نتایج جستجو برای: order fractional differential equations

تعداد نتایج: 1346878  

2017
Tarek Aboelenen

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...

2009
Marjorie G. Hahn Kei Kobayashi

It is known that if a stochastic process is a solution to a classical Itô stochastic differential equation (SDE), then its transition probabilities satisfy in the weak sense the associated Cauchy problem for the forward Kolmogorov equation. The forward Kolmogorov equation is a parabolic partial differential equation with coefficients determined by the corresponding SDE. Stochastic processes whi...

Journal: :SIAM J. Scientific Computing 2016
Wanrong Cao Fanhai Zeng Zhongqiang Zhang George E. Karniadakis

We propose second-order implicit-explicit (IMEX) time-stepping schemes for nonlinear fractional differential equations with fractional order 0 < β < 1. From the known structure of the nonsmooth solution and by introducing corresponding correction terms, we can obtain uniformly second-order accuracy from these schemes. We prove the convergence and linear stability of the proposed schemes. Numeri...

Bahman Ghazanfari Parvin Ebrahimi

In this paper, the differential transformation method (DTM) was applied to solve fuzzy fractional heat equations. The elementary properties of this method were given. The approximate and exact solutions of these equations were calculated in the form of series with easily computable terms. The proposed method was also illustrated by some examples. The results revealed that DTM is a highly effect...

2008
Mayer Humi

In this paper we utilize the covariance of Riccati equation with respect to linear fractional transformations to define classes of conformally equivalent second order differential equations. This motivates then the introduction of fractional Darboux transformations which can be recognized also as generalized Cole-Hopf transformations. We apply these transformations to find Schrodinger equations...

Journal: :Appl. Math. Lett. 2008
Zaid M. Odibat Shaher Momani

In this letter we develop a new generalization of the two-dimensional differential transform method that will extend the application of the method to linear partial differential equations with spaceand time-fractional derivatives. The new generalization is based on the two-dimensional differential transform method, generalized Taylor’s formula and Caputo fractional derivative. Several illustrat...

2013
Saeed Kazem

Abstract: This paper aims to apply the Laplace transform for solving linear fractional-order differential equation. The Laplace transform is a powerful tool in applied mathematics and engineering. It will allow us to transform fractional differential equations into algebraic equations and then by solving this algebraic equations, we can obtain the unknown function by using the Inverse Laplace T...

2002
Neville J. Ford Kai Diethelm

We discuss existence, uniqueness and structural stability of solutions of nonlinear differential equations of fractional order. The differential operators are taken in the Riemann-Liouville sense and the initial conditions are specified according to Caputo’s suggestion, thus allowing for interpretation in a physically meaningful way. We investigate in particular the dependence of the solution o...

In this paper, we consider some boundary value problems (BVP) for fractional order partial differential equations ‎(FPDE)‎ with non-local boundary conditions. The solutions of these problems are presented as series solutions analytically via modified Mittag-Leffler functions. These functions have been modified by authors such that their derivatives are invariant with respect to fractional deriv...

2014
Yuji Liu Bashir Ahmad

We discuss the existence and uniqueness of solutions for initial value problems of nonlinear singular multiterm impulsive Caputo type fractional differential equations on the half line. Our study includes the cases for a single base point fractional differential equation as well as multiple base points fractional differential equation. The asymptotic behavior of solutions for the problems is al...

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