Time-fractional telegraph equations and telegraph processes with Brownian time

DOI10.1007/S00440-003-0309-8zbMath1049.60062OpenAlexW2021967585MaRDI QIDQ1424399

Enzo Orsingher, Luisa Beghin

Publication date: 11 March 2004

Published in: Probability Theory and Related Fields (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s00440-003-0309-8

zbMATH Keywords

Mittag-Leffler functionwave equationfractional derivativesstable lawstelegraph equationiterated Brownian motionfractional heat

Mathematics Subject Classification ID

Fractional derivatives and integrals (26A33) Applications of stochastic analysis (to PDEs, etc.) (60H30) Mittag-Leffler functions and generalizations (33E12) Stable stochastic processes (60G52) Probabilistic methods for one variable harmonic analysis (42A61)

Related Items (only showing first 100 items - show all)

Continued-fraction expansion of transport coefficients with fractional calculus ⋮ Haar wavelets method for time fractional Riesz space telegraph equation with separable solution ⋮ Small ball probabilities for a class of time-changed self-similar processes ⋮ A new analytical modelling for fractional telegraph equation via Laplace transform ⋮ Fractional Relaxation Equations and Brownian Crossing Probabilities of a Random Boundary ⋮ A fully finite difference scheme for time-fractional telegraph equation involving Atangana Baleanu Caputo fractional derivative ⋮ Time-domain simulation of MIMO fractional systems ⋮ Time-inhomogeneous jump processes and variable order operators ⋮ On the time-fractional Cattaneo equation of distributed order ⋮ Implicit difference approximation for the time fractional diffusion equation ⋮ Reaction-diffusion systems and nonlinear waves ⋮ On the stability and convergence of the time-fractional variable order telegraph equation ⋮ Tau method for the numerical solution of a fuzzy fractional kinetic model and its application to the oil palm frond as a promising source of xylose ⋮ Finite difference scheme for a fractional telegraph equation with generalized fractional derivative terms ⋮ Theories of thermal stresses based on space-time-fractional telegraph equations ⋮ Analytical solutions for the multi-term time-fractional diffusion-wave/diffusion equations in a finite domain ⋮ Fundamental solution of the multi-dimensional time fractional telegraph equation ⋮ Time-Changed Processes Governed by Space-Time Fractional Telegraph Equations ⋮ Numerical solution of the two-sided space-time fractional telegraph equation via Chebyshev tau approximation ⋮ Crossover dynamics from superdiffusion to subdiffusion: models and solutions ⋮ Fractional exponential operators and time-fractional telegraph equation ⋮ Fractional non-linear, linear and sublinear death processes ⋮ Generalized time-fractional telegrapher's equation in transmission line modeling ⋮ Time-fractional telegraph equation with \(\psi\)-Hilfer derivatives ⋮ An efficient new perturbative Laplace method for space-time fractional telegraph equations ⋮ Nonlocal in-time telegraph equation and telegraph processes with random time ⋮ Random-time processes governed by differential equations of fractional distributed order ⋮ Modified Cauchy problem for a loaded second-order parabolic equation with constant coefficients ⋮ Existence results for an evolution problem with fractional nonlocal conditions ⋮ On solutions of fractional order telegraph partial differential equation by Crank-Nicholson finite difference method ⋮ Analytic solution of a class of fractional differential equations with variable coefficients by operatorial methods ⋮ Representation of exact solution for the time-fractional telegraph equation in the reproducing kernel space ⋮ Fractional pure birth processes ⋮ On a fractional linear birth-death process ⋮ Large deviations for fractional Poisson processes ⋮ Mild solutions for a problem involving fractional derivatives in the nonlinearity and in the non-local conditions ⋮ Time-fractional telegraph equation of distributed order in higher dimensions with hilfer fractional derivatives ⋮ On the approximation of time-fractional telegraph equations using localized kernel-based method ⋮ Finite difference approximation of a generalized time-fractional telegraph equation ⋮ Existence and uniqueness of mild solutions for abstract delay fractional differential equations ⋮ Numerical methods for solving the time-fractional telegraph equation ⋮ Numerical analysis of a two-parameter fractional telegraph equation ⋮ High order unconditionally stable difference schemes for the Riesz space-fractional telegraph equation ⋮ Well-posedness and regularity for fractional damped wave equations ⋮ Applications of inverse tempered stable subordinators ⋮ Fundamental solution of a loaded second-order parabolic equation with constant coefficients ⋮ A tau method based on Jacobi operational matrix for solving fractional telegraph equation with Riesz-space derivative ⋮ An efficient alternating direction implicit finite difference scheme for the three-dimensional