Band 24, Heft 1

The concept of the renormalization group (RG) emerged from the renormalization of quantum field variables, which is typically used to deal with the issue of divergences to infinity in quantum field theory. Meanwhile, in the study of phase transitions and critical phenomena, it was found that the self–similarity of systems near critical points can be described using RG methods. Furthermore, since self–similarity is often a defining feature of a complex system, the RG method is also devoted to characterizing complexity. In addition, the RG approach has also proven to be a useful tool to analyze the asymptotic behavior of solutions in the singular perturbation theory. In this review paper, we discuss the origin, development, and application of the RG method in a variety of fields from the physical, social and life sciences, in singular perturbation theory, and reveal the need to connect the RG and the fractional calculus (FC). The FC is another basic mathematical approach for describing complexity. RG and FC entail a potentially new world view, which we present as a way of thinking that differs from the classical Newtonian view. In this new framework, we discuss the essential properties of complex systems from different points of view, as well as, presenting recommendations for future research based on this new way of thinking.

The asymptotic expansions of the Wright functions of the second kind, introduced by Mainardi [see Appendix F of his book Fractional Calculus and Waves in Linear Viscoelasticity (2010)], Fσ(x)=∑n=0∞(−x)nn!Γ(−nσ) , Mσ(x)=∑n=0∞(−x)nn!Γ(−nσ+1−σ) (0<σ<1)$$F_\sigma(x)=\sum\limits_{n=0}^\infty \frac{(-x)^n}{n! {\mathrm{\Gamma}}(-n\sigma)}~,\quad M_\sigma(x)=\sum\limits_{n=0}^\infty \frac{(-x)^n}{n! {\mathrm{\Gamma}}(-n\sigma+1-\sigma)}\quad(0 \lt \sigma \lt 1) $$ for x → ± ∞ are presented. The situation corresponding to the limit σ → 1 − is considered, where M σ ( x ) approaches the Dirac delta function δ ( x − 1). Numerical results are given to demonstrate the accuracy of the expansions derived in the paper, together with graphical illustrations that reveal the transition to a Dirac delta function as σ → 1 − .

In this paper, the long-time behavior of the Cesaro mean of the fundamental solution for fractional Heat equation corresponding to random time changes in the Brownian motion is studied. We consider both stable subordinators leading to equations with the Caputo-Djrbashian fractional derivative and more general cases corresponding to differential-convolution operators, in particular, distributed order derivatives.

The multinomial Mittag-Leffler function plays a crucial role in the study of multi-term time-fractional evolution equations. In this work we establish basic properties of the Prabhakar type generalization of this function with the main emphasis on complete monotonicity. As particular examples, the relaxation functions for equations with multiple time-derivatives in the so-called “natural” and “modified” forms are studied in detail and useful estimates are derived. The obtained results extend known properties of the classical Mittag-Leffler function. The main tools used in this work are Laplace transform and Bernstein functions’ technique.

This paper is devoted to a fractional generalization of the Dirichlet distribution. The form of the multivariate distribution is derived assuming that the n partitions of the interval [0, W n ] are independent and identically distributed random variables following the generalized Mittag-Leffler distribution. The expected value and variance of the one-dimensional marginal are derived as well as the form of its probability density function. A related generalized Dirichlet distribution is studied that provides a reasonable approximation for some values of the parameters. The relation between this distribution and other generalizations of the Dirichlet distribution is discussed. Monte Carlo simulations of the one-dimensional marginals for both distributions are presented.

We study Markovian continuos-time random walk models for Lévy flights and we show an example in which the convergence to stable densities is not guaranteed when jumps follow a bi-modal power-law distribution that is equal to zero in zero. The significance of this result is two-fold: i ) with regard to the probabilistic derivation of the fractional diffusion equation and also ii ) with regard to the concept of site fidelity in the framework of Lévy-like motion for wild animals.

We study the well-posedness for initial boundary value problems associated with time fractional diffusion equations with non-homogenous boundary and initial values. We consider both weak and strong solutions for the problems. For weak solutions, we introduce a definition of solutions which allows to prove the existence of solution to the initial boundary value problems with non-zero initial and boundary values and non-homogeneous source terms lying in some negative-order Sobolev spaces. For strong solutions, we introduce an optimal compatibility condition and prove the existence of the solutions. We introduce also some sharp conditions guaranteeing the existence of solutions with more regularity in time and space.

In this paper, a weighted and shifted Grünwald-Letnikov difference (WSGD) Legendre spectral method is proposed to solve the two-dimensional nonlinear time fractional mobile/immobile advection-dispersion equation. We introduce the correction method to deal with the singularity in time, and the stability and convergence analysis are proven. In the numerical implementation, a fast method is applied based on a globally uniform approximation of the trapezoidal rule for the integral on the real line to decrease the memory requirement and computational cost. The memory requirement and computational cost are O ( Q ) and O ( QK ), respectively, where K is the number of the final time step and Q is the number of quadrature points used in the trapezoidal rule. Some numerical experiments are given to confirm our theoretical analysis and the effectiveness of the presented methods.

Necessary and sufficient conditions are explored for the asymptotic stability and instability of linear two-dimensional autonomous systems of fractional-order differential equations with Caputo derivatives. Fractional-order-dependent and fractional-order-independent stability and instability properties are fully characterised, in terms of the main diagonal elements of the systems’ matrix, as well as its determinant.

This paper is devoted to the general theory of linear systems of fractional order pseudo-differential equations. Single fractional order differential and pseudo-differential equations are studied by many authors and several monographs and handbooks have been published devoted to its theory and applications. However, the state of systems of fractional order ordinary and partial or pseudo-differential equations is still far from completeness, even in the linear case. In this paper we develop a new method of solution of general systems of fractional order linear pseudo-differential equations and prove existence and uniqueness theorems in the special classes of distributions, as well as in the Sobolev spaces.

The paper is devoted to the numerical solutions of fractional PDEs based on its probabilistic interpretation, that is, we construct approximate solutions via certain Monte Carlo simulations. The main results represent the upper bound of errors between the exact solution and the Monte Carlo approximation, the estimate of the fluctuation via the appropriate central limit theorem (CLT) and the construction of confidence intervals. Moreover, we provide rates of convergence in the CLT via Berry-Esseen type bounds. Concrete numerical computations and illustrations are included.

In this paper, we consider a discrete-time fractional model of abstract form involving the Riemann-Liouville-like difference operator. On account of the C 0 -semigroups generated by a closed linear operator A and based on a distinguished class of sequences of operators, we show the existence of stable solutions for the nonlinear Cauchy problem by means of fixed point technique and the compact method. Moreover, we also establish the Ulam-Hyers-Rassias stability of the proposed problem. Two examples are presented to explain the main results.

For 1 < ν ≤ 2 a real number and T ≥ 3 a natural number, conditions are given for the existence of solutions of the ν th order Atıcı-Eloe fractional difference equation, Δ ν y ( t ) + f ( t + ν − 1, y ( t + ν − 1)) = 0, t ∈ {0, 1, …, T }, and satisfying the left focal boundary conditions Δ y ( ν − 2) = y ( ν + T ) = 0.