Fractional (non-integer) derivatives and integrals play an important role in theory and applications. The fractional calculus of variations is a rather recent subject with the first results from 1996. This paper presents necessary and sufficient optimality conditions for fractional problems of the calculus of variations with a Lagrangian density depending on the free end-points. The fractional ...

We investigate the small deviation problem for weighted fractional Brownian motions in Lq–norm, 1 ≤ q ≤ ∞. Let BH be a fractional Brownian motion with Hurst index 0 < H < 1. If 1/r := H + 1/q, then our main result asserts lim ε→0 ε log P (∥∥∥ρBH∥∥∥ Lq(0,∞) < ε ) = −c(H, q) · ‖ρ‖ Lr(0,∞) , provided the weight function ρ satisfies a condition slightly stronger than the r– integrability. Thus we e...

A corrected derivation of nonlinear wave propagation equations with fractional loss operators is presented. The fundamental approach is based on fractional formulations of the stress-strain and heat flux definitions but uses the energy equation and thermodynamic identities to link density and pressure instead of an erroneous fractional form of the entropy equation as done in Prieur and Holm ["N...

In this paper, we discuss the steady state Fractional Advection Dispersion Equation (FADE) on bounded domains in IRd . Fractional differential and integral operators are defined and analyzed. Appropriate fractional derivative spaces are defined, and shown to be equivalent to the fractional dimensional Sobolev spaces. A theoretical framework for the variational solution of the steady state FADE ...

In this paper, some properties of pseudo-differential operators, SG-elliptic partial differential equations with polynomial coefficients and localization operators on space S ν (R), are studied by using fractional Fourier transform. AMS Mathematics Subject Classification (2010): 35S05, 46F12, 47G30.