In this paper, we investigate analytical solutions of multi-time scale fractional stochastic differential equations driven by fractional Brownian motions. We firstly decompose homogeneous multi-time scale fractional stochastic differential equations driven by fractional Brownian motions into independent differential subequations, and give their analytical solutions. Then, we use the variation o...

During the past three decades, the subject of fractional calculus (that is, calculus of integrals and derivatives of arbitrary order) has gained considerable popularity and importance, mainly due to its demonstrated applications in numerous diverse and widespread fields in science and engineering. For example, fractional calculus has been successfully applied to problems in system biology, phys...

Recently, fractional calculus has attracted much attention since it plays an important role in many fields of science and engineering. Especially, the study on stability of fractional differential equations appears to be very important. In this paper, a brief overview on the recent stability results of fractional differential equations and the analytical methods used are provided. These equatio...

Fractional calculus represents a natural instrument to model nonlocal or long-range dependence phenomena either in space or time. The processes that involve different space and time scales appear in a wide range of contexts, from physics and chemistry to biology and engineering. In many of these problems, the dynamics of the system can be formulated in terms of fractional differential equations...

Fractional diffusion equations are abstract partial differential equations that involve fractional derivatives in space and time. They are useful to model anomalous diffusion, where a plume of particles spreads in a different manner than the classical diffusion equation predicts. An initial value problem involving a space-fractional diffusion equation is an abstract Cauchy problem, whose analyt...

This paper presents a general solution for a space-and time-fractional diffusionwave equation defined in a bounded space domain. The space-and time-fractional derivatives are described in the Caputo sense. The application of Adomian decomposition method, developed for differential equations of integer order, is extended to derive a general solution of the space-and time-fractional diffusionwave...

The goal of this research is to reveal the unknown time dependent diffusion coefficient in space-time fractional differential equations by means Taylor series method. Unlike most methods used inverse problems, using no over-measured data a substantial advantage method.
 As result, could be determined with high precision. Illustrative examples shows that retrieved and solution problem are a...

in this manuscript a new method is introduced for solving fractional differential equations. the fractional derivative is described in the caputo sense. the main idea is to use fractional-order legendre wavelets and operational matrix of fractional-order integration. first the fractional-order legendre wavelets (flws) are presented. then a family of piecewise functions is proposed, based on whi...