scholarly journals The probabilistic point of view on the generalized fractional partial differential equations

2019 ◽  
Vol 22 (3) ◽  
pp. 543-600 ◽  
Author(s):  
Vassili N. Kolokoltsov

Abstract This paper aims at unifying and clarifying the recent advances in the analysis of the fractional and generalized fractional Partial Differential Equations of Caputo and Riemann-Liouville type arising essentially from the probabilistic point of view. This point of view leads to the path integral representation for the solutions of these equations, which is seen to be stable with respect to the initial data and key parameters and is directly amenable to numeric calculations (Monte-Carlo simulation). In many cases these solutions can be compactly presented via the wide class of operator-valued analytic functions of the Mittag-Leffler type, which are proved to be expressed as the Laplace transforms of the exit times of monotone Markov processes.

2019 ◽  
Vol 7 (2) ◽  
pp. 81
Author(s):  
Dipankar Kumar ◽  
Samir Chandra Ray

This paper investigates the new exact solutions of the three nonlinear time fractional partial differential equations namely the nonlinear time fractional Clannish Random Walker’s Parabolic (CRWP) equation, the nonlinear time fractional modified Kawahara equation, and the nonlinear time fractional BBM-Burger equation by utilizing an extended form of exp(-φ(ξ))-expansion method in the sense of conformable fractional derivative. As outcomes, some new exact solutions are obtained and signified by hyperbolic function solutions, trigonometric function solutions, and rational function solutions. Some solutions have been plotted by MATLAB software to show the physical significance of our studied equations. In the point of view of our executed method and generated results, we may conclude that extended exp (-φ(ξ))-expansion method is more efficient than exp(-φ(ξ))-expansion method to extract the new exact solutions for solving any types of integer and fractional differential equations arising in mathematical physics.   


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.


2021 ◽  
pp. 2150492
Author(s):  
Delmar Sherriffe ◽  
Diptiranjan Behera ◽  
P. Nagarani

The study of nonlinear physical and abstract systems is greatly important in order to determine the behavior of the solutions for Fractional Partial Differential Equations (FPDEs). In this paper, we study the analytical wave solutions of the time-fractional coupled Whitham–Broer–Kaup (WBK) equations under the meaning of conformal fractional derivative. These solutions are derived using the modified extended tanh-function method. Accordingly, different new forms of the solutions are obtained. In order to understand its behavior under varying parameters, we give the visual representations of all the solutions. Finally, the graphs are discussed and a conclusion is given.


2018 ◽  
Vol 35 (6) ◽  
pp. 2349-2366 ◽  
Author(s):  
Umer Saeed ◽  
Mujeeb ur Rehman ◽  
Qamar Din

Purpose The purpose of this paper is to propose a method for solving nonlinear fractional partial differential equations on the semi-infinite domain and to get better and more accurate results. Design/methodology/approach The authors proposed a method by using the Chebyshev wavelets in conjunction with differential quadrature technique. The operational matrices for the method are derived, constructed and used for the solution of nonlinear fractional partial differential equations. Findings The operational matrices contain many zero entries, which lead to the high efficiency of the method and reasonable accuracy is achieved even with less number of grid points. The results are in good agreement with exact solutions and more accurate as compared to Haar wavelet method. Originality/value Many engineers can use the presented method for solving their nonlinear fractional models.


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