scholarly journals Mittag–Leffler Memory Kernel in Lévy Flights

Mathematics ◽  
2019 ◽  
Vol 7 (9) ◽  
pp. 766 ◽  
Author(s):  
Maike A. F. dos Santos
Keyword(s):  
Diffusion Equation ◽  
Lévy Process ◽  
Statistical Physics ◽  
Present Model ◽  
Time Derivative ◽  
Fractional Diffusion ◽  
Fractional Diffusion Equation ◽  
Point Of View ◽  
Levy Process ◽  
Riesz Operator

In this article, we make a detailed study of some mathematical aspects associated with a generalized Lévy process using fractional diffusion equation with Mittag–Leffler kernel in the context of Atangana–Baleanu operator. The Lévy process has several applications in science, with a particular emphasis on statistical physics and biological systems. Using the continuous time random walk, we constructed a fractional diffusion equation that includes two fractional operators, the Riesz operator to Laplacian term and the Atangana–Baleanu in time derivative, i.e., a A B D t α ρ ( x , t ) = K α , μ ∂ x μ ρ ( x , t ) . We present the exact solution to model and discuss how the Mittag–Leffler kernel brings a new point of view to Lévy process. Moreover, we discuss a series of scenarios where the present model can be useful in the description of real systems.

NUMERICAL SIMULATIONS FOR SPACE–TIME FRACTIONAL DIFFUSION EQUATIONS

2013 ◽  
Vol 10 (02) ◽  
pp. 1341001 ◽  
Author(s):  
LEEVAN LING ◽  
MASAHIRO YAMAMOTO
Keyword(s):  
Diffusion Equation ◽  
Fractional Derivative ◽  
Time Derivative ◽  
Fundamental Solutions ◽  
Fractional Diffusion ◽  
Space Time ◽  
Fractional Diffusion Equation ◽  
Long Time ◽  
Liouville Fractional Derivative ◽  
Time Fractional Diffusion Equation

We consider the solutions of a space–time fractional diffusion equation on the interval [-1, 1]. The equation is obtained from the standard diffusion equation by replacing the second-order space derivative by a Riemann–Liouville fractional derivative of order between one and two, and the first-order time derivative by a Caputo fractional derivative of order between zero and one. As the fundamental solution of this fractional equation is unknown (if exists), an eigenfunction approach is applied to obtain approximate fundamental solutions which are then used to solve the space–time fractional diffusion equation with initial and boundary values. Numerical results are presented to demonstrate the effectiveness of the proposed method in long time simulations.

scholarly journals Mittag-Leffler-Pade approximations for the numerical solution of space and time fractional diffusion equations

2015 ◽  
Vol 4 (4) ◽  
pp. 466 ◽  
Author(s):  
Abdollah Borhanifar ◽  
Sohrab Valizadeh
Keyword(s):  
Diffusion Equation ◽  
Fractional Diffusion ◽  
Fractional Diffusion Equation ◽  
Point Of View ◽  
Matrix Analysis ◽  
Space And Time ◽  
The Matrix ◽  
Exponential Relaxation ◽  
Time Fractional Diffusion Equation ◽  
Approximate Scheme

<p>Anomalous diffusion and non-exponential relaxation patterns can be described by a space - time fractional diffusion equation. This paper aims to present a Pade approximation for Mittag-Leffler function mixed finite difference method to develop a numerical method to obtain an approximate solution for the space and time fractional diffusion equation. The truncation error of the method is theoretically analyzed. It is proved that the numerical proposed method is unconditionally stable from the matrix analysis point of view. Finally, some numerical results are given, which demonstrate the efficiency of the approximate scheme.</p>

Time-fractional diffusion equation in the fractional Sobolev spaces

2015 ◽  
Vol 18 (3) ◽  
Author(s):  
Rudolf Gorenflo ◽  
Yuri Luchko ◽  
Masahiro Yamamoto
Keyword(s):  
Diffusion Equation ◽  
Sobolev Spaces ◽  
Caputo Derivative ◽  
Fractional Integration ◽  
Time Derivative ◽  
Fractional Diffusion ◽  
Fractional Diffusion Equation ◽  
Fractional Sobolev Spaces ◽  
Smooth Functions ◽  
Time Fractional Diffusion Equation

