Asymptotic expansions for derivatives of stable laws

For the derivativesp ^(k)(x; α, γ) of the stable density of index α asymptotic formulae (of Plancherel Rotach type) are computed ask→∞ thereby exhibiting the detailed analytic structure for large orders of derivatives. Generalizing known results for the special case of the one-sided stable laws (O<α<1, γ=-α) the whole range for the index of stability and the asymmetry parameter γ is covered.     

Numerical method for solving diffusion-wave phenomena

We find solutions for the diffusion-wave problem in 1D with n-term time fractional derivatives whose orders belong to the intervals (0,1),(1,2) and (0,2) respectively, using the method of the approximation of the convolution by Laguerre polynomials in the space of tempered distributions. This method transfers the diffusion-wave problem into the corresponding infinite system of linear algebraic equations through the coefficients, which are uniquely solvable under some relations between the coefficients with index zero.The method is applicable for nonlinear problems too.     

On accurate product integration rules for linear fractional differential equations

This paper addresses the numerical solution of linear fractional differential equations with a forcing term. Competitive and highly accurate Product Integration rules are derived by starting from an equivalent formulation in terms of a Volterra integral equation with a generalized Mittag-Leffler function in the kernel. The error analysis is reported and aspects related to the computational complexity are treated. Numerical tests confirming the theoretical findings are presented.     

The role of the Fox–Wright functions in fractional sub-diffusion of distributed order

The fundamental solution of the fractional diffusion equation of distributed order in time (usually adopted for modelling sub-diffusion processes) is obtained based on its Mellin–Barnes integral representation. Such solution is proved to be related via a Laplace-type integral to the Fox–Wright functions. A series expansion is also provided in order to point out the distribution of time-scales related to the distribution of the fractional orders. The results of the time fractional diffusion equation of a single order are also recalled and then re-obtained from the general theory.     

Exponentially small expansions in the asymptotics of the Wright function

We consider exponentially small expansions present in the asymptotics of the generalised hypergeometric function, or Wright function, _pΨ_q(z) for large |z| that have not been considered in the existing theory. Our interest is principally with those functions of this class that possess either a finite algebraic expansion or no such expansion and with parameter values that produce exponentially small expansions in the neighbourhood of the negative real z axis. Numerical examples are presented to demonstrate the presence of these exponentially small expansions.     

Generalized Cauchy type problems for nonlinear fractional differential equations with composite fractional derivative operator

This paper is devoted to proving the existence and uniqueness of solutions to Cauchy type problems for fractional differential equations with composite fractional derivative operator on a finite interval of the real axis in spaces of summable functions. An approach based on the equivalence of the nonlinear Cauchy type problem to a nonlinear Volterra integral equation of the second kind and applying a variant of the Banach’s fixed point theorem to prove uniqueness and existence of the solution is presented. The Cauchy type problems for integro-differential equations of Volterra type with composite fractional derivative operator, which contain the generalized Mittag-Leffler function in the kernel, are considered. Using the method of successive approximation, and the Laplace transform method, explicit solutions of the open problem proposed by Srivastava and Tomovski (2009) [11] are established in terms of the multinomial Mittag-Leffler function.     

Duality and well-posedness in convex interpolation ∗)

We consider the problem for convex interpolation with minimal L_p norm of the second derivative, 1 < p < +α. Convergence of a class of dual methods is established and numerical results are presented. It is proved that if p 2 then the solution of the problem is locally Lipschitz with respect to the data in the uniform metric.     

Numerical method and analytical technique of the modified anomalous subdiffusion equation with a nonlinear source term

In this paper, we consider a modified anomalous subdiffusion equation with a nonlinear source term for describing processes that become less anomalous as time progresses by the inclusion of a second fractional time derivative acting on the diffusion term. A new implicit difference method is constructed. The stability and convergence are discussed using a new energy method. Finally, some numerical examples are given. The numerical results demonstrate the effectiveness of theoretical analysis.