Dynamic systems in many branches of science and industry are often perturbed by various types of environmental noise. Analysis of this class of models are very popular among researchers. In this paper, we present a method for approximating solution of fractional-order stochastic delay differential equations driven by Brownian motion. The fractional derivatives are considered in the Caputo sense...

in this work, we proposed an efective method based on cubic and pantic b-spline scaling functions to solve partial differential equations of frac- tional order. our method is based on dual functions of b-spline scaling func- tions. we derived the operational matrix of fractional integration of cubic and pantic b-spline scaling functions and used them to transform the mentioned equations to a ...

We derive the fractional generalization of the Ginzburg–Landau equation from the variational Euler–Lagrange equation for fractal media. To describe fractal media we use the fractional integrals considered as approximations of integrals on fractals. Some simple solutions of the Ginzburg–Landau equation for fractal media are considered and different forms of the fractional Ginzburg–Landau equatio...

In this paper, we consider the numerical solution of the time fractional diffusion equation. Essentially, the time fractional diffusion equation differs from the standard diffusion equation in the time derivative term. In the former case, the first-order time derivative is replaced by a fractional derivative, making the problem global in time. We propose a spectral method in both temporal and s...

We generalize the telegrapher's equation to allow for anomalous transport. We derive the space-time fractional telegrapher's equation using the formalism of the persistent random walk in continuous time. We also obtain the characteristic function of the space-time fractional process and study some particular cases and asymptotic approximations. Similarly to the ordinary telegrapher's equation, ...

In this paper, using the Lie group analysis method, we study the invariance properties of the time fractional fifth-order KdV equation. A systematic research to derive Lie point symmetries to time fractional fifth-order KdV equation is performed. In the sense of point symmetry, all of the vector fields and the symmetry reductions of the fractional fifth-order KdV equation are obtained. At last,...

A set of wave equations with fractional loss operators in time and space are analyzed. The fractional Szabo equation, the power law wave equation and the causal fractional Laplacian wave equation are all found to be low-frequency approximations of the fractional Kelvin-Voigt wave equation and the more general fractional Zener wave equation. The latter two equations are based on fractional const...

In this paper, the space-time Riesz fractional partial differential equations with periodic conditions are considered. The equations are obtained from the integral partial differential equation by replacing the time derivative with a Caputo fractional derivative and the space derivative with Riesz potential. The fundamental solutions of the space Riesz fractional partial differential equation (...