Quasi-Linear (Stochastic) Partial Differential Equations with Time-Fractional Derivatives

On quasi-linear stochastic partial differential equations

We prove existence and uniqueness of the solution of a parabolic SPDE in one space dimension driven by space-time white noise, in the case of a measurable drift and a constant diffusion coefficient, as well as a comparison theorem.

Exact and numerical solutions of linear and non-linear systems of fractional partial differential equations

The present study introduces a new technique of homotopy perturbation method for the solution of systems of fractional partial differential equations. The proposed scheme is based on Laplace transform and new homotopy perturbation methods. The fractional derivatives are considered in Caputo sense. To illustrate the ability and reliability of the method some examples are provided. The results ob...

A Theory of Linear Differential Equations with Fractional Derivatives

AMS Mathematics Subject Classification (2000): 26A33, 44A10

Fractional Partial Differential Equations with Boundary Conditions

We identify the stochastic processes associated with one-sided fractional partial differential equations on a bounded domain with various boundary conditions. This is essential for modelling using spatial fractional derivatives. We show well-posedness of the associated Cauchy problems in C0(Ω) and L1(Ω). In order to do so we develop a new method of embedding finite state Markov processes into F...

Stochastic Partial Differential Equations