• Journal of applied mathematics & informatics
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• v.18 no.1_2
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• pp.339-350
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• 2005

A space-time fractional advection-dispersion equation (ADE) is a generalization of the classical ADE in which the first-order time derivative is replaced with Caputo derivative of order $\alpha{\in}(0,1]$, and the second-order space derivative is replaced with a Riesz-Feller derivative of order $\beta{\in}0,2]$. We derive the solution of its Cauchy problem in terms of the Green functions and the representations of the Green function by applying its Fourier-Laplace transforms. The Green function also can be interpreted as a spatial probability density function (pdf) evolving in time. We do the same on another kind of space-time fractional advection-dispersion equation whose space and time derivatives both replacing with Caputo derivatives.

• Journal of applied mathematics & informatics
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• v.26 no.1_2
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• pp.1-14
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• 2008

In this paper, A Riesz fractional diffusion equation with a nonlinear source term (RFDE-NST) is considered. This equation is commonly used to model the growth and spreading of biological species. According to the equivalent of the Riemann-Liouville(R-L) and $Gr\ddot{u}nwald$-Letnikov(G-L) fractional derivative definitions, an implicit difference approximation (IFDA) for the RFDE-NST is derived. We prove the IFDA is unconditionally stable and convergent. In order to evaluate the efficiency of the IFDA, a comparison with a fractional method of lines (FMOL) is used. Finally, two numerical examples are presented to show that the numerical results are in good agreement with our theoretical analysis.

• Communications of the Korean Mathematical Society
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• v.29 no.1
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• pp.173-185
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• 2014

In the present paper, we consider an anomalous diffusion problem in two dimensional space involving Caputo time and Riesz-Feller fractional derivatives and then solve it by using a series involving bilateral eigen-functions. Also, we obtain a numerical approximation formula of this problem and discuss some of its particular cases.