Although there have existed some numerical algorithms for the fractional differential equations, developing high-order methods (i.e., with convergence order greater than or equal to 2) is just the beginning. Lubich has ever proposed the high-order schemes when he studied the fractional linear multistep methods, where he constructed the pth order schemes (p = 2, 3, 4, 5, 6) for the αth order Rie...

The Liouville and first Bogoliubov hierarchy equations with derivatives of noninteger order are derived. The fractional Liouville equation is obtained from the conservation of probability to find a system in a fractional volume element. This equation is used to obtain Bogoliubov hierarchy and fractional kinetic equations with fractional derivatives. Statistical mechanics of fractional generaliz...

In the finance market, it is well known that price change of underlying fractal transmission system can be modeled with Black-Scholes equation. This article deals finding approximate analytic solutions for time-fractional equation fractional integral boundary condition a European option pricing problem in Katugampola derivative sense. It generalizes both Riemann–Liouville and Hadamard derivativ...

In this paper, we study two stochastic problems for time-fractional Rayleigh-Stokes equation including the initial value problem and terminal problem. Here, are perturbed by Wiener process, fractional derivative taken in sense of Riemann-Liouville, source function time-spatial noise nonlinear satisfy globally Lipschitz conditions. We attempt to give some existence r...