The present study aims at indicating the existence and uniqueness result of system in extended colombeau algebra. The Caputo fractional derivative is used for solving the system of ODEs. In addition, Riesz fractional derivative of  Colombeau generalized algebra is considered. The purpose of introducing Riesz fractional derivative is regularizing it in Colombeau sense. We also give a solution to...

in this paper two different methods are presented to approximate the solution of the fractional black-scholes equation for valuation of barrier option. also, the two schemes need less computational work in comparison with the traditional methods. in this work, we propose a new generalization of the two-dimensional differential transform method and decomposition method that will extend the appli...

Nuclear magnetic resonance (NMR) is a physical phenomenon widely used to study complex materials. NMR is governed by the Bloch equation, a first order non-linear differential equation. Fractional order generalization of the Bloch equation provides an opportunity to extend its use to describe a wider range of experimental situations. Here we present a fractional generalization of the Bloch equat...

We investigate fractional Brownian motion with a microscopic random-matrix model and introduce a fractional Langevin equation. We use the latter to study both subdiffusion and superdiffusion of a free particle coupled to a fractal heat bath. We further compare fractional Brownian motion with the fractal time process. The respective mean-square displacements of these two forms of anomalous diffu...

BACKGROUND Sequel to the work on the quantization of nonconservative systems using fractional calculus and quantization of a system with Brownian motion, which aims to consider the dissipation effects in quantum-mechanical description of microscale systems. RESULTS The canonical quantization of a system represented classically by one-dimensional Fick's law, and the diffusion equation is carri...

In this paper, we exhibit two methods to numerically solve the fractional integro differential equations and then proceed to compare the results of their applications on different problems. For this purpose, at first shifted Jacobi polynomials are introduced and then operational matrices of the shifted Jacobi polynomials are stated. Then these equations are solved by two methods: Caputo fractio...

in this paper, first a new homotopy perturbation method for solving a fractional order nonlinear telegraph equation is introduced. by applying the proposed method, the nonlinear equation is translated to linear equations for per iteration of homotopy perturbation method. then, the obtained problems are solved with separation method. in the examples, it is illustrated that the exact solution is ...

The power law wave equation uses two different fractional derivative terms to model wave propagation with power law attenuation. This equation averages complex nonlinear dynamics into a convenient, tractable form with an explicit analytical solution. This paper develops a random walk model to explain the appearance and meaning of the fractional derivative terms in that equation, and discusses a...

In this paper the Bagley-Torvik equation as a prototype fractional differential equation with two derivatives is investigated by means of homotopy perturbation method. The results reveal that the present method is very effective and accurate.