A Priori Estimates for Solutions of Boundary Value Problems for Fractional-Order Equations

We consider boundary value problems of the first and third kind for the diffusionwave equation. By using the method of energy inequalities, we find a priori estimates for the solutions of these boundary value problems.Comment: 10 pages, no figur

Stochastic Differential Equations Driven by Fractional Brownian Motion and Standard Brownian Motion

We prove an existence and uniqueness theorem for solutions of multidimensional, time dependent, stochastic differential equations driven simultaneously by a multidimensional fractional Brownian motion with Hurst parameter H>1/2 and a multidimensional standard Brownian motion. The proof relies on some a priori estimates, which are obtained using the methods of fractional integration, and the classical Ito stochastic calculus. The existence result is based on the Yamada-Watanabe theorem.Comment: 21 page

On a initial value problem arising in mechanics

We study initial value problem for a system consisting of an integer order and distributed-order fractional differential equation describing forced oscillations of a body attached to a free end of a light viscoelastic rod. Explicit form of a solution for a class of linear viscoelastic solids is given in terms of a convolution integral. Restrictions on storage and loss moduli following from the Second Law of Thermodynamics play the crucial role in establishing the form of the solution. Some previous results are shown to be special cases of the present analysis

Fractional Loop Group and Twisted K-Theory

We study the structure of abelian extensions of the group $L_qG$ of $q$-differentiable loops (in the Sobolev sense), generalizing from the case of central extension of the smooth loop group. This is motivated by the aim of understanding the problems with current algebras in higher dimensions. Highest weight modules are constructed for the Lie algebra. The construction is extended to the current algebra of supersymmetric Wess-Zumino-Witten model. An application to the twisted K-theory on $G$ is discussed.Comment: Final version in Commun. Math. Phy

Subdiffusive transport in intergranular lanes on the Sun. The Leighton model revisited

In this paper we consider a random motion of magnetic bright points (MBP) associated with magnetic fields at the solar photosphere. The MBP transport in the short time range [0-20 minutes] has a subdiffusive character as the magnetic flux tends to accumulate at sinks of the flow field. Such a behavior can be rigorously described in the framework of a continuous time random walk leading to the fractional Fokker-Planck dynamics. This formalism, applied for the analysis of the solar subdiffusion of magnetic fields, generalizes the Leighton's model.Comment: 7 page

Fractional Hamilton formalism within Caputo's derivative

In this paper we develop a fractional Hamiltonian formulation for dynamic systems defined in terms of fractional Caputo derivatives. Expressions for fractional canonical momenta and fractional canonical Hamiltonian are given, and a set of fractional Hamiltonian equations are obtained. Using an example, it is shown that the canonical fractional Hamiltonian and the fractional Euler-Lagrange formulations lead to the same set of equations.Comment: 8 page

Solution of generalized fractional reaction-diffusion equations

This paper deals with the investigation of a closed form solution of a generalized fractional reaction-diffusion equation. The solution of the proposed problem is developed in a compact form in terms of the H-function by the application of direct and inverse Laplace and Fourier transforms. Fractional order moments and the asymptotic expansion of the solution are also obtained.Comment: LaTeX, 18 pages, corrected typo

Fractional reaction-diffusion equations

In a series of papers, Saxena, Mathai, and Haubold (2002, 2004a, 2004b) derived solutions of a number of fractional kinetic equations in terms of generalized Mittag-Leffler functions which provide the extension of the work of Haubold and Mathai (1995, 2000). The subject of the present paper is to investigate the solution of a fractional reaction-diffusion equation. The results derived are of general nature and include the results reported earlier by many authors, notably by Jespersen, Metzler, and Fogedby (1999) for anomalous diffusion and del-Castillo-Negrete, Carreras, and Lynch (2003) for reaction-diffusion systems with L\'evy flights. The solution has been developed in terms of the H-function in a compact form with the help of Laplace and Fourier transforms. Most of the results obtained are in a form suitable for numerical computation.Comment: LaTeX, 17 pages, corrected typo

Constant Curvature Coefficients and Exact Solutions in Fractional Gravity and Geometric Mechanics

We study fractional configurations in gravity theories and Lagrange mechanics. The approach is based on Caputo fractional derivative which gives zero for actions on constants. We elaborate fractional geometric models of physical interactions and we formulate a method of nonholonomic deformations to other types of fractional derivatives. The main result of this paper consists in a proof that for corresponding classes of nonholonomic distributions a large class of physical theories are modelled as nonholonomic manifolds with constant matrix curvature. This allows us to encode the fractional dynamics of interactions and constraints into the geometry of curve flows and solitonic hierarchies.Comment: latex2e, 11pt, 27 pages, the variant accepted to CEJP; added and up-dated reference

Fractional conservation laws in optimal control theory

Using the recent formulation of Noether's theorem for the problems of the calculus of variations with fractional derivatives, the Lagrange multiplier technique, and the fractional Euler-Lagrange equations, we prove a Noether-like theorem to the more general context of the fractional optimal control. As a corollary, it follows that in the fractional case the autonomous Hamiltonian does not define anymore a conservation law. Instead, it is proved that the fractional conservation law adds to the Hamiltonian a new term which depends on the fractional-order of differentiation, the generalized momentum, and the fractional derivative of the state variable.Comment: The original publication is available at http://www.springerlink.com Nonlinear Dynamic