AbstractThe Caputo time-derivative is usually defined pointwise for well-behaved functions, say, for the continuously differentiable functions. Accordingly, in the publications devoted to the theory of the partial fractional differential equations with the Caputo derivatives, the functional spaces where the solutions are looked for are often the spaces of smooth functions that appear to be too narrow for several important applications. In this paper, we propose a definition of the Caputo derivative on a finite interval in the fractional Sobolev spaces and investigate it from the operator theoretic viewpoint. In particular, some important equivalences of the norms related to the fractional integration and differentiation operators in the fractional Sobolev spaces are given. These results are then applied for proving the maximal regularity of the solutions to some initial-boundary-value problems for the time-fractional diffusion equation with the Caputo derivative in the fractional Sobolev spaces.

scholarly journals ON THE STABILITY CONDITIONS OF 2D TIME FRACTIONAL DIFFUSION EQUATION

2020 ◽  
Vol 25 (1) ◽  
pp. 11-15 ◽  
Author(s):  
Adel Rashed A. Ali Alsabbagh ◽  
Esraa Abbas Al-taai
Keyword(s):  
Diffusion Equation ◽  
Time Derivative ◽  
Fractional Diffusion ◽  
Fractional Diffusion Equation ◽  
Stability Conditions ◽  
Two Dimensional ◽  
Time Fractional Diffusion Equation ◽  
The Stability ◽  
Definition Of ◽  
Good Agreement

The Caputo definition of fractional derivative has been employed for the time derivative for the two-dimensional time-fractional diffusion equation. The stability condition obtained by reformulation the classical multilevel technique on the finite difference scheme. A numerical example gives a good agreement with the theoretical result

On the Approximate Solution of Caputo-Riesz-Feller Fractional Diffusion Equation

2020 ◽  
pp. 224-244
Author(s):  
Samir Shamseldeen ◽  
Ahmed Elsaid ◽  
Seham Madkour
Keyword(s):  
Diffusion Equation ◽  
Fractional Derivative ◽  
Time Derivative ◽  
Fractional Diffusion ◽  
Fractional Diffusion Equation ◽  
Optimal Homotopy Analysis Method ◽  
Homotopy Analysis ◽  
Fractional Time Derivative ◽  
Complex Exponential ◽  
Fractional Equation

In this work, a space-time fractional diffusion equation with spatial Riesz-Feller fractional derivative and Caputo fractional time derivative is introduced. The continuation of the solution of this fractional equation to the solution of the corresponding integer order equation is proved. Also, a very useful Riesz-Feller fractional derivative is proved; the property is essential in applying iterative methods specially for complex exponential and/or real trigonometric functions. The analytic series solution of the problem is obtained via the optimal homotopy analysis method (OHAM). Numerical simulations are presented to validate the method and to highlight the effect of changing the fractional derivative parameters on the behavior of the obtained solutions. The results in this work are originally extracted from the author's work.

scholarly journals On the maximum principle for a time-fractional diffusion equation

2017 ◽  
Vol 20 (5) ◽  
Author(s):  
Yuri Luchko ◽  
Masahiro Yamamoto
Keyword(s):  
Maximum Principle ◽  
Diffusion Equation ◽  
Time Derivative ◽  
Fractional Diffusion ◽  
Fractional Diffusion Equation ◽  
The Maximum Principle ◽  
Time Fractional Diffusion Equation

AbstractIn this paper, we discuss the maximum principle for a time-fractional diffusion equationwith the Caputo time-derivative of the order

scholarly journals Semianalytic Solution of Space-Time Fractional Diffusion Equation

2016 ◽  
Vol 2016 ◽  
pp. 1-9 ◽  
Author(s):  
A. Elsaid ◽  
S. Shamseldeen ◽  
S. Madkour
Keyword(s):  
Diffusion Equation ◽  
Fractional Derivative ◽  
Time Derivative ◽  
Fractional Diffusion ◽  
Space Time ◽  
Fractional Diffusion Equation ◽  
Optimal Homotopy Analysis Method ◽  
Homotopy Analysis ◽  
Time Fractional Diffusion Equation ◽  
Fractional Time Derivative

We study the space-time fractional diffusion equation with spatial Riesz-Feller fractional derivative and Caputo fractional time derivative. The continuation of the solution of this fractional equation to the solution of the corresponding integer order equation is proved. The series solution of this problem is obtained via the optimal homotopy analysis method (OHAM). Numerical simulations are presented to validate the method and to show the effect of changing the fractional derivative parameters on the solution behavior.

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