Tempered fractional calculus

DOI10.1016/J.JCP.2014.04.024zbMATH Open1349.26017OpenAlexW2119104548WikidataQ35734658 ScholiaQ35734658MaRDI QIDQ349902FDOQ349902

Farzad Sabzikar, J. Chen, Mark M. Meerschaert

Publication date: 5 December 2016

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

Full work available at URL: http://europepmc.org/articles/pmc4465221

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zbMATH Keywords

random walkfractional calculusanomalous diffusion

Mathematics Subject Classification ID

Fractional processes, including fractional Brownian motion (60G22) Fractional derivatives and integrals (26A33)

Cites Work

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Cited In (only showing first 100 items - show all)

• Characterization of image spaces of Riemann-Liouville fractional integral operators on Sobolev spaces \(W^{m,p} (\Omega)\)
• New modified conformable fractional integral inequalities of Hermite-Hadamard type with applications
• Applying new fixed point theorems on fractional and ordinary differential equations
• Parameter estimation for ARTFIMA time series
• High order algorithm for the time-tempered fractional Feynman-Kac equation
• High Order Algorithms for the Fractional Substantial Diffusion Equation with Truncated Lévy Flights
• A high-order numerical algorithm for two-dimensional time-space tempered fractional diffusion-wave equation
• Stability and convergence of the Crank-Nicolson scheme for a class of variable-coefficient tempered fractional diffusion equations
• Tempered fractional order compartment models and applications in biology
• Well-posedness and numerical approximation of tempered fractional terminal value problems
• A fast preconditioned policy iteration method for solving the tempered fractional HJB equation governing American options valuation
• High-order numerical approximation formulas for Riemann-Liouville (Riesz) tempered fractional derivatives: construction and application (I)
• Spatial dispersion of elastic waves in a bar characterized by tempered nonlocal elasticity
• Generalized Langevin equation with tempered memory kernel
• Finite element method for a symmetric tempered fractional diffusion equation
• A preconditioning technique for all-at-once system from the nonlinear tempered fractional diffusion equation
• Laguerre functions and their applications to tempered fractional differential equations on infinite intervals
• Numerical algorithms for the time-space tempered fractional Fokker-Planck equation
• The numerical simulation of the tempered fractional Black-Scholes equation for European double barrier option
• Solutions of fractional logistic equations by Euler's numbers
• Drifted Brownian motions governed by fractional tempered derivatives
• Numerical schemes for a class of tempered fractional integro-differential equations
• Tempered fractional stable motion
• Fundamental solution of the tempered fractional diffusion equation
• Existence, uniqueness and numerical analysis of solutions of tempered fractional boundary value problems
• What is the fractional Laplacian? A comparative review with new results
• Time-fractional Allen-Cahn equations: analysis and numerical methods
• Tempered fractional differential equation: variational approach
• Tempered Fractional Sturm--Liouville EigenProblems
• Abstract Cauchy problems for the generalized fractional calculus
• Well-posedness and numerical algorithm for the tempered fractional differential equations
• A Fast Finite Difference Method for Tempered Fractional Diffusion Equations
• Fractional calculus in abstract space and its application in fractional Dirichlet type problems
• A fast preconditioned penalty method for American options pricing under regime-switching tempered fractional diffusion models
• Finite-time attractivity for semilinear tempered fractional wave equations
• Fractional Cauchy problem on random snowflakes
• Tempered and Hadamard-type fractional calculus with respect to functions
• Tempered Mittag-Leffler stability of tempered fractional dynamical systems
• Partial topology identification of tempered fractional‐order complex networks via synchronization method
• A High Order Finite Difference Method for Tempered Fractional Diffusion Equations with Applications to the CGMY Model
• Fractional calculus with exponential memory
• Optimal nonlinear dynamics modeling method for big data based on fractional calculus and simulated annealing
• Fractional diffusion on bounded domains
• Certain Grüss-type inequalities via tempered fractional integrals concerning another function
• On some analytic properties of tempered fractional calculus
• Nonlocal-In-Time Dynamics and Crossover of Diffusive Regimes
• A computationally efficient method for tempered fractional differential equations with application
• Tempered Hermite process
• A fourth-order scheme for space fractional diffusion equations
