General fractional calculus, evolution equations, and renewal processes

DOI10.1007/S00020-011-1918-8zbMATH Open1250.26006OpenAlexW2011412006MaRDI QIDQ429735FDOQ429735

Authors Anatoly N. Kochubei

Publication date 20 June 2012

Published in Integral Equations and Operator Theory (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1105.1239

zbMATH Keywords

renewal processfractional calculuscomplete Bernstein functiondifferential-convolution operatorrelaxation equation

Mathematics Subject Classification ID

Fractional derivatives and integrals (26A33) Fractional ordinary differential equations (34A08) Renewal theory (60K05)

Abstract: We develop a kind of fractional calculus and theory of relaxation and diffusion equations associated with operators in the time variable, of the form $(Du)(t)=fracddtintlimit{s}_0^{t}k(t-au)u(au),dau-k(t)u(0)$ where $k$ is a nonnegative locally integrable function. Our results are based on the theory of complete Bernstein functions. The solution of the Cauchy problem for the relaxation equation $Du=-lambdau$, $lambda>0$, proved to be (under some conditions upon $k$) continuous on $[(0,infty)$ and completely monotone, appears in the description by Meerschaert, Nane, and Vellaisamy of the process $N(E(t))$ as a renewal process. Here $N(t)$ is the Poisson process of intensity $lambda$, $E(t)$ is an inverse subordinator.

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• The Volterra type equations related to the non-Debye relaxation
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• Semi-fractional diffusion equations
• Fractional calculus via Laplace transform and its application in relaxation processes
• Strong dissipativity of generalized time-fractional derivatives and quasi-linear (stochastic) partial differential equations
• Stability analysis of a class of integral equations with not necessarily differentiable solutions
• A note on the article ``Anomalous relaxation model based on the fractional derivative with a Prabhakar-like kernel
• Spectral analysis of fractional hyperbolic diffusion equations with random data
• Decay estimates for time-fractional and other non-local in time subdiffusion equations in \(\mathbb R^d\)
• On complete monotonicity of three parameter Mittag-Leffler function
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• Why fractional derivatives with nonsingular kernels should not be used
• Identification of a space-dependent source term in a nonlocal problem for the general time-fractional diffusion equation
• Time-non-local Pearson diffusions
• Duality of fractional systems
• Models of space-time random fields on the sphere
• On univariate fractional calculus with general bivariate analytic kernels
• A derivative concept with respect to an arbitrary kernel and applications to fractional calculus
• On semi-Markov processes and their Kolmogorov's integro-differential equations
• Existence results for semilinear fractional differential equations via Kuratowski measure of noncompactness
• Fundamental solution of a distributed order time-fractional diffusion-wave equation as probability density
• Stability, instability, and blowup for time fractional and other nonlocal in time semilinear subdiffusion equations
• Stochastic representation of solution to nonlocal-in-time diffusion
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• Semi-Markov processes, integro-differential equations and anomalous diffusion-aggregation
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• Cauchy problem for general time fractional diffusion equation
• Nonlocal in-time telegraph equation and telegraph processes with random time
• Generalized Langevin equation and the Prabhakar derivative
• An operational calculus formulation of fractional calculus with general analytic kernels
• Convolution series and the generalized convolution Taylor formula
• Stability of fractional-order systems with Prabhakar derivatives
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• Completely monotone multinomial Mittag-Leffler type functions and diffusion equations with multiple time-derivatives
• Space-time duality for semi-fractional diffusions
• Asymptotic behavior of the subordinated traveling waves
• Abstract Cauchy problems for the generalized fractional calculus
• Non-Debye relaxations: the characteristic exponent in the excess wings model
• On fractional heat equation
• General time-fractional diffusion equation: some uniqueness and existence results for the initial-boundary-value problems
• Subordination in a class of generalized time-fractional diffusion-wave equations
• On fractional calculus with general analytic kernels
• Regularity and stability analysis for a class of semilinear nonlocal differential equations in Hilbert spaces
• Fractional equations via convergence of forms
• Properties of the Caputo-Fabrizio fractional derivative and its distributional settings
• Inverting of generalized Riemann-Liouville operator by means of integral Laplace transform
• Stochastic solutions for time-fractional heat equations with complex spatial variables
• Models of dielectric relaxation based on completely monotone functions
• On the fractional Poisson process and the discretized stable subordinator
• First passage times for some classes of fractional time-changed diffusions
• Time-dependent Schrödinger-like equation with nonlocal term
• Positivity, monotonicity, and convexity for convolution operators
• Well-posedness of general Caputo-type fractional differential equations
• Comb Model with Slow and Ultraslow Diffusion
• Nonlocal statistical mechanics: general fractional Liouville equations and their solutions
• Convolution-type derivatives, hitting-times of subordinators and time-changed \(C_0\)-semigroups
• Extended Chen: a new class of chaotic fractional-order systems
• Langevin equation for a free particle driven by power law type of noises
• Diffusion equations with general nonlocal time and space derivatives
• Fractional kinetic hierarchies and intermittency
• A comment on a controversial issue: a generalized fractional derivative cannot have a regular kernel
• Fractional calculus: D'où venons-nous? Que sommes-nous? Où allons-nous? (Contributions to Round Table Discussion held at ICFDA 2016)
• Time-inhomogeneous jump processes and variable order operators
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• Inverse problems for a generalized subdiffusion equation with final overdetermination
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• Comparison principles for solutions to the fractional differential inequalities with the general fractional derivatives and their applications
• Wave equation in fractional Zener-type viscoelastic media involving Caputo-Fabrizio fractional derivatives
• Fractional diffusion equation with distributed-order Caputo derivative
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• Elastic drifted Brownian motions and non-local boundary conditions
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• Generalized fractional calculus and some models of generalized counting processes
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• Analyzing inverse backward problem in nonlinear integro-differential equation with memory kernel
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• The Havriliak–Negami and Jurlewicz–Weron–Stanislavsky relaxation models revisited: memory functions based study
• Parametric general fractional calculus: nonlocal operators acting on function with respect to another function
• Stability and regularity in inverse source problem for generalized subdiffusion equation perturbed by locally Lipschitz sources
• On stability of an approximate solution of the Cauchy problem for some first-order integrodifferential equations

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