Fractional diffusion-telegraph equations and their associated stochastic solutions

DOI10.1137/S0040585X97T988812zbMATH Open1405.60086arXiv1307.1696MaRDI QIDQ4580431FDOQ4580431

Authors: Mirko D'Ovidio, Federico Polito 

Publication date: 15 August 2018

Published in: Theory of Probability & Its Applications (Search for Journal in Brave)

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.

Full work available at URL: https://arxiv.org/abs/1307.1696

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zbMATH Keywords

fractional derivativestochastic solutionPrabhakar operatorregularized Prabhakar derivativeLévy processetime-changed processe

Mathematics Subject Classification ID

Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Diffusion processes (60J60) Solutions to PDEs in closed form (35C05) Integral representations of solutions to PDEs (35C15) Fractional partial differential equations (35R11)

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Cited In (25)

• A practical guide to Prabhakar fractional calculus
• Fractional Fourier transform to stability analysis of fractional difffferential equations with Prabhakar derivatives
• On the telegraph process driven by geometric counting process with Poisson-based resetting
• Stability of fractional-order systems with Prabhakar derivatives
• Finiteness conditions for performance indices in generalized fractional-order systems defined based on the regularized Prabhakar derivative
• 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
• Dynamical Analysis of a Prabhakar Fractional Chaotic Autonomous System

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