Inner boundary value problem with an integral condition for fractional diffusion equation

В данной работе рассматривается нелокальная внутреннекраевая задача для уравнения дробной диффузии с оператором дробного дифференцирования в смысле Римана-Лиувилля с интегральными условиями. Исследуемая задача эквиваленто сведена к системе двух интегральных уравнений Вольтерра второго рода. Доказана теорема существования и единственности решения поставленной задачи. In this paper, we consider a nonlocal interior boundary value problem for the fractional diffusion equation with a fractional differentiation operator in the sense of Riemann-Liouville with integral conditions. The problem under study is equivalently reduced to a system of two Volterra integral equations of the second kind. The theorem of existence and uniqueness of the solution of the posed problem is proved.

Pseudodifferential Equation of Fluctuations of Nonstationary Gravitational Fields

Developing Holtzmark’s idea, the distribution of nonstationary fluctuations of local interaction of moving objects of the system with gravitational influence, which is characterized by the Riesz potential, is constructed. A pseudodifferential equation with the Riesz fractional differentiation operator is found, which corresponds to this process. The general nature of symmetric stable random Lévy processes is determined.

Cauchy Problem for a Linear System of Ordinary Differential Equations of the Fractional Order

We investigate the initial problem for a linear system of ordinary differential equations with constant coefficients and with the Dzhrbashyan–Nersesyan fractional differentiation operator. The existence and uniqueness theorems of the solution of the boundary value problem under the study are proved. The solution is constructed explicitly in terms of the Mittag–Leffler function of the matrix argument. The Dzhrbashyan–Nersesyan operator is a generalization of the Riemann–Liouville, Caputo and Miller–Ross fractional differentiation operators. The obtained results as particular cases contain the results related to the study of initial problems for the systems of ordinary differential equations with Riemann–Liouville, Caputo and Miller–Ross derivatives and the investigated initial problem that generalizes them.

On One Evolution Equation of Parabolic Type with Fractional Differentiation Operator in S Spaces

In the paper, we investigate a nonlocal multipoint by a time problem for the evolution equation with the operator A=I−Δω/2, Δ=d2/dx2, and ω∈1;−2 is a fixed parameter. The operator A is treated as a pseudodifferential operator in a certain space of type S. The solvability of this problem is proved. The representation of the solution is given in the form of a convolution of the fundamental solution with the initial function which is an element of the space of generalized functions of ultradistribution type. The properties of the fundamental solution are investigated. The behavior of the solution at t⟶+∞ (solution stabilization) in the spaces of generalized functions of type S′ and the uniform stabilization of the solution to zero on ℝ are studied.

On One Problems of Spectral Theory for Ordinary Differential Equations of Fractional Order

The present paper is devoted to the spectral analysis of operators induced by fractional differential equations and boundary conditions of Sturm-Liouville type. It should be noted that these operators are non-self-adjoint. The spectral structure of such operators has been insufficiently explored. In particular, a study of the completeness of systems of eigenfunctions and associated functions has begun relatively recently. In this paper, the completeness of the system of eigenfunctions and associated functions of one class of non-self-adjoint integral operators corresponding boundary value problems for fractional differential equations is established. The proof is based on the well-known Theorem of M.S. Livshits on the spectral decomposition of linear non-self-adjoint operators, as well as on the sectoriality of the fractional differentiation operator. The results of Dzhrbashian-Nersesian on the asymptotics of the zeros of the Mittag-Leffler function are used.

Singular integrals with variable kernel and fractional differentiation in homogeneous Morrey-Herz-type Hardy spaces with variable exponents

Let T be the singular integral operator with variable kernel defined by $$\begin{array}{} \displaystyle Tf(x)= p.v. \int\limits_{\mathbb{R}^{n}}\frac{{\it\Omega}(x,x-y)}{|x-y|^{n}}f(y)\text{d}y \end{array} $$and Dγ(0 ≤ γ ≤ 1) be the fractional differentiation operator. Let T∗ and T♯ be the adjoint of T and the pseudo-adjoint of T, respectively. The aim of this paper is to establish some boundedness for TDγ − DγT and (T∗ − T♯)Dγ on the homogeneous Morrey-Herz-type Hardy spaces with variable exponents $\begin{array}{} HM\dot{K}^{\alpha(\cdot),q}_{p(\cdot),\lambda} \end{array} $ via the convolution operator Tm, j and Calderón-Zygmund operator, and then establish their boundedness on these spaces. The boundedness on $\begin{array}{} HM\dot{K}^{\alpha(\cdot),q}_{p(\cdot),\lambda} \end{array} $(ℝn) is shown to hold for TDγ − DγT and (T∗ − T♯)Dγ. Moreover, the authors also establish various norm characterizations for the product T1T2 and the pseudo-product T1 ∘ T2.

A different approach to the European option pricing model with new fractional operator

In this work, we have derived an approximate solution of the fractional Black-Scholes models using an iterative method. The fractional differentiation operator used in this paper is the well-known conformable derivative. Firstly, we redefine the fractional Black-Scholes equation, conformable fractional Adomian decomposition method (CFADM) and conformable fractional modified homotopy perturbation method (CFMHPM). Then, we have solved the fractional Black-Scholes (FBS) and generalized fractional Black-Scholes (GFBS) equations by using the proposed methods, which can analytically solve the fractional partial differential equations (FPDE). In order to show the efficiencies of these methods, we have compared the numerical and exact solutions of these two option pricing problems by using in pricing the actual market data. Also, we have found out that the proposed models are very efficient and powerful techniques in finding approximate solutions of the fractional Black-Scholes models which are considered in conformable sense.

Weak Estimates of Singular Integrals with Variable Kernel and Fractional Differentiation on Morrey-Herz Spaces

Let T be the singular integral operator with variable kernel defined by Tf(x)=p.v.∫Rn(Ω(x,x-y)/x-yn)f(y)dy and let Dγ (0≤γ≤1) be the fractional differentiation operator. Let T⁎and T♯ be the adjoint of T and the pseudoadjoint of T, respectively. In this paper, the authors prove that TDγ-DγT and (T⁎-T♯)Dγ are bounded, respectively, from Morrey-Herz spaces MK˙p,1α,λ(Rn) to the weak Morrey-Herz spaces WMK˙p,1α,λ(Rn) by using the spherical harmonic decomposition. Furthermore, several norm inequalities for the product T1T2 and the pseudoproduct T1∘T2 are also given.

Time-Optimal Control of Systems with Fractional Dynamics

We introduce a formulation for the time-optimal control problems of systems displaying fractional dynamics in the sense of the Riemann-Liouville fractional derivatives operator. To propose a solution to the general time-optimal problem, a rational approximation based on the Hankel data matrix of the impulse response is considered to emulate the behavior of the fractional differentiation operator. The original problem is then reformulated according to the new model which can be solved by traditional optimal control problem solvers. The time-optimal problem is extensively investigated for a double fractional integrator and its solution is obtained using either numerical optimization time-domain analysis.