• Third order difference schemes (without using points outside of the domain) for one sided space tempered fractional partial differential equations
• A robust preconditioner for two-dimensional conservative space-fractional diffusion equations on convex domains
• An inverse problem approach to determine possible memory length of fractional differential equations
• Towards a unified theory of fractional and nonlocal vector calculus
• Analysis and numerical approximation of tempered fractional calculus of variations problems
• nPINNs: nonlocal physics-informed neural networks for a parametrized nonlocal universal Laplacian operator. Algorithms and applications
• Collocation methods for terminal value problems of tempered fractional differential equations
• Tempered fractional Brownian motion: wavelet estimation, modeling and testing
• ADI finite element Galerkin methods for two-dimensional tempered fractional integro-differential equations
• On the solution of two-sided fractional ordinary differential equations of Caputo type
• A fast numerical solution of the <scp>3D</scp> nonlinear tempered fractional integrodifferential equation
• INVERSE PROBLEMS FOR A GENERALIZED SUBDIFFUSION EQUATION WITH FINAL OVERDETERMINATION
• Applications of inverse tempered stable subordinators
• Numerical schemes of the time tempered fractional Feynman-Kac equation
• The implicit midpoint method for Riesz tempered fractional diffusion equation with a nonlinear source term
• Fast predictor-corrector approach for the tempered fractional differential equations
• Computational solutions of the tempered fractional wave-diffusion equation
• Local discontinuous Galerkin methods for the time tempered fractional diffusion equation
• High-order numerical approximation formulas for Riemann-Liouville (Riesz) tempered fractional derivatives: construction and application. II.
• On periodic solutions for implicit nonlinear Caputo tempered fractional differential problems
• Convergence analysis of a LDG method for tempered fractional convection–diffusion equations
• On generalized fractional operators and related function spaces with applications
• Existence, uniqueness and stability analysis of a tempered fractional order thermistor boundary value problems
• Variational approach for tempered fractional Sturm-Liouville problem
• Approximate inversion for Abel integral operators of variable exponent and applications to fractional Cauchy problems
• Tempered linear and non-linear time series models and their application to heavy-tailed solar flare data
• An inverse problem for a two‐dimensional diffusion equation with arbitrary memory kernel
• A second-order finite difference scheme for nonlinear tempered fractional integrodifferential equations in three dimensions
• Crank-Nicolson ADI finite difference/compact difference schemes for the 3D tempered integrodifferential equation associated with Brownian motion
• Tempered fractional LES modeling
• A comprehensive study on Milne-type inequalities with tempered fractional integrals
• Infinite system of nonlinear tempered fractional order BVPs in tempered sequence spaces
• On a new version of Hermite-Hadamard-type inequality based on proportional Caputo-hybrid operator
• New error bounds for Newton's formula associated with tempered fractional integrals
• TEMPERED FRACTIONAL CALCULUS ON TIME SCALE FOR DISCRETE-TIME SYSTEMS
• Optimality conditions involving the Mittag-Leffler tempered fractional derivative
• Some new tempered fractional Pólya-Szegö and Chebyshev-type inequalities with respect to another function
• Lyapunov stability analysis for nonlinear nabla tempered fractional order systems
• A robust numerical scheme for solving Riesz-tempered fractional reaction-diffusion equations
• Note on Newton-type inequalities involving tempered fractional integrals
• Explicit representation of characteristic function of tempered α‐stable Ornstein–Uhlenbeck process
• On Caputo tempered implicit fractional differential equations in \(b\)-metric spaces
• Asymptotic theory for near integrated processes driven by tempered linear processes
• Numerical approaches to the functional distribution of anomalous diffusion with both traps and flights
• Analysing Milne-type inequalities by using tempered fractional integrals
• Random time-changes and asymptotic results for a class of continuous-time Markov chains on integers with alternating rates
• Some inequalities for multiplicative tempered fractional integrals involving the \(\lambda \)-incomplete gamma functions
• A review of definitions of fractional differences and sums
• Existence of solutions to the iterative system of nonlinear two-point tempered fractional order boundary value problems
• Divergence of an integral of a process with small ball estimate
• DIFFERENTIAL EQUATIONS WITH TEMPERED Ψ-CAPUTO FRACTIONAL DERIVATIVE

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