In this paper, a time fractional diffusion equation on a finite domain is con- sidered. The time fractional diffusion equation is obtained from the standard diffusion equation by replacing the first order time derivative by a fractional derivative of order 0 < a< 1 (in the Riemann-Liovill or Caputo sence). In equation that we consider the time fractional derivative is in...

Based on the recently introduced fractional Taylor’s formula, a fractional heat conduction constitutive equation is formulated by expanding the single-phase lag model using the fractional Taylor’s formula. Combining with the energy balance equation, the derived fractional heat conduction equation has been shown to be capable of modeling diffusion-to-Thermal wave behavior of heat propagation by ...

Fractional-order diffusion equations are viewed as generalizations of classical diffusion equations, treating super-diffusive flow processes. In this paper, in order to solve the fractional advection-diffusion equation, the fractional characteristic finite difference method is presented, which is based on the method of characteristics (MOC) and fractional finite difference (FD) procedures. The ...

In this paper, an approximate method combining the finite difference and collocation methods is studied to solve generalized fractional diffusion equation (GFDE). The convergence stability analysis of presented are also established in detail. To ensure effectiveness accuracy proposed method, test examples with different scale weight functions considered, obtained numerical results compared exis...

The stable difference scheme for the approximate solution of the initial value problem du(t) dt + D 1 2 t u(t) + Au(t) = f(t), 0 < t < 1, u(0) = 0 for the differential equation in a Banach space E with the strongly positive operator A and fractional operator D 1 2 t is presented. The well-posedness of the difference scheme in difference analogues of spaces of smooth functions is established. In...

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...