The abstract Cauchy problem for the distributed order fractional evolution equation in the Caputo and in the Riemann-Liouville sense is studied for operators generating a strongly continuous one-parameter semigroup on a Banach space. Continuous as well as discrete distribution of fractional time-derivatives of order less than one are considered. The problem is reformulated as an abstract Volterra integral equation. It is proven that its kernel satisfy certain complete monotonicity properties. Based on these properties, the well-posedness of the problem is established and a series expansion of the solution is obtained. In case of ordered Banach space this representation implies positivity of the solution operator. In addition, a subordination formula is obtained.
We generalize the completely monotone conjecture ([CG15]) from Shannon entropy to the Tsallis entropy up for orders up to at least four. To this end, we employ the algorithm ([Jün16, JM06a]) which employs the technique of systematic integrations-by-parts.
In this article, we show that if $A$ is a maximal monotone operator on a Hilbert space $H$ with $0$ in the range $\textrm{Rg}(A)$ of $A$, then for every $0<s<1$, the Dirichlet problem associated with the Bessel-type equation $$ A_{1-2s}u:=-\frac{1-2s}{t}u_{t}-u_{tt}+Au\ni 0 $$ is well-posed for boundary values $φ\in \overline{D(A)}^{\mbox{}_{H}}$. This allows us to define the Dirichlet-to-Neumann (DtN) operator $Λ_{s}$ associated with $A_{1-2s}$ as $$ φ\mapsto Λ_{s}φ:=-\lim_{t\to 0+}t^{1-2s}u_{t}(t)\qquad\text{in H.} $$ The existence of the DtN operator $Λ_{s}$ associated with $A_{1-2s}$ is th…
This paper concerns with a mathematical modelling of biological experiments, and its influence on our lives. Fractional hybrid iterative differential equations are equations that interested in mathematical model of biology. Our technique is based on the Dhage fixed point theorem. This tool describes mixed solutions by monotone iterative technique in the nonlinear analysis. This method is used to combine two solutions: lower and upper. It is shown an approximate result for the hybrid fractional differential equations iterative in the closed assembly formed by the lower and upper solutions.
We identify a class of non-local integro-differential operators $K$ in $\mathbb{R}$ with Dirichlet-to-Neumann maps in the half-plane $\mathbb{R} \times (0, \infty)$ for appropriate elliptic operators $L$. More precisely, we prove a bijective correspondence between Lévy operators $K$ with non-local kernels of the form $ν(y - x)$, where $ν(x)$ and $ν(-x)$ are completely monotone functions on $(0, \infty)$, and elliptic operators $L = a(y) \partial_{xx} + 2 b(y) \partial_{x y} + \partial_{yy}$. This extends a number of previous results in the area, where symmetric operators have been studied: the…
$H$-convergence and $Γ$-convergence in the Riesz fractional setting: the nonlinear case
Scuola Internazionale Superiore di Studi Avanzati (SISSA)（高等高级研究所）；Università degli Studi dell’Aquila（阿奎拉大学）；Università del Salento（萨伦托大学）；Politecnico di Milano（米兰理工大学）；Università di Padova（帕多瓦大学）
A relation between matrix-valued complete Bernstein functions and matrix-valued Stieltjes functions is applied to prove that the solutions of matricial convolution equations with extended LICM kernels belong to special classes of functions. In particular the cases of the solutions of the viscoelastic duality relation and the solutions of the matricial Sonine equation are discussed, with applications in anisotropic linear viscoelasticity and a generalization of fractional calculus. In the first case it is in particular shown that duality of completely monotone relaxation functions and Bernstein…
We study the nonlinear fractional equation $(-Δ)^s u = f(u)$ in $\mathbb{R}^n$, for all fractions $0<s<1$ and all nonlinearities $f$. For every fractional power $s \in (0,1)$, we obtain sharp energy estimates for bounded global minimizers and for bounded monotone solutions. They are sharp since they are optimal for solutions depending only on one Euclidian variable. As a consequence, we deduce the one-dimensional symmetry of bounded global minimizers and of bounded monotone solutions in dimension $n=3$ whenever $1/2 \leq s < 1$. This result is the analogue of a conjecture of De Giorgi on one-d…
We prove existence and regularity of periodic in time solutions of completely resonant nonlinear forced wave equations with Dirichlet boundary conditions for a large class of non-monotone forcing terms. Our approach is based on a variational Lyapunov-Schmidt reduction. It turns out that the infinite dimensional bifurcation equation exhibits an intrinsic lack of compactness. We solve it via a minimization argument and a-priori estimate methods inspired to regularity theory of Rabinowitz
We consider nonlinear nonlocal diffusive evolution equations, governed by fractional Laplace-type operators, fractional time derivative and involving porous medium type nonlinearities. Existence and uniqueness of weak solutions are established using approximating solutions and the theory of maximal monotone operators. Using the De Giorgi-Nash-Moser technique, we prove that the solutions are bounded and Hölder continuous for all positive time.
