The aim of this dissertation is to study stochastic Navier-Stokes equations with a fractional Brownian motion noise. The second chapter will introduce the background results on fractional Brownian motions and some of their properties. The third chapter will focus on the Stokes operator and the semigroup generated by this operator. The Navier-Stokes equations and the evolution equation setup wil...

Based on high order approximation of L-stable RungeKutta methods for the Riemann-Liouville fractional derivatives, several classes of high order fractional Runge-Kutta methods for solving nonlinear fractional differential equation are constructed. Consistency, convergence and stability analysis of the numerical methods are given. Numerical experiments show that the proposed methods are efficien...

We have introduced a new explicit numerical method, based on a discrete stochastic process, for solving a class of fractional partial differential equations that model reaction subdiffusion. The scheme is derived from the master equations for the evolution of the probability density of a sum of discrete time random walks. We show that the diffusion limit of the master equations recovers the fra...

We present some models of viscoelastic systems with long-memory behaviour; we then provide both thorough mathematical analysis and numerical simulations of these models by means of so-called diiusive representations. The models under consideration are the basic harmonic oscillator with fractional damping, the generalized Lokshin model of waves, and also the boundary feedback control of the Eule...

The paper is concerned with spatial and time regularity of solutions to linear stochastic evolution equation perturbed by Lévy white noise ”obtained by subordination of a Gaussian white noise”. Sufficient conditions for spatial continuity are derived. It is also shown that solutions do not have in general cádlág modifications. General results are applied to equations with fractional Laplacian. ...

We introduce a class of abstract nonlinear fractional pseudo-differential equations in Banach spaces that includes both the McKean–Vlasov type describing Markov processes and Hamilton–Jacobi–Bellman–Isaacs equation stochastic control games. This allows for unified analysis these equations, which leads to an effective theory coupled forward–backward systems (forward evolution backward evolution)...

We consider the fractional generalizations of Liouville equation. The normalization condition, phase volume, and average values are generalized for fractional case. The interpretation of fractional analog of phase space as a space with fractal dimension and as a space with fractional measure are discussed. The fractional analogs of the Hamiltonian systems are considered as a special class of no...

Fractional analysis is applied to describe classical dynamical systems. Fractional derivative can be defined as a fractional power of derivative. The infinitesimal generators {H, ·} and L = G(q, p)∂q + F (q, p)∂p, which are used in equations of motion, are derivative operators. We consider fractional derivatives on a set of classical observables as fractional powers of derivative operators. As ...

We propose a new approach for solving fractional partial differential equations based on a nonlinear fractional complex transformation and the general Riccati equation and apply it to solve the nonlinear time fractional biological population model and the (4+1)-dimensional space-time fractional Fokas equation. As a result, some new exact solutions for them are obtained.This approach can be suit...