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.     

Some linear fractional stochastic equations

Using the multiple stochastic integrals, we prove an existence and uniqueness result for a linear stochastic equation driven by the fractional Brownian motion with any Hurst parameter. We study both the one- and two-parameter cases. When the drift is zero, we show that in the one-parameter case the solution is an exponential—thus positive—function while in the two-parameter setting the solution is negative on a non-negligible set.     

分数阶广义扰动热波方程

研究了一类分数阶广义非线性扰动热波方程.首先用奇异慑动方法,求出了分数阶广义非线性扰动热波方程初始边值问题的任意次近似解析解.然后利用泛函分析不动点定理证明了它的一致有效性,最后简述了它的物理意义.求得的近似解析解,弥补了单纯用数值方法求模拟解的不足.     

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.     

Subordination and superordination for univalent solutions for fractional differential equations

In this article, we establish the existence and uniqueness of univalent solution for fractional differential equation. Moreover, we illustrate some properties of this solution containing differential and integral subordination properties.     

Analytic solution of a class of fractional differential equations with variable coefficients by operatorial methods

In this note we show the analytic solution of a class of fractional differential equations with variable coefficients by using operatorial methods. Taking inspiration from previous papers by Dattoli et al. [4], [5] and [6] about spectral properties of Laguerre derivative, we here generalize some of their results to fractional evolution equations. Besides that, we have two interesting generalized examples. One is about telegraph equation with time dependent coefficient. The other, that could be of some interest for realistic applications, is the fractional diffusion with a space-dependent diffusion coefficient.     

Fractional differential equations solved by using Mellin transform

In this paper, the solution of the multi-order differential equations, by using Mellin transform, is proposed. It is shown that the problem related to the shift of the real part of the argument of the transformed function, arising when the Mellin integral operates on the fractional derivatives, may be overcame. Then, the solution may be found for any fractional differential equation involving multi-order fractional derivatives (or integrals). The solution is found in the Mellin domain, by solving a linear set of algebraic equations, whose inverse transform gives the solution of the fractional differential equation at hands.     

Fractional Bilinear Stochastic Equations with the Drift in the First Fractional Chaos

Abstract

In the paper we compute the explicit form of the fractional chaos decomposition of the solution of a fractional stochastic bilinear equation with the drift in the fractional chaos of order one and initial condition in a finite fractional chaos. The large deviations principle is also obtained for the one-dimensional distributions of the solution of the equation perturbed by a small noise.     

Numerical Solution of the Bagley-Torvik Equation

We consider the numerical solution of the Bagley-Torvik equation Ay(t) + BD _* ^3/2 y(t) + Cy(t) = f(t), as a prototype fractional differential equation with two derivatives. Approximate solutions have recently been proposed in the book and papers of Podlubny in which the solution obtained with approximate methods is compared to the exact solution. In this paper we consider the reformulation of the Bagley-Torvik equation as a system of fractional differential equations of order 1/2. This allows us to propose numerical methods for its solution which are consistent and stable and have arbitrarily high order. In this context we specifically look at fractional linear multistep methods and a predictor-corrector method of Adams type.     

Continuation and maximal regularity of fractional-order evolution equation

The Cauchy problem of the homogeneous fractional-order evolution equation and evolutionary integral equation have been considered in [J. Fract. Calc. 7 (1995) 89] and [Korean J. Comput. Appl. Math. 9 (2002) 525]. The existence and uniqueness of the solution have been proved and the continuation of the solution and its fractional order derivative has been proved. Here we study the maximal regularity, continuation and some other properties of the Cauchy problem of the non-homogeneous fractional order evolution equation.     

Maximum principles for a time–space fractional diffusion equation

In this paper, we focus on maximum principles of a time–space fractional diffusion equation. Maximum principles for classical solution and weak solution are all obtained by using properties of the time fractional derivative operator and the fractional Laplace operator. We deduce maximum principles for a full fractional diffusion equation, other than time-fractional and spatial-integer order diffusion equations.     

Approximate solutions of fractional Zakharov–Kuznetsov equations by VIM

This paper presents the approximate analytical solution of a fractional Zakharov–Kuznetsov equation with the help of the powerful variational iteration method. The fractional derivatives are described in the Caputo sense. Several examples are given and the results are compared to exact solutions. The results show that the variational iteration method is very effective, convenient and simple to use.     

Stochastic elastic equation driven by fractional Brownian motion

In this paper, we consider the stochastic elastic equation driven by a cylindrical fractional Brownian motion. The regularities of the solution to the linear stochastic problem corresponding to the stochastic elastic equation are proved. Then, we obtain the existence of the solution using the Picard iteration.     

Analytical and numerical treatment of a fractional integro-differential equation of volterra-type

An analytical treatment of a fractional generalisation of the free electron laser (FEL) equation is given, whereby a closed form solution is obtained in terms of Kummer functions Φ(a, c; z). Subsequently, Tau method approximation of these functions facilitates the numerical evaluation of the solution of the FEL equation.     

Existence of solutions for fractional differential equation three-point boundary value problems

In this paper, by using some fixed point theorems, the existence of unique solution and the existence of at least one solution for a fractional differential equation three-point boundary value problems are established. Finally, some illustrative examples are presented to demonstrate the validity of the main results.     

Tikhonov regularization method for a backward problem for the time-fractional diffusion equation

This paper is devoted to solve a backward problem for a time-fractional diffusion equation with variable coefficients in a general bounded domain by the Tikhonov regularization method. Based on the eigenfunction expansion of the solution, the backward problem for searching the initial data is changed to solve a Fredholm integral equation of the first kind. The conditional stability for the backward problem is obtained. We use the Tikhonov regularization method to deal with the integral equation and obtain the series expression of solution. Furthermore, the convergence rates for the Tikhonov regularized solution can be proved by using an a priori regularization parameter choice rule and an a posteriori regularization parameter choice rule. Two numerical examples in one-dimensional and two-dimensional cases respectively are investigated. Numerical results show that the proposed method is effective and stable.     

On a stochastic fractional partial differential equation driven by a Lévy space-time white noise

We study the existence and uniqueness of the global mild solution for a stochastic fractional partial differential equation driven by a Lévy space-time white noise. Moreover, the flow property for the solution is also studied.     

Existence and uniqueness of solutions of initial value problems for nonlinear langevin equation involving two fractional orders

The solvability of initial value problems for nonlinear Langevin equation involving two fractional orders are discussed in this paper. An existence result for the solution is obtained using the Leray–Schauder nonlinear alternative. In addition, sufficient conditions for unique solution are established under the Banach contraction principle. The existence results for the initial value problems of nonlinear classical Langevin equation follow as a special case of our results.     

On an extension of Rolle's theorem to locally convex spaces

This work concerns the extension of a weak form of the Rolle's theorem to locally convex spaces that satisfy an axiom of separation. The result provides a condition for asserting the uniqueness of a solution to nonlinear functional equations, including nonlinear integro-differential equations. We use the extended Rolle's theorem to prove the uniqueness of a solution to a nonlinear, fractional differential equation.     

Stochastic Burgers' equation driven by fractional Brownian motion

In this paper, we consider the stochastic Burgers' equation driven by a genuine cylindrical fractional Brownian motion with Hurst parameter . We first prove the regularities of the solution to the linear stochastic problem corresponding to the stochastic Burgers' equation. Then we obtain the local and global existence and uniqueness results for the stochastic Burgers' equation.