We study a nonlinear, nonlocal Dirichlet problem driven by the degenerate fractional p-Laplacian via a combination of topological methods (degree theory for operators of monotone type) and variational methods (critical point theory). We assume local conditions ensuring the existence of sub- and supersolutions. So we prove existence of two positive solutions, in both the coercive and noncoercive cases.
Optimal control of stochastic Volterra integral equations with completely monotone kernels and stochastic differential equations on Hilbert spaces with unbounded control and diffusion operators
Sapienza Università di Roma（罗马大学）；Technische Universität Berlin（柏林工业大学）
We study a nonlinear elliptic equation driven by the degenerate fractional p-Laplacian, with Dirichlet type condition and a jumping reaction, i.e., (p-1)-linear both at infinity and at zero but with different slopes crossing the principal eigenvalue. Under two different sets of hypotheses, entailing different types of asymmetry, we prove the existence of at least two nontrivial solutions. Our method is based on degree theory for monotone operators and nonlinear fractional spectral theory.
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 study the symmetry properties for solutions of elliptic systems of the type (-Δ)^{s_1} u = F_1(u, v), (-Δ)^{s_2} v= F_2(u, v), where $F\in C^{1,1}_{loc}(\R^2)$, $s_1,s_2\in (0,1)$ and the operator $(-Δ)^s$ is the so-called fractional Laplacian. We obtain some Poincaré-type formulas for the $α$-harmonic extension in the half-space, that we use to prove a symmetry result both for stable and for monotone solutions.
We study monotone numerical schemes for nonlocal Isaacs equations, the dynamic programming equations of stochastic differential games with jump-diffusion state processes. These equations are fully-nonlinear non-convex equations of order less than $2$. In this paper they are also allowed to be degenerate and have non-smooth solutions. The main contribution is a series of new a priori error estimates: The first results for nonlocal Isaacs equations, the first general results for degenerate non-convex equations of order greater than $1$, and the first results in the viscosity solution setting giv…
We study fractional parabolic equations with indefinite nonlinearities $$ \frac{\partial u} {\partial t}(x,t) +(-Δ)^s u(x,t)= x_1 u^p(x, t),\,\, (x, t) \in \mathbb{R}^n \times \mathbb{R}, $$ where $0<s<1$ and $1<p<\infty$. We first prove that all positive bounded solutions are monotone increasing along the $x_1$ direction. Based on this we derive a contradiction and hence obtain non-existence of solutions. These monotonicity and nonexistence results are crucial tools in a priori estimates and complete blow-up for fractional parabolic equations in bounded domains. To this end, we introduce seve…
We study nonlinear elliptic equations for operators corresponding to non-stable Lévy diffusions. We include a sum of fractional Laplacians of different orders. Such operators are infinitesimal generators of non-stable (i.e., non self-similar) Lévy processes. We establish the regularity of solutions, as well as sharp energy estimates. As a consequence, we prove a 1-D symmetry result for monotone solutions to Allen-Cahn type equations with a non-stable Lévy diffusion. These operators may still be realized as local operators using a system of PDEs ---in the spirit of the extension problem of Caff…
We report on a time regularity result for stochastic evolutionary PDEs with monotone coefficients. If the diffusion coefficient is bounded in time without additional space regularity we obtain a fractional Sobolev type time regularity of order up to $\tfrac{1}{2}$ for a certain functional $ G( u )$ of the solution. Namely, $ G( u )=\nabla u $ in the case of the heat equation and $G( u )=|\nabla u |^{\frac{p-2}{2}}\nabla u $ for the $p$-Laplacian. The motivation is twofold. On the one hand, it turns out that this is the natural time regularity result that allows to establish the optimal rates o…
We study a nonlinear elliptic problem defined in a bounded domain involving fractional powers of the Laplacian operator together with a concave-convex term. We characterize completely the range of parameters for which solutions of the problem exist and prove a multiplicity result.
