General fractional calculus, evolution equations, and renewal processes

DOI10.1007/S00020-011-1918-8MaRDI QIDQ429735zbMATHOpenAlexFDO

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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• Semi-fractional diffusion equations
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• 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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• 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
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• Existence results for semilinear fractional differential equations via Kuratowski measure of noncompactness
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• Stability, instability, and blowup for time fractional and other nonlocal in time semilinear subdiffusion equations
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• Asymptotic behavior of the subordinated traveling waves
• Abstract Cauchy problems for the generalized fractional calculus
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• Regularity and stability analysis for a class of semilinear nonlocal differential equations in Hilbert spaces
• Fractional equations via convergence of forms
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• 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
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• Time-dependent Schrödinger-like equation with nonlocal term
• Positivity, monotonicity, and convexity for convolution operators
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• 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
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• Langevin equation for a free particle driven by power law type of noises
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• Fractional kinetic hierarchies and intermittency
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• On stability of an approximate solution of the Cauchy problem for some first-order integrodifferential equations

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