asset price satisfies a stochastic differential equation which is driven by random motions generated by stable distributions. The properties of the stable distributions are discussed and their connection with the theory of fractional Brownian motion is noted. This approach attempts to generalize the classical Black–Scholes formulation, to allow for the presence of fat tails in the distribution of log prices which leads to a diffusion equation involving fractional Brownian motion. The resulting option pricing via a hedging strategy approach is independently derived by constructing a backward Kolmogorov equation for a simple trinomial model where the probabilities are assumed to satisfy a particular fractional Taylor series due to Dzherbashyan and Nersesyan. To effect this development, some knowledge of fractional integration and differentiation is required so this is briefly reviewed. Consideration is also given to a different hedging strategy approach leading to a fractional Black–Scholes equation involving the market price of risk. Modification to the model is also considered such as the impact of transaction costs. A simple example of American options is also considered.     

New results on Fokker–Planck equations of fractional order

It is shown that the fractional Fokker–Planck equations proposed recently in the literature (by merely substituting time fractional derivative for time derivative) give rise to some problems in the sense that they provide probability densities which may have negative values. In the same way, one shows that the Kramers–Moyal equation can be thought of as related to fractal processes, but it is well known that it yields also negative densities. It seems that the key of this trouble is the misuse of the Chapman Kolmogorov equation on the one hand, and of the fractional difference on the other hand. In fact, there is a complete identification between Kramers–Moyal equation and Fokker–Planck equation of fractional order. After a careful analysis, one arrives at the conclusion that the fractional derivative in Liouville–Riemann (L–R) sense should be replaced by a slightly finite fractional derivative which involves finite difference, whilst L–R fractional derivative refers to difference of infinite order. The new fractional Fokker–Planck equation so obtained is displayed, and its solution via separation of variables is outlined. It seems that there is no alternative but to work via non-standard analysis, that is to say infinitesimal discretization in time.     

Dual characterization of fractional capacity via solution of fractional p-Laplace equation

In terms of weak solutions of the fractional p-Laplace equation with measure data, this paper offers a dual characterization for the fractional Sobolev capacity on bounded domain. In addition, two further results are given: one is an equivalent estimate for the fractional Sobolev capacity; the other is the removability of sets of zero capacity and its relation to solutions of the fractional p-Laplace equation.     

Quenching phenomenon of a time‐fractional diffusion equation with singular source term

In this paper, a time‐fractional diffusion equation with singular source term is considered. The Caputo fractional derivative with order 0<α ?1 is applied to the temporal variable. Under specific initial and boundary conditions, we find that the time‐fractional diffusion equation presents quenching solution that is not globally well‐defined as time goes to infinity. The quenching time is estimated by using the eigenfunction of linear fractional diffusion equation. Moreover, by implementing a finite difference scheme, we give some numerical simulations to demonstrate the theoretical analysis. Copyright © 2017 John Wiley & Sons, Ltd.