We consider nonlinear diffusive evolution equations posed on bounded space domains, governed by fractional Laplace-type operators, and involving porous medium type nonlinearities. We establish existence and uniqueness results in a suitable class of solutions using the theory of maximal monotone operators on dual spaces. Then we describe the long-time asymptotics in terms of separate-variables solutions of the friendly giant type. As a by-product, we obtain an existence and uniqueness result for semilinear elliptic non local equations with sub-linear nonlinearities. The Appendix contains a revi…
In this paper, we are concerned with the following equation involving higher-order fractional Lapalacian \begin{equation*} \left\{\begin{aligned} &(-Δ)^{p+{\fracα{2}}}u(x)=u_+^γ~~ \mbox{ in }\mathbb{R}^n,\\ &\int_{\mathbb{R}^n}u_+^γdx<+\infty, \end{aligned}\right. \end{equation*} where $p\geq 1$ is an integer, $0<\alp<2$, $n> 2p+α$ and $γ\in (1,\frac{n}{n-2p-\alp})$. We establish an integral representation formula for any nonconstant classical solution satisfying certain growth at infinity. From this we prove that these solutions are radially symmetric about some point in $\R^n$ and monotone d…
We consider a degenerate parabolic equation associated with the fractional $% p $-Laplace operator $\left( -Δ\right) _{p}^{s}$\ ($p\geq 2$, $s\in \left( 0,1\right) $) and a monotone perturbation growing like $\left\vert s\right\vert ^{q-2}s,$ $q>p$ and with bad sign at infinity as $\left\vert s\right\vert \rightarrow \infty $. We show the existence of locally-defined strong solutions to the problem with any initial condition $u_{0}\in L^{r}(Ω)$ where $r\geq 2$ satisfies $r>N(q-p)/sp$. Then, we prove that finite time blow-up is possible for these problems in the range of parameters provided for…
We extend a Poincaré-type inequality for functions with large zero-sets by Jiang and Lin to fractional Sobolev spaces. As a consequence, we obtain a Hausdorff dimension estimate on the size of zero sets for fractional Sobolev functions whose inverse is integrable. Also, for a suboptimal Hausdorff dimension estimate, we give a completely elementary proof based on a pointwise Poincaré-style inequality.
This paper is devoted to an in deep investigation of the first fundamental solution to the linear multi-dimensional space-time-fractional diffusion-wave equation. This equation is obtained from the diffusion equation by replacing the first order time-deri\-va\-ti\-ve by the Caputo fractional derivative of order $β,\ 0 <β\leq 2$ and the Laplace operator by the fractional Laplacian $(-Δ)^{\fracα2}$ with $0<α\leq 2$. First, a representation of the fundamental solution in form of a Mellin-Barnes integral is deduced by employing the technique of the Mellin integral transform. This representation is…
In this paper we extend, for the first time, part of the Weierstrass extremal field theory in the Calculus of Variations to a nonlocal framework. Our model case is the energy functional for the fractional Laplacian (the Gagliardo-Sobolev seminorm), for which such a theory was still unknown. We build a null-Lagrangian and a calibration for nonlinear equations involving the fractional Laplacian in the presence of a field of extremals. Thus, our construction assumes the existence of a family of solutions to the Euler-Lagrange equation whose graphs produce a foliation. Then, the minimality of each…
In this work we study a general shape optimization problem where the state equation is given in terms of a nonlocal operator. Examples of the problems considered are monotone combinations of fractional eigenvalues. Moreover, we also analyze the transition from nonlocal to local state equations.
