23–25 Sept 2026
Accademia Polacca Delle Scienze
Europe/Warsaw timezone

Analysis of fractional Cauchy problems with some probabilistic applications

24 Sept 2026, 15:00
30m
Accademia Polacca Delle Scienze

Accademia Polacca Delle Scienze

Vicolo Doria 2, Rome
Invited talk Session 6

Speaker

Enzo Orsingher (La Sapienza)

Description

In this talk we give an explicit solution to Dzherbashyan-Caputo-fractional Cauchy problems related to equations with derivatives of order $\nu_k$, for $k$ non-negative integer and $\nu > 0$. The solution is obtained by connecting the differential equation with the roots of the characteristic polynomial and it is expressed in terms of Mittag-Leffler-type functions. Under some additional hypothesis, the solution can be expressed as a linear combination of Mittag-Leffler functions with common fractional order $\nu$. We establish a probabilistic relationship, involving the inverse of stable subordinator, between the solutions of differential problems with order $\alpha_\nu$ and $\nu$, for $\alpha\in (0, 1)$.

Finally, we use the described method to solve fractional differential equations arising in the fractionalization of partial differential equations related to the probability law of planar random motions with finite velocities.

Primary author

Enzo Orsingher (La Sapienza)

Presentation materials

There are no materials yet.