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

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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Cited in

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• Optimal control problem and maximum principle for fractional order cooperative systems.
• On univariate fractional calculus with general bivariate analytic kernels
• Comb Model with Slow and Ultraslow Diffusion
• Commutative and associative properties of the Caputo fractional derivative and its generalizing convolution operator
• A practical guide to Prabhakar fractional calculus
• A closed form expression for the Gaussian-based Caputo-Fabrizio fractional derivative for signal processing applications
• Fractional Stefan problem: a survey of the recent results
• Identifying temperature distribution and source term for generalized diffusion equation with arbitrary memory kernel
• Anomalous and ultraslow diffusion of a particle driven by power-law-correlated and distributed-order noises
• Semi-fractional diffusion equations
• Asymptotic cycles in fractional maps of arbitrary positive orders
• From time to times
• Sequential generalized Riemann-Liouville derivatives based on distributional convolution
• On tempered Hilfer fractional derivatives with respect to functions and the associated fractional differential equations
• Time-dependent Schrödinger-like equation with nonlocal term
• An inverse problem for a two‐dimensional diffusion equation with arbitrary memory kernel
• Stability of fractional-order systems with Prabhakar derivatives
• Why fractional derivatives with nonsingular kernels should not be used
• Prabhakar Lévy processes
• On the governing equations for Poisson and Skellam processes time-changed by inverse subordinators
• Langevin equation for a free particle driven by power law type of noises
• General fractional calculus with nonsingular kernels: new prospective on viscoelasticity
• On fractional heat equation
• Gaussian processes with Volterra kernels
• An SEIR Epidemic Model of Fractional Order to Analyze the Evolution of the Covid-19 Epidemic in Argentina
• The probabilistic point of view on the generalized fractional partial differential equations
• On the maximum principle for the multi-term fractional transport equation
• Censored stable subordinators and fractional derivatives
• On non-autonomous fractional evolution equations and applications
• Boundary-value problems for weakly singular integral equations of Hammerstein type
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• Fractional diffusion equation with distributed-order Caputo derivative
• Fractional calculus via Laplace transform and its application in relaxation processes
• On semi-Markov processes and their Kolmogorov's integro-differential equations
• Generalized Langevin equation and the Prabhakar derivative
• From semi-Markov random evolutions to scattering transport and superdiffusion
• Subordination and memory dependent kinetics in diffusion and relaxation phenomena
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• Inverting of generalized Riemann-Liouville operator by means of integral Laplace transform
• Models of dielectric relaxation based on completely monotone functions
• Positivity, monotonicity, and convexity for convolution operators
• Compound Poisson processes: potentials, Green measures and random times
• An operational calculus approach to Hilfer-Prabhakar fractional derivatives
• Comparison principles for solutions to the fractional differential inequalities with the general fractional derivatives and their applications
• Inverse problems for a generalized subdiffusion equation with final overdetermination
• 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
• Cauchy problem for general time fractional diffusion equation
• On self-similar Bernstein functions and corresponding generalized fractional derivatives
• On the maximum principle for a time-fractional diffusion equation
• Relaxation patterns and semi-Markov dynamics
• Non-Debye relaxations: the characteristic exponent in the excess wings model
• Stochastic applications of Caputo-type convolution operators with nonsingular kernels
• A comment on a controversial issue: a generalized fractional derivative cannot have a regular kernel
• The Volterra type equations related to the non-Debye relaxation
• Direct and some inverse problems for a generalized diffusion equation with variable coefficients
• General fractional calculus and Prabhakar's theory
• Identification of a space-dependent source term in a nonlocal problem for the general time-fractional diffusion equation
• Semi-Markov processes, integro-differential equations and anomalous diffusion-aggregation
• Models of space-time random fields on the sphere
• Generalising the fractional calculus with Sonine kernels via conjugations
• Abstract Cauchy problems for the generalized fractional calculus
• An operational calculus formulation of fractional calculus with general analytic kernels
• Stochastic solutions for time-fractional heat equations with complex spatial variables
• General time-fractional diffusion equation: some uniqueness and existence results for the initial-boundary-value problems
• Volterra-Prabhakar function of distributed order and some applications
• A note on the article ``Anomalous relaxation model based on the fractional derivative with a Prabhakar-like kernel
• Fredholm boundary-value problem for the system of fractional differential equations
• Stability, instability, and blowup for time fractional and other nonlocal in time semilinear subdiffusion equations
• Properties of the Caputo-Fabrizio fractional derivative and its distributional settings
• Fractional equations via convergence of forms
• Integro-differential equations linked to compound birth processes with infinitely divisible addends
• A sojourn-based approach to semi-Markov reinforcement learning
• Evolutionary PDEs with Volterra operators: direct and inverse source problems
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• Duality of fractional systems
• Regularity and stability analysis for a class of semilinear nonlocal differential equations in Hilbert spaces
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• Elastic drifted Brownian motions and non-local boundary conditions
• Mikusiński's operational calculus for general conjugated fractional derivatives
• 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
• Limit theorems for prices of options written on semi-Markov processes
• Generalized fractional calculus and some models of generalized counting 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
• Renewal processes linked to fractional relaxation equations with variable order
• Operational calculus for the general fractional derivative and its applications
• Variable-order fractional calculus: a change of perspective
• Non-local logistic equations from the probability viewpoint
• Nonlocal in-time telegraph equation and telegraph processes with random time
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• The 1st level general fractional derivatives and some of their properties
• Nonlocal statistical mechanics: general fractional Liouville equations and their solutions

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