We propose a new asymptotic expansion for the fractional $p$-Laplacian with precise computations of the errors. Our approximation is shown to hold in the whole range $p\in(1,\infty)$ and $s\in(0,1)$, with errors that do not degenerate as $s\to1^-$. These are super-quadratic for a wide range of $p$ (better far from the zero gradient points), and optimal in most cases. One of the main ideas here is the fact that the singular part of the integral representation of the fractional $p$-Laplacian behaves like a local $p$-Laplacian with a weight correction. As a consequence of this, we also revisit a …
We establish sharp energy estimates for some solutions, such as global minimizers, monotone solutions and saddle-shaped solutions, of the fractional nonlinear equation $(-Δ)^{1/2} u=f(u)$ in $\re^n$. Our energy estimates hold for every nonlinearity $f$ and are sharp since they are optimal for one-dimensional solutions, that is, for solutions depending only on one Euclidian variable. As a consequence, in dimension $n=3$, we deduce the one-dimensional symmetry of every global minimizer and of every monotone solution. This result is the analog of a conjecture of De Giorgi on one-dimensional symme…
We construct numerical approximations for Mean Field Games with fractional or nonlocal diffusions. The schemes are based on semi-Lagrangian approximations of the underlying control problems/games along with dual approximations of the distributions of agents. The methods are monotone, stable, and consistent, and we prove convergence along subsequences for (i) degenerate equations in one space dimension and (ii) nondegenerate equations in arbitrary dimensions. We also give results on full convergence and convergence to classical solutions. Numerical tests are implemented for a range of different…
In their recent work `Well-posedness, regularity and asymptotic analyses for a fractional phase field system' (Asymptot. Anal. 114 (2019), 93-128; see also the preprint arXiv:1806.04625), two of the present authors have studied phase field systems of Caginalp type, which model nonconserved, nonisothermal phase transitions and in which the occurring diffusional operators are given by fractional versions in the spectral sense of unbounded, monotone, selfadjoint, linear operators having compact resolvents. In this paper, we complement this analysis by investigating distributed optimal control pro…
We extend in this paper the definition of Caputo derivatives of order in $(0,1)$ to a certain class of locally integrable functions using a convolution group. Our strategy is to define a fractional calculus for a certain class of distributions using the convolution group. When acting on causal functions, this fractional calculus agrees with the traditional Riemann-Liouville definition for $t>0$ but includes some singularities at $t=0$ so that the group property holds. Then, making use of this fractional calculus, we introduce the generalized definition of Caputo derivatives. The new definition…
We consider the pointwise convergence problem for the solution of Schrödinger-type equations along directions determined by a given compact subset of the real line. This problem contains Carleson's problem as the most simple case and was studied in general by Cho--Lee--Vargas. We extend their result from the case of the classical Schrödinger equation to a class of equations which includes the fractional Schrödinger equations. To achieve this, we significantly simplify their proof by completely avoiding a time localization argument.
We study elliptic gradient systems with fractional laplacian operators on the whole space $$ (- Δ)^\mathbf s \mathbf u =\nabla H (\mathbf u) \ \ \text{in}\ \ \mathbf{R}^n,$$ where $\mathbf u:\mathbf{R}^n\to \mathbf{R}^m$, $H\in C^{2,γ}(\mathbf{R}^m)$ for $γ> \max(0,1-2\min \left \{s_i \right \})$, $\mathbf s=(s_1,\cdots,s_m)$ for $0<s_i<1$ and $\nabla H (\mathbf u)=(H_{u_i}(u_1, u_2,\cdots,u_m))_{i}$. We prove De Giorgi type results for this system for certain values of $\mathbf s$ and in lower dimensions, i.e. $n=2,3$. Just like the local case, the concