A new equivalence of Stefan's problems for the Time-Fractional-Diffusion Equation
Sabrina Roscani, Eduardo Santillan Marcus
备注：
This paper was already accepted to be published in the in the journal "Fractional Calculus and Applied Analysis". arXiv admin note: substantial text overlap with arXiv:1306.1750
发表信息：
Fract. Calc. Appl. Anal. Vol. 17, No 2 (2014), 371-381
A fractional Stefan problem with a boundary convective condition is solved, where the fractional derivative of order $ α\in (0,1) $ is taken in the Caputo sense. Then an equivalence with other two fractional Stefan problems (the first one with a constant condition on $ x = 0 $ and the second with a flux condition)is proved and the convergence to the classical solutions is analyzed when $ α\nearrow 1$ recovering the heat equation with its respective Stefan condition.
We study a space-fractional Stefan problem, where the non-local diffusion flux is modeled by the Caputo derivative. We obtain the unique existence of classical solution to this problem.
Two fractional Stefan problems are considered by using Riemann-Liouville and Caputo derivatives of order $α\in (0,1)$ such that in the limit case ($α=1$) both problems coincide with the same classical Stefan problem. For the one and the other problem, explicit solutions in terms of the Wright functions are presented. We prove that these solutions are different even though they converge, when $α\nearrow 1$, to the same classical solution. This result also shows that some limits are not commutative when fractional derivatives are used.
We derive the fractional version of one-phase one-dimensional Stefan model. We assume that the diffusive flux is given by the time-fractional Riemann-Liouville derivative, i.e. we impose the memory effect in the examined model. Furthermore, we find a special solution to this problem.
A one-dimensional fractional one-phase Stefan problem with a temperature boundary condition at the fixed face is considered. An integral relationship between the temperature and the free boundary is obtained which is equivalent to the fractional Stefan condition. Moreover, an exact solution of similarity type expressed in terms of Wright functions is given.
In this paper we obtain self-similarity solutions for a one-phase one-dimensional fractional space one-phase Stefan problem in terms of the three parametric Mittag-Leffer function $E_{α,m;l}(z)$. We consider Dirichlet and Newmann conditions at the fixed face, involving Caputo fractional space derivatives of order $0 < α< 1$. We recover the solution for the classical one-phase Stefan problem when the order of the Caputo derivatives approaches one.
We obtain a generalized Neumann solution for the two-phase fractional Lamé-Clapeyron-Stefan problem for a semi-infinite material with constant boundary and initial conditions. In this problem, the two governing equations and a governing condition for the free boundary include a fractional time derivative in the Caputo sense of order $0<\al\leq 1$. When $ \al \nearrow $ 1 we recover the classical Neumann solution for the two-phase Lamé-Clapeyron-Stefan problem given through the error function.
Two Stefan's problems for the diffusion fractional equation are solved, where the fractional derivative of order $ \al \in (0,1) $ is taken in the Caputo's sense. The first one has a constant condition on $ x = 0 $ and the second presents a flux condition $ T_x (0, t) = \frac {q} {t ^ {\al/2}} $. An equivalence between these problems is proved and the convergence to the classical solutions is analysed when $ \al \nearrow $ 1 recovering the heat equation with its respective Stefan's condition.
Two fractional two-phase Stefan-like problems are considered by using Riemann-Liouville and Caputo derivatives of order $α\in (0, 1)$ verifying that they coincide with the same classical Stefan problem at the limit case when $α=1$. For both problems, explicit solutions in terms of the Wright functions are presented. Even though the similarity of the two solutions, a proof that they are different is also given. The convergence when $α\nearrow 1$ of the one and the other solutions to the same classical solution is given. Numerical examples for the dimensionless version of the problem are also pr…
Taking into account the recent works \cite{RoTaVe:2020} and \cite{Rys:2020}, we consider a phase-change problem for a one dimensional material with a non-local flux, expressed in terms of the Caputo derivative, which derives in a space-fractional Stefan problem. We prove existence of a unique solution to a phase-change problem with the fractional Neumann boundary condition at the fixed face $x=0$, where the domain, at the initial time, consists of liquid and solid. Then we use this result to prove the existence of a limit solution to an analogous problem with solid initial domain, when it is n…
In this work, we consider the fractional Stefan-type problem in a Lipschitz bounded domain $Ω\subset\mathbb{R}^d$ with time-dependent Dirichlet boundary condition for the temperature $\vartheta=\vartheta(x,t)$, $\vartheta=g$ on $Ω^c\times]0,T[$, and initial condition $η_0$ for the enthalpy $η=η(x,t)$, given in $Ω\times]0,T[$ by \[\frac{\partial η}{\partial t} +\mathcal{L}_A^s \vartheta= f\quad\text{ with }η\in β(\vartheta),\] where $\mathcal{L}_A^s$ is an anisotropic fractional operator defined in the distributional sense by \[\langle\mathcal{L}_A^su,v\rangle=\int_{\mathbb{R}^d}AD^su\cdot D^sv…
We obtain explicit expressions for one unknown thermal coefficient (among the conductivity, mass density, specific heat and latent heat of fusion) of a semi-infinite material through the one-phase fractional Lamé-Clapeyron-Stefan problem with an over-specified boundary condition on the fixed face $x=0$. The partial differential equation and one of the conditions on the free boundary include a time Caputo's fractional derivative of order $α\in (0,1) $. Moreover, we obtain the necessary and sufficient conditions on data in order to have a unique solution by using recent results obtained for the …
The classical Stefan problem is one of the most studied free boundary problems of evolution type. Recently, there has been interest in treating the corresponding free boundary problem with nonlocal diffusion. We start the paper by reviewing the main properties of the classical problem that are of interest for us. Then we introduce the fractional Stefan problem and develop the basic theory. After that we center our attention on selfsimilar solutions, their properties and consequences. We first discuss the results of the one-phase fractional Stefan problem which have recently been studied by the…
We review some fractional free boundary problems that were recently considered for modeling anomalous phase-transitions. All problems are of Stefan type and involve fractional derivatives in time according to Caputo's definition. We survey the assumptions from which they are obtained and observe that the problems are nonequivalent though all of them reduce to a classical Stefan problem when the order of the fractional derivatives is replaced by one. We further show that a simple heuristic approach built upon a fractional version of the energy balance and the classical Fourier's law leads to a …
The Navier-Stokes-Maxwell-Stefan system describes the dynamics of an incompressible gaseous mixture in isothermal condition. In this paper we set up an artificial compressibility type approximation. In particular we focus on the existence of solution for the approximated system and the convergence to the incompressible case. The existence of the approximating system is proved by means of semidiscretization in time and by estimating the fractional time derivative.
A generalized Neumann solution for the two-phase fractional Lamé--Clapeyron--Stefan problem for a semi--infinite material with constant initial temperature and a particular heat flux condition at the fixed face is obtained, when a restriction on data is satisfied. The fractional derivative in the Caputo sense of order $\al \in (0,1)$ respect on the temporal variable is considered in two governing heat equations and in one of the conditions for the free boundary. Furthermore, we find a relationship between this fractional free boundary problem and another one with a constant temperature conditi…
We obtain for the two-phase Lamé-Clapeyron-Stefan problem for a semi-infinite material an equivalence between the temperature and convective boundary conditions at the fixed face in the case that an inequality for the convective transfer coefficient is satisfied. Moreover, an inequality for the coefficient which characterizes the solid-liquid interface of the classical Neumann solution is also obtained. This inequality must be satisfied for data of any phase-change material, and as a consequence the result given in Tarzia, Quart. Appl. Math., 39 (1981), 491-497 is also recovered when a heat fl…
We consider a new Stefan-type problem for the classical heat equation with a latent heat and phase-change temperature depending of the variable time. We prove the equivalence of this Stefan problem with a class of boundary value problems for the nonlinear canonical evolution equation involving a source term with two free boundaries. This equivalence is obtained by applying a reduction to a Burgers equation and a reciprocal-type transformations. Moreover, for a particular case, we obtain a unique explicit solution for the two different problems.
This paper deals with a theoretical mathematical analysis of a one-dimensional-moving-boundary problem for the time-fractional diffusion equation, where the time-fractional derivative of order $\al$ $\in (0,1)$ is taken in the Caputo's sense. A generalization of the Hopf's lemma is proved, and then this result is used to prove a monotonicity property for the free-boundary when a fractional free-boundary Stefan problem is considered.
The time-fractional diffusion equation is considered, where the time derivative is either of Caputo or Riemann-Liouville type. The solution of a general initial-boundary value problem with time-dependent boundary conditions over bounded and unbounded domains is derived using the embedding method. The solution of the initial-boundary value problem, expressed in terms of a two-parameter auxiliary function, is used to obtain analytical solutions of moving boundary problems. In particular, a 'fractional' analogue of the Neumann solution to a classical Stefan problem for melting ice is found.
