Fractional diffusion-telegraph equations and their associated stochastic solutions
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Publication:4580431
Abstract: We present the stochastic solution to a generalized fractional partial differential equation involving a regularized operator related to the so-called Prabhakar operator and admitting, amongst others, as specific cases the fractional diffusion equation and the fractional telegraph equation. The stochastic solution is expressed as a L'evy process time-changed with the inverse process to a linear combination of (possibly subordinated) independent stable subordinators of different indices. Furthermore a related SDE is derived and discussed.
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- Cauchy problem for fractional diffusion equations
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- Fractional Cauchy problems on bounded domains
- Fractional Klein-Gordon equations and related stochastic processes
- Fractional Pearson diffusions
- Fractional diffusion and wave equations
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- Fractional-hyperbolic systems
- Fractional-parabolic systems
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- Generalized mittag-leffler function and generalized fractional calculus operators
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- Time-Changed Processes Governed by Space-Time Fractional Telegraph Equations
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Cited in
(25)- Dynamical Analysis of a Prabhakar Fractional Chaotic Autonomous System
- A practical guide to Prabhakar fractional calculus
- Fractional Fourier transform to stability analysis of fractional difffferential equations with Prabhakar derivatives
- Finiteness conditions for performance indices in generalized fractional-order systems defined based on the regularized Prabhakar derivative
- On the telegraph process driven by geometric counting process with Poisson-based resetting
- Stability of fractional-order systems with Prabhakar derivatives
- Why fractional derivatives with nonsingular kernels should not be used
- Prabhakar Lévy processes
- Haar wavelet collocation method for variable order fractional integro-differential equations with stability analysis
- A family of fractional diffusion equations derived from stochastic harmonic chains with long-range interactions
- Storage and dissipation of energy in Prabhakar viscoelasticity
- A variation of constant formula for Caputo fractional stochastic differential equations with jump-diffusion
- Solutions of fractional logistic equations by Euler's numbers
- New numerical algorithm to solve variable-order fractional integrodifferential equations in the sense of Hilfer-Prabhakar derivative
- Analytical solutions for the equal width equations containing generalized fractional derivative using the efficient combined method
- Fractional nonlinear dynamics of learning with memory
- A naturally emerging bivariate Mittag-Leffler function and associated fractional-calculus operators
- New approach for the chaotic dynamical systems involving Caputo-Prabhakar fractional derivative using Adams-Bashforth scheme
- Numerical approximation to Prabhakar fractional Sturm-Liouville problem
- Asymptotic stability of distributed-order nonlinear time-varying systems with the Prabhakar fractional derivatives
- Numerical approximation for generalized fractional Volterra integro-differential equations via parabolic contour
- Singularly perturbed telegraph equations with applications in the random walk theory
- Analytical treatment of regularized Prabhakar fractional differential equations by invariant subspaces
- Fractional boundary value problems
- A numerical scheme based on the Chebyshev functions to find approximate solutions of the coupled nonlinear sine-Gordon equations with fractional variable orders
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