On the solutions to a generalized fractional Cauchy problem

Fractional Cauchy problems replace the usual first-order time derivative by a fractional derivative. This paper develops classical solutions and stochastic analogues for fractional Cauchy problems in a bounded domain DR d with Dirichlet boundary conditions. Stochastic solutions are constructed via an inverse stable subordi- nator whose scaling index corresponds to the order of the fractional time derivative. Dirichlet problems corresponding to iterated Brow- nian motion in a bounded domain are then solved by establishing a correspondence with the case of a half-derivative in time. 1. Introduction. In this paper, we extend the approach of Meerschaert and Scheffler ( 23) and Meerschaert et al. (24) to fractional Cauchy problems on bounded domains. Our methods involve eigenfunction expansions, killed Markov processes and inverse stable subordinators. In a recent related paper (7), we establish a connection between fractional Cauchy problems with index β = 1/2 on an unbounded domain, and iterated Brownian motion (IBM), defined as Zt = B(|Yt|), where B is a Brownian motion with values in R d and Y is an independent one-dimensional Brownian motion. Since IBM is also the stochastic solution to a Cauchy problem involving a fourth-order derivative in space (2, 14), that paper also establishes a connection between certain higher-order Cauchy problems and their time-fractional analogues. More generally, Baeumer, Meerschaert and Nane (7) shows a connection between fractional Cauchy problems with β = 1/2 and higher-order Cauchy problems that involve the square of the generator. In the present paper, we

In this work, we prove the existence and uniqueness of mild solution of the fractional conformable Cauchy problem with nonlocal condition. We obtained these results by applying the fixed point theorems precisely to the fixed point theorem of Krasnoselskii and Banach’s fixed point theorem. At the end, we provide application.

The definition of Caputo fractional derivative is given and some of its properties are discussed in detail. After then, the existence of the solution and the dependency of the solution upon the initial value for Cauchy type problem with fractional Caputo nabla derivative are studied. Also the explicit solutions to homogeneous equations and nonhomogeneous equations are derived by using Laplace transform method.

A class of time-fractional Dirac type operators

This article deals with some existence results of solutions for a class of differential equations involving the Caputo–Hadamard fractional derivative in Frechet spaces. These results are based on a generalization of the classical Darbo fixed point theorem for Frechet spaces associated with the concept of measure of noncompactness. We illustrate our results by an example.

A Brownian time process is a Markov process subordinated to the absolute value of an independent one-dimensional Brownian motion. Its transition densities solve an initial value problem involving the square of the generator of the original Markov process. An apparently unrelated class of processes, emerging as the scaling limits of continuous time random walks, involves subordination to the inverse or hitting time process of a classical stable subordinator. The resulting densities solve fractional Cauchy problems, an extension that involves fractional derivatives in time. In this paper, we will show a close and unexpected connection between these two classes of processes and, consequently, an equivalence between these two families of partial differential equations.

ABSTRACTWe investigate anomalous diffusion on compact Riemannian manifolds, modeled by time-changed Brownian motions. These stochastic processes are governed by equations involving the Laplace–Beltrami operator and a time-fractional derivative of order β ∈ (0, 1). We also consider time dependent random fields that can be viewed as random fields on randomly varying manifolds.

<p style='text-indent:20px;'>We are devoted to fractional abstract Cauchy problems. Required conditions on spaces and operators are given guaranteeing existence and uniqueness of solutions. An inverse problem is also studied. Applications to partial differential equations are given to illustrate the abstract fractional degenerate differential problems.

In the theory of Banach algebras, we use the Schauder fixed-point theorem to obtain some results that concern the existence property for mild solutions of fractional Cauchy problems that involve the Lie bracket operator, the almost sectorial operator, and the φ−Hilfer derivative operator. For any Banach algebra and in two types of non-compact associated semigroups and compact associated semigroups, we prove some properties of the existence of these mild solutions using the Hausdorff measure of a non-compact associated semigroup in the collection of bounded sets. That is, we obtain the existence property of mild solutions when the semigroup associated with an almost sectorial operator is compact as well as non-compact. Some examples are introduced as applications for our results in commutative real Banach algebra R and commutative Banach algebra of the collection of continuous functions in R.

Applications of inverse tempered stable subordinators

This paper presents a comprehensive analytical framework for constructing finite-rank solution to second-order conformable fractional abstract Cauchy problem. We examine the mathematical structure:% \begin{equation*} Eu^{(2\alpha )}(t)+Au^{(\alpha )}(t)+Bu(t)=f(t) \end{equation*} subject to prescribed initial conditions $u(0)=u_{0}$ and $u^{(\alpha )}(0)=u_{0}^{(\alpha )},$ where $A,$ $B$ and $E$ represent closed linear operators acting on a Banach space $X,$ $f:[0,\infty )\rightarrow X$ is continuous, and $u$ is continuously differentiable on $[0,\infty ).$ Our analytical methodology exploits tensor product decomposition techniques to transform the problem into finite-dimensional systems. This work proves solution existence and uniqueness under specific conditions, and provides computational methods for many types of this problem.

This paper explicitly computes the transition densities of a spectrally negative stable process with index greater than one, reflected at its infimum. First we derive the forward equation using the theory of sun-dual semigroups. The resulting forward equation is a boundary value problem on the positive half-line that involves a negative Riemann-Liouville fractional derivative in space, and a fractional reflecting boundary condition at the origin. Then we apply numerical methods to explicitly compute the transition density of this space-inhomogeneous Markov process, for any starting point, to any desired degree of accuracy. Finally, we discuss an application to fractional Cauchy problems, which involve a positive Caputo fractional derivative in time.

We consider a fractional counting process with jumps of amplitude 1,2,...,k, withk∈N, whoseprobabilitiessatisfy a suitablesystemoffractionaldifference-differential equations. We obtain the moment generating function and the probability law of the result- ing process in terms of generalized Mittag-Leffler functions. We also discuss two equiv- alent representations both in terms of a compound fractional Poisson process and of a subordinator governed by a suitable fractional Cauchy problem. The first occurrence time of a jump of fixed amplitude is proved to have the same distribution as the waiting time of the first event of a classical fractional Poisson process, this extending a well-known property of the Poisson process. When k = 2 we also express the distribution of the first passage time of the fractional counting process in an integral form. Finally, we show that the ratios given by the powers of the fractional Poisson process and of the countingprocess over their means tend to 1 in probability.

Uniform stability and decay rate of solutions for fractional Cauchy problems

Asymptotic behavior of mild solutions to fractional Cauchy problems in Banach spaces