This study develops and analyzes preconditioned Krylov subspace methods to solve linear systems arising from discretization of the time-independent space-fractional models. First, we apply shifted Grunwald formulas to obtain a stable finite difference approximation to fractional advection-diffusion equations. Then, we employee two preconditioned iterative methods, namely, the preconditioned gen...

The problem of normal and anomalous space diffusion is formulated on the basis of the integral equations with various type of the probability transition functions for diffusion (PTD functions). For the cases of stationary and time-independent PTD functions the method of fractional differentiation is avoided to construct the correct probability distributions for arbitrary distances, what is impo...

We study a class of nonlinear stochastic partial differential equations arising in themathematical modeling of the transversemotion of an extensible beam in the plane. Nonlinear forcing terms of functional-type and those dependent upon a family of probability measures are incorporated into the initial-boundary value problem (IBVP), and noise is incorporated into the mathematical description of ...

In this paper, under appropriate oscillating behaviours of the nonlinear term, we prove some multiplicity results for a class of nonlinear fractional equations. These problems have a variational structure and we find three solutions for them by exploiting an abstract result for smooth functionals defined on a reflexive Banach space. To make the nonlinear methods work, some careful analysis of t...

this study develops and analyzes preconditioned krylov subspace methods to solve linear systemsarising from discretization of the time-independent space-fractional models. first, we apply shifted grunwald formulas to obtain a stable finite difference approximation to fractional advection-diffusion equations. then, we employee two preconditioned iterative methods, namely, the preconditioned gene...

This paper considers an extension of probability space based on interval random variables. In this approach, first, a notion of interval random variable is introduced. Then, based on a family of continuous distribution functions with interval parameters, a concept of probability space of an interval random variable is proposed. Then, the mean and variance of an interval random variable are intr...

in this paper, we present a fractional mathematical model of a one-dimensional phase phase change problem (stefan problem) with latent heat a power function of position. this model includes space-time fractional derivatives in caputo sense and time dependent surface heat flux. an approximate solution of this model is obtained by optimal homotopy asymptotic method (oham) to find an approximate s...

Instantaneous volatility of logarithmic return in the lognormal fractional SABR model is driven by exponentiation a correlated Brownian motion. Due to mixed nature driving and motions, probability density for such less studied literature. We show this paper bridge representation joint Fourier space. Evaluating along properly chosen deterministic path yields small time asymptotic expansion leadi...