We study the existence and properties of solutions and free boundaries of the one-phase Stefan problem with fractional diffusion posed in $\mathbb{R}^N$. In terms of the enthalpy $h(x,t)$, the evolution equation reads $\partial_t h+(-Δ)^sΦ(h) =0$, while the temperature is defined as $u:=Φ(h):=\max\{h-L,0\}$ for some constant $L>0$ called the latent heat, and $(-Δ)^s$ stands for the fractional Laplacian with exponent $s\in(0,1)$. We prove the existence of a continuous and bounded selfsimilar solution of the form $h(x,t)=H(x\,t^{-1/(2s)})$ which exhibits a free boundary at the change-of-phase le…
We consider an initial-boundary value problem for the time-fractional diffusion equation. We prove the equivalence of two notions of weak solutions, viscosity solutions and distributional solutions.
We establish the equivalence between the notions of weak and viscosity solutions for non-homogeneous equations whose main operator is the fractional p-Laplacian and the lower order term depends on $x$, $u$ and $D_s^p u$, being the last one a type of fractional derivative.
We show the equivalence of the classical Helmoltz equation and the fractional Helmholtz equation with arbitrary order. This improves a recent result of Guan, Murugan and Wei \cite{gmw2022}
A mathematical model for a one-phase change problem (particularly a Stefan problem) with a memory flux, is obtained. The hypothesis that the weighted sum of fluxes back in time is proportional to the gradient of temperature is considered. The model obtained involves fractional derivatives with respect on time in the sense of Caputo and in the sense of Riemann--Liouville. An integral relationship for the free boundary which is equivalent to the `fractional Stefan condition' is also obtained.
In this paper, we study different notions of solutions of nonlocal and nonlinear equations of fractional $p$-Laplace type $${\rm P.V.} \int_{\mathbb R^n}\frac{|u(x)-u(y)|^{p-2}(u(x)-u(y))}{|x-y|^{n+sp}}\,dy = 0.$$ Solutions are defined via integration by parts with test functions, as viscosity solutions or via comparison. Our main result states that for bounded solutions, the three different notions coincide.
We study the unique existence of weak solutions for initial boundary value problems associated with different class of fractional diffusion equations including variable order, distributed order and multiterm fractional diffusion equations. So far, different definitions of weak solutions have been considered for these class of problems. This includes definition of solutions in a variational sense and definition of solutions from properties of their Laplace transform in time. The goal of the present article is to unify these two approaches by showing the equivalence of these two definitions. Suc…
Consider the linear Boltzmann equation of radiative transfer in a half-space, with constant scattering coefficient $σ$. Assume that, on the boundary of the half-space, the radiation intensity satisfies the Lambert (i.e. diffuse) reflection law with albedo coefficient $α$. Moreover, assume that there is a temperature gradient on the boundary of the half-space, which radiates energy in the half-space according to the Stefan-Boltzmann law. In the asymptotic regime where $σ\to+\infty$ and $1-α\sim C/σ$, we prove that the radiation pressure exerted on the boundary of the half-space is governed by a…
In this paper, we aim to study the motions of interfaces and coarsening rates governed by the time-fractional Cahn--Hilliard equation (TFCHE). It is observed by many numerical experiments that the microstructure evolution described by the TFCHE displays quite different dynamical processes comparing with the classical Cahn--Hilliard equation, in particular, regarding motions of interfaces and coarsening rates. By using the method of matched asymptotic expansions, we first derive the sharp interface limit models. Then we can theoretically analyze the motions of interfaces with respect to differe…
Time-fractional partial differential equations are nonlocal in time and show an innate memory effect. In this work, we propose an augmented energy functional which includes the history of the solution. Further, we prove the equivalence of a time-fractional gradient flow problem to an integer-order one based on our new energy. This equivalence guarantees the dissipating character of the augmented energy. The state function of the integer-order gradient flow acts on an extended domain similar to the Caffarelli-Silvestre extension for the fractional Laplacian. Additionally, we apply a numerical s…
In this paper we introduce a natural function class and prove the existence and uniqueness of both nonnegative renormalized solutions and entropy solutions for the fractional p-Laplacian parabolic problem with L^1 data. And moreover, we obtain the equivalence of renormalized solutions and entropy solutions and establish a comparison result.
In this paper, we consider non-homogeneous fractional equations in Orlicz spaces, with a source depending on the spatial variable, the unknown function, and its fractional gradient. The latter is adapted to the Orlicz framework. The main contribution of the article is to establish the equivalence between weak and viscosity solutions for such equations.
In this paper, we consider the Cauchy-type problem (1.1) involving Hilfer-Hadamard-type fractional derivative for a nonlinear fractional differential equation. We prove an equivalence between the Cauchy-type problem (1.1) and Volterra integral equation(VIE), existence, and uniqueness. We present a slight generalization for the Gronwall inequality which was used in studying the continuous dependence of a solution for the Cauchy-type problem (1.2).
