Impulsive Noise Driven One-Dimensional Higher-Order Fractional Partial Differential Equations

2012 ◽  
Vol 30 (1) ◽  
pp. 122-145
Author(s):  
Bin Xie
2006 ◽  
Vol 2006 ◽  
pp. 1-18 ◽  
Author(s):  
Latifa Debbi

The aim of this work is to represent the solutions of one-dimensional fractional partial differential equations (FPDEs) of order (α∈ℝ+\ℕ) in both quasi-probabilistic and probabilistic ways. The canonical processes used are generalizations of stable Lévy processes. The fundamental solutions of the fractional equations are given as functionals of stable subordinators. The functions used generalize the functions given by the Airy integral of Sirovich (1971). As a consequence of this representation, an explicit form is given to the density of the 3/2-stable law and to the density of escaping island vicinity in vortex medium. Other connected FPDEs are also considered.


2013 ◽  
Vol 5 (05) ◽  
pp. 639-651 ◽  
Author(s):  
S. D. Purohit

AbstractThe aim of this article is to investigate the solutions of generalized fractional partial differential equations involving Hilfer time fractional derivative and the space fractional generalized Laplace operators, occurring in quantum mechanics. The solutions of these equations are obtained by employing the joint Laplace and Fourier transforms, in terms of the Fox’sH-function. Several special cases as solutions of one dimensional non-homogeneous fractional equations occurring in the quantum mechanics are presented. The results given earlier by Saxena et al. [Fract. Calc. Appl. Anal., 13(2) (2010), pp. 177–190] and Purohit and Kalla [J. Phys. A Math. Theor., 44 (4) (2011), 045202] follow as special cases of our findings.


Author(s):  
Neville J. Ford ◽  
Yubin Yan

AbstractIn this paper, we shall review an approach by which we can seek higher order time discretisation schemes for solving time fractional partial differential equations with nonsmooth data. The low regularity of the solutions of time fractional partial differential equations implies standard time discretisation schemes only yield first order accuracy. To obtain higher order time discretisation schemes when the solutions of time fractional partial differential equations have low regularities, one may correct the starting steps of the standard time discretisation schemes to capture the singularities of the solutions. We will consider these corrections of some higher order time discretisation schemes obtained by using Lubich’s fractional multistep methods, L1 scheme and its modification, discontinuous Galerkin methods, etc. Numerical examples are given to show that the theoretical results are consistent with the numerical results.


Author(s):  
Shohei Nakajima

AbstractWe prove existence of solutions and its properties for a one-dimensional stochastic partial differential equations with fractional Laplacian and non-Lipschitz coefficients. The method of proof is eatablished by Kolmogorov’s continuity theorem and tightness arguments.


2021 ◽  
Vol 2021 (1) ◽  
Author(s):  
Raheel Kamal ◽  
Kamran ◽  
Gul Rahmat ◽  
Ali Ahmadian ◽  
Noreen Izza Arshad ◽  
...  

AbstractIn this article we propose a hybrid method based on a local meshless method and the Laplace transform for approximating the solution of linear one dimensional partial differential equations in the sense of the Caputo–Fabrizio fractional derivative. In our numerical scheme the Laplace transform is used to avoid the time stepping procedure, and the local meshless method is used to produce sparse differentiation matrices and avoid the ill conditioning issues resulting in global meshless methods. Our numerical method comprises three steps. In the first step we transform the given equation to an equivalent time independent equation. Secondly the reduced equation is solved via a local meshless method. Finally, the solution of the original equation is obtained via the inverse Laplace transform by representing it as a contour integral in the complex left half plane. The contour integral is then approximated using the trapezoidal rule. The stability and convergence of the method are discussed. The efficiency, efficacy, and accuracy of the proposed method are assessed using four different problems. Numerical approximations of these problems are obtained and validated against exact solutions. The obtained results show that the proposed method can solve such types of problems efficiently.


2019 ◽  
Vol 2019 (1) ◽  
Author(s):  
Di Xu ◽  
Fanwei Meng

Abstract In this article, we regard the generalized Riccati transformation and Riemann–Liouville fractional derivatives as the principal instrument. In the proof, we take advantage of the fractional derivatives technique with the addition of interval segmentation techniques, which enlarge the manners to demonstrate the sufficient conditions for oscillation criteria of certain fractional partial differential equations.


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