Fractional diffusions with time-varying coefficients

DOI10.1063/1.4931477zbMath1337.60064arXiv1501.04806OpenAlexW2108565339MaRDI QIDQ3192725

Federico Polito, Roberto Garra, Enzo Orsingher

Publication date: 13 October 2015

Published in: Journal of Mathematical Physics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1501.04806

zbMATH Keywords

fractional Brownian motiontime-varying coefficientsCaputo fractional derivativesfractional diffusions

Mathematics Subject Classification ID

Fractional processes, including fractional Brownian motion (60G22) Fractional derivatives and integrals (26A33) Diffusion processes (60J60) Fractional partial differential equations (35R11)

Related Items (13)

Fundamental solution of the tempered fractional diffusion equation ⋮ Two regularization methods for identifying the source term problem on the time-fractional diffusion equation with a hyper-Bessel operator ⋮ Variations of the solution to a fourth order time-fractional stochastic partial integro-differential equation ⋮ Applications of Erdélyi-Kober fractional integral for solving time-fractional Tricomi-Keldysh type equation ⋮ Fractional Brownian motions ruled by nonlinear equations ⋮ On solvability of the non-local problem for the fractional mixed-type equation with Bessel operator ⋮ Subdiffusion with time-dependent coefficients: improved regularity and second-order time stepping ⋮ Stochastic solutions of conformable fractional Cauchy problems ⋮ Analysis of dual Bernstein operators in the solution of the fractional convection-diffusion equation arising in underground water pollution ⋮ Identifying the space source term problem for a generalization of the fractional diffusion equation with hyper-Bessel operator ⋮ Chernoff approximation for semigroups generated by killed Feller processes and Feynman formulae for time-fractional Fokker-Planck-Kolmogorov equations ⋮ Existence results for a generalization of the time-fractional diffusion equation with variable coefficients ⋮ Stochastic solutions of generalized time-fractional evolution equations

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