To study the existence and uniqueness of solutions to Cauchy-type problems for fractional q-difference equations with the bi-ordinal Hilfer fractional q-derivative which is an extension of the Hilfer fractional q-derivative. An approach is based on the equivalence of the nonlinear Cauchy-type problem with a nonlinear Volterra q-integral equation of the second kind. Applying an analog of Banach fixed point theorem we prove the uniqueness and the existence of the solution. Moreover, we present an explicit solution to the q-analog of the Cauchy problem for the linear case.
The Caputo time-derivative is usually defined pointwise for well-behaved functions, say, for continuously differentiable functions. Accordingly, in the theory of the partial fractional differential equations with the Caputo derivatives, the functional spaces where the solutions are looked for are often the spaces of the smooth functions that are too narrow. In this paper, we introduce a suitable definition of the Caputo derivative in the fractional Sobolev spaces and investigate it from the operator theoretic viewpoint. In particular, some important equivalences of the norms related to the fra…
The question about the behavior of gaps between zeros of polynomials under differentiation is classical and goes back to Marcel Riesz. In this paper, we analyze a nonlocal nonlinear partial differential equation formally derived by Stefan Steinerberger to model dynamics of roots of polynomials under differentiation. Interestingly, the same equation has also been recently obtained formally by Dimitri Shlyakhtenko and Terence Tao as the evolution equation for free fractional convolution of a measure - an object in free probability that is also related to minor processes for random matrices. The …
We construct a theory of existence, uniqueness and regularity of solutions for the fractional heat equation $\partial_t u +(-Δ)^s u=0$, $0<s<1$, posed in the whole space $\mathbb{R}^N$ with data in a class of locally bounded Radon measures that are allowed to grow at infinity with an optimal growth rate. We consider a class of nonnegative weak solutions and prove that there is an equivalence between nonnegative data and solutions, which is given in one direction by the representation formula, in the other one by the initial trace. We review many of the typical properties of the solutions, in p…
We show that a class of spaces of vector fields whose semi-norms involve the magnitude of "directional" difference quotients is in fact equivalent to the class of fractional Sobolev spaces. The equivalence can be considered a Korn-type characterization of fractional Sobolev spaces. We use the result to understand better the energy space associated to a strongly coupled system of nonlocal equations related to a nonlocal continuum model via peridynamics. Moreover, the equivalence permits us to apply classical space embeddings in proving that weak solutions to the nonlocal system enjoy both impro…
We discuss a class of stochastic second-order PDEs in one space-dimension with an inner boundary moving according to a possibly non-linear, Stefan-type condition. We show that proper separation of phases is attained, i.e., the solution remains negative on one side and positive on the other side of the moving interface, when started with the appropriate initial conditions. To extend results from deterministic settings to the stochastic case, we establish a Wong-Zakai type approximation. After a coordinate transformation the problems are reformulated and analysed in terms of stochastic evolution…
Let $0<α<2$, $p\geq 1$, $m\in\mathbb{N}_+$. Consider $u$ to be the positive solution of the PDE \begin{equation}\label{abstract PDE} (-Δ)^{\fracα{2}+m} u(x)=u^p(x) \quad\text{in }\mathbb{R}^n. \end{equation} Cao, Dai and Qin( Transactions of the American mathematical society, 2021) showed that, under the condition $u\in\mathcal{L}_α$, the PDE possesses super polyharmonic property $(-Δ)^{k+\fracα{2}}u\geq 0$ for $k=0,1,...,m-1$. In this paper, we show another kind of super polyharmonic property $(-Δ)^k u> 0$ for $k=1,...m$ under different conditions $(-Δ)^mu\in\mathcal{L}_α$ and $(-Δ)^m u\geq 0…
Using the concept of fractional derivatives of Riemann$-$Liouville on time scales, we first introduce right fractional Sobolev spaces and characterize them. Then, we prove the equivalence of some norms in the introduced spaces, and obtain their completeness, reflexivity, separability and some imbeddings. Finally, as an application, we propose a recent method to study the existence of weak solutions of fractional boundary value problems on time scales by using variational method and critical point theory, and by constructing an appropriate variational setting, we obtain two existence results of…
In this paper we derive a sufficient condition for the existence of a unique solution of a Cauchy type q-fractional problem (involving the fractional q-derivative of Riemann-Liouville type) for some nonlinear differential equations. The key technique is to first prove that this Cauchy type q-fractional problem is equivalent to a corresponding Volterra q-integral equation. Moreover, we define the $q$-analogue of the Hilfer fractional derivative or composite fractional derivative operator and prove some similar new equivalence, existence and uniqueness results as above. Finally, some examples ar…
