The fractional derivative of order α, with 1 < α ≤ 2 appears in several diffusion problems used in physical and engineering applications. Therefore to obtain highly accurate approximations for this derivative is of great importance. Here, we describe and compare different numerical approximations for the fractional derivative of order 1 < α ≤ 2. These approximations arise mainly from the Grünwa...

The stochastic solution to a diffusion equations with polynomial coefficients is called a Pearson diffusion. If the first time derivative is replaced by a Caputo fractional derivative of order less than one, the stochastic solution is called a fractional Pearson diffusion. This paper develops an explicit formula for the covariance function of a fractional Pearson diffusion in steady state, in t...

In this paper, the space-time Riesz fractional partial differential equations with periodic conditions are considered. The equations are obtained from the integral partial differential equation by replacing the time derivative with a Caputo fractional derivative and the space derivative with Riesz potential. The fundamental solutions of the space Riesz fractional partial differential equation (...

Adomian decomposition method has been employed to obtain solutions of a system of nonlinear fractional differential equations: D i yi (x)=Ni(x, y1, . . . , yn), y i (0)= c k, 0 k [ i ], 1 i n and D i denotes Caputo fractional derivative. Some examples are solved as illustrations, using symbolic computation. © 2005 Elsevier B.V. All rights reserved.