General fractional calculus, evolution equations, and renewal processes

DOI10.1007/S00020-011-1918-8MaRDI QIDQ429735zbMATH OpenOpenAlexFDO

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

complete Bernstein functiondifferential-convolution operatorfractional calculusrelaxation equationrenewal process

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.

Recommendations

• A fractional generalization of the Poisson processes
• The fractional Poisson process and the inverse stable subordinator
• Generalized fractional evolution equation
• Fractional time evolution
• A renewal process of Mittag-Leffler type.

Cites work

• Analytic methods in the theory of differential and pseudo-differential equations of parabolic type
• Anomalous diffusion without scale invariance
• Boundary value problems for multi-term fractional differential equations
• Boundary value problems for the generalized time-fractional diffusion equation of distributed order
• Cauchy and nonlocal multi-point problems for distributed order pseudo-differential equations. I
• Distributed order calculus and equations of ultraslow diffusion
• Distributed order derivatives and relaxation patterns
• Distributed-order calculus: An operator-theoretic interpretation
• scientific article; zbMATH DE number 3979513 (Why is no real title available?)
• scientific article; zbMATH DE number 4004965 (Why is no real title available?)
• scientific article; zbMATH DE number 3349081 (Why is no real title available?)
• scientific article; zbMATH DE number 2208470 (Why is no real title available?)
• scientific article; zbMATH DE number 2217537 (Why is no real title available?)
• Integral equations of the first kind of Sonine type
• Polynomial boundedness of eigensolutions and the spectrum of Schrödinger operators
• Renewal processes of Mittag-Leffler and Wright type
• Stochastic model for ultraslow diffusion
• The fractional Poisson process and the inverse stable subordinator
• The Solution of Algebraic and Transcendental Equations by Iteration
• The Two Forms of Fractional Relaxation of Distributed Order
• Time distributed-order diffusion-wave equation. I. Volterra-type equation
• Time-fractional diffusion of distributed order
• Triangular array limits for continuous time random walks
• Volterra integro-differential equations with accretive nonlinearity

Cited in

(only showing first 100 items - show all)