time-fractional telegraph equation ⋮ Random time-changes and asymptotic results for a class of continuous-time Markov chains on integers with alternating rates ⋮ Investigation of sample paths properties for some classes of \(\varphi \)-sub-Gaussian stochastic processes ⋮ A non-local in time telegraph equation ⋮ Spectral analysis of fractional hyperbolic diffusion equations with random data ⋮ Mittag-Leffler stability for a Timoshenko problem ⋮ Subordination approach to multi-term time-fractional diffusion-wave equations ⋮ Double Laplace transform method for solving space and time fractional telegraph equations ⋮ Analytical solution for the time-fractional telegraph equation by the method of separating variables ⋮ Iterated stochastic processes: simulation and relationship with high order partial differential equations ⋮ Solutions of the main boundary value problems for the time-fractional telegraph equation by the Green function method ⋮ Space-time fractional equations and the related stable processes at random time ⋮ The analytical solution and numerical solution of the fractional diffusion-wave equation with damping ⋮ Solution of semi-boundless mixed problem for time-fractional telegraph equation ⋮ Analytical solution for the time-fractional telegraph equation ⋮ An approximate analytical solution of time-fractional telegraph equation ⋮ Nonexistence results for a fractional problem arising in thermal diffusion in fractal media ⋮ An approximation to solution of space and time fractional telegraph equations by He's variational iteration method ⋮ The distribution of the local time for ``pseudoprocesses and its connection with fractional diffusion equations ⋮ Composition of processes and related partial differential equations ⋮ Bessel processes and hyperbolic Brownian motions stopped at different random times ⋮ Fractional difference/finite element approximations for the time-space fractional telegraph equation ⋮ Polynomial decay of mild solutions to semilinear fractional differential equations with nonlocal initial conditions ⋮ Analytical solution of space-time fractional telegraph-type equations involving Hilfer and Hadamard derivatives ⋮ Fast second-order implicit difference schemes for time distributed-order and Riesz space fractional diffusion-wave equations ⋮ A class of efficient time-stepping methods for multi-term time-fractional reaction-diffusion-wave equations ⋮ The existence of mild and classical solutions for a second-order abstract fractional problem ⋮ Correlated fractional counting processes on a finite-time interval ⋮ The analytical solution and numerical solutions for a two-dimensional multi-term time fractional diffusion and diffusion-wave equation ⋮ Numerical analysis of two new finite difference methods for time-fractional telegraph equation ⋮ Fractional Klein-Gordon equations and related stochastic processes ⋮ Convolution-type derivatives, hitting-times of subordinators and time-changed \(C_0\)-semigroups ⋮ A new treatment based on hybrid functions to the solution of telegraph equations of fractional order ⋮ Application of the fractional Sturm-Liouville theory to a fractional Sturm-Liouville telegraph equation ⋮ Fractional diffusion equations and processes with randomly varying time ⋮ Temporal second-order difference methods for solving multi-term time fractional mixed diffusion and wave equations ⋮ Iterated elastic Brownian motions and fractional diffusion equations ⋮ Generalized differential transform method to space-time fractional telegraph equation ⋮ Subordination in a class of generalized time-fractional diffusion-wave equations ⋮ On Inhomogeneous Fractional Differential Equations in Banach Spaces ⋮ Probability distributions for the run-and-tumble models with variable speed and tumbling rate ⋮ Generalized least square homotopy perturbation solution of fractional telegraph equations ⋮ Chernoff approximation for semigroups generated by killed Feller processes and Feynman formulae for time-fractional Fokker-Planck-Kolmogorov equations ⋮ The fractional d'Alembert's formulas ⋮ Analytical solution for a generalized space-time fractional telegraph equation ⋮ Analytic and approximate solutions of the space- and time-fractional telegraph equations ⋮ Error analysis of fast L1 ADI finite difference/compact difference schemes for the fractional telegraph equation in three dimensions ⋮ Analytical solutions for the multi-term time-space fractional reaction-diffusion equations on an infinite domain ⋮ On a class of time-fractional differential equations ⋮ Fundamental solution of a distributed order time-fractional diffusion-wave equation as probability density ⋮ Waveform relaxation methods for fractional functional differential equations ⋮ Asymptotic profile for a two-terms time fractional diffusion problem ⋮ Lévy mixing related to distributed order calculus, subordinators and slow diffusions

This page was built for publication: Time-fractional telegraph equations and telegraph processes with Brownian time