Fractional partial differential equations with distributed-order fractional derivatives describe some important physical phenomena. In this paper, we propose a local discontinuous Galerkin (LDG) method for the distributedorder time and Riesz space fractional convection-diffusion and Schrödinger type equations. We prove stability and optimal order of convergence O(h + (∆t) θ 2 + θ) for the distr...

In the present work, the numerical solution of two-dimensional variable-order fractional cable (VOFC) equation using meshless collocation methods with thin plate spline radial basis functions is considered. In the proposed methods, we first use two schemes of order O(τ2) for the time derivatives and then meshless approach is applied to the space component. Numerical results obtained ...

Based on recent studies by Guy Jumarie [1] which defines probability density of fractional order and fractional moments by using fractional calculus (fractional derivatives and fractional integration), this study expands the concept of probability density of fractional order by defining the fractional probability measure, which leads to a fractional probability theory parallel to the classical ...

This paper deals with the investigation of the solution of an unified fractional reaction-diffusion equation associated with the Caputo derivative as the time-derivative and Riesz-Feller fractional derivative as the space-derivative. The solution is derived by the application of the Laplace and Fourier transforms in closed form in terms of the H-function. The results derived are of general natu...

Based on the local fractional derivative, a new Klein-Fock-Gordon equation is derived in this paper for first time. A simple method namely Yang?s special function used to seek non-differentiable exact solutions. The whole calculation process strongly shows that proposed and effective, can be applied investigate solu?tions of other PDE.

We develop an exponentially accurate fractional spectral collocation method for solving steady-state and time-dependent fractional PDEs (FPDEs). We first introduce a new family of interpolants, called fractional Lagrange interpolants, which satisfy the Kronecker delta property at collocation points. We perform such a construction following a spectral theory recently developed in [M. Zayernouri ...

In this present work, we perform a numerical analysis of the value European style options as well sensitivity for option price with respect to some parameters model when underlying process is driven by fractional Lévy process. The given deterministic representation means real valued function satisfying PDE. scheme PDE obtained weighted and shifted Grunwald approximation.