• On semi-Markov processes and their Kolmogorov's integro-differential equations
• From continuous time random walks to the generalized diffusion equation
• Properties of the Caputo-Fabrizio fractional derivative and its distributional settings
• Generalized Langevin equation and the Prabhakar derivative
• On the maximum principle for a time-fractional diffusion equation
• Well-posedness of general Caputo-type fractional differential equations
• Langevin equation for a free particle driven by power law type of noises
• Stochastic representation of solution to nonlocal-in-time diffusion
• Spectral analysis of fractional hyperbolic diffusion equations with random data
• On fractional calculus with general analytic kernels
• Space-time duality for semi-fractional diffusions
• On fractional heat equation
• Completely monotone multinomial Mittag-Leffler type functions and diffusion equations with multiple time-derivatives
• Asymptotic behavior of the subordinated traveling waves
• Non-Debye relaxations: smeared time evolution, memory effects, and the Laplace exponents
• Semi-Markov processes, integro-differential equations and anomalous diffusion-aggregation
• Abstract Cauchy problems for the generalized fractional calculus
• Time-non-local Pearson diffusions
• Duality of fractional systems
• 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
• Variable-order fractional calculus: a change of perspective
• Operational calculus for the general fractional derivative and its applications
• On time fractional derivatives in fractional Sobolev spaces and applications to fractional ordinary differential equations
• General non-local electrodynamics: equations and non-local effects
• From time to times
• Asymptotic cycles in fractional maps of arbitrary positive orders
• Convolution series and the generalized convolution Taylor formula
• Stochastic solutions for time-fractional heat equations with complex spatial variables
• Sequential generalized Riemann-Liouville derivatives based on distributional convolution
• On tempered Hilfer fractional derivatives with respect to functions and the associated fractional differential equations
• Nonlocal statistical mechanics: general fractional Liouville equations and their solutions
• A sigmoidal fractional derivative for regularization
• Non-local solvable birth-death processes
• A sojourn-based approach to semi-Markov reinforcement learning
• Some inverse problems for fractional integro-differential equation involving two arbitrary kernels
• Maximal regularity for time-stepping schemes arising from convolution quadrature of non-local in time equations
• On the importance of conjugation relations in fractional calculus
• Generalized PI control for robust stabilization of dynamical systems
• Fractional equations via convergence of forms
• A practical guide to Prabhakar fractional calculus
• A comment on a controversial issue: a generalized fractional derivative cannot have a regular kernel
• Positivity, monotonicity, and convexity for convolution operators
• Diffusion equations with general nonlocal time and space derivatives
• The Volterra type equations related to the non-Debye relaxation
• Fractional calculus via Laplace transform and its application in relaxation processes
• General fractional calculus and Prabhakar's theory
• A closed form expression for the Gaussian-based Caputo-Fabrizio fractional derivative for signal processing applications
• Commutative and associative properties of the Caputo fractional derivative and its generalizing convolution operator
• Why fractional derivatives with nonsingular kernels should not be used
• Fractional derivatives and the fundamental theorem of fractional calculus
• Identification of a space-dependent source term in a nonlocal problem for the general time-fractional diffusion equation
• General fractional calculus with nonsingular kernels: new prospective on viscoelasticity
• On the maximum principle for the multi-term fractional transport equation
• Censored stable subordinators and fractional derivatives
• Prabhakar Lévy processes
• Non-Debye relaxations: the characteristic exponent in the excess wings model
• Relaxation patterns and semi-Markov dynamics
• Supplementary remark to ``Representations of acting processes and memory effects: general fractional derivative and its application to theory of heat conduction with finite wave speeds
• Regularity and stability analysis for a class of semilinear nonlocal differential equations in Hilbert spaces
• Subordination in a class of generalized time-fractional diffusion-wave equations
• A note on the article ``Anomalous relaxation model based on the fractional derivative with a Prabhakar-like kernel
• Semi-fractional diffusion equations
• The probabilistic point of view on the generalized fractional partial differential equations
• Fractional diffusion equation with distributed-order Caputo derivative
• 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
• Lévy mixing related to distributed order calculus, subordinators and slow diffusions
• Fractional calculus: D'où venons-nous? Que sommes-nous? Où allons-nous? (Contributions to Round Table Discussion held at ICFDA 2016)
• Models of dielectric relaxation based on completely monotone functions
• Stability, instability, and blowup for time fractional and other nonlocal in time semilinear subdiffusion equations
• Wave equation in fractional Zener-type viscoelastic media involving Caputo-Fabrizio fractional derivatives
• On solutions of matrix-valued convolution equations, CM-derivatives and their applications in linear and nonlinear anisotropic viscoelasticity
• On the fractional Poisson process and the discretized stable subordinator
• Convolution-type derivatives, hitting-times of subordinators and time-changed \(C_0\)-semigroups
• General time-fractional diffusion equation: some uniqueness and existence results for the initial-boundary-value problems
• Bounded weak solutions of time-fractional porous medium type and more general nonlinear and degenerate evolutionary integro-differential equations
• Tempered relaxation equation and related generalized stable processes
• Cauchy problem for general time fractional diffusion equation
• Nakhushev extremum principle for a class of integro-differential operators
• Comparison principles for solutions to the fractional differential inequalities with the general fractional derivatives and their applications
• Substantiation of a quadrature-difference method for solving integro-differential equations with derivatives of variable order
• Models of space-time random fields on the sphere
• Nonlocal in-time telegraph equation and telegraph processes with random time
• Mikusiński's operational calculus for general conjugated fractional derivatives
• Stability and regularity in inverse source problem for generalized subdiffusion equation perturbed by locally Lipschitz sources
• An operational calculus formulation of fractional calculus with general analytic kernels
• Fractional Gaussian kernels
• Time-dependent Schrödinger-like equation with nonlocal term
• Extended Chen: a new class of chaotic fractional-order systems
• Time-inhomogeneous jump processes and variable order operators
• Decay estimates for time-fractional and other non-local in time subdiffusion equations in R^d
• Comb Model with Slow and Ultraslow Diffusion
• A derivative concept with respect to an arbitrary kernel and applications to fractional calculus
• Fractional relaxation equations and a Cauchy formula for repeated integration of the resolvent
• Inverse problems for a generalized subdiffusion equation with final overdetermination
• Limit theorems for prices of options written on semi-Markov processes
• On complete monotonicity of three parameter Mittag-Leffler function
• Fractional kinetic hierarchies and intermittency
• Spectral projections correlation structure for short-to-long range dependent processes

This page was built for publication: General fractional calculus, evolution equations, and renewal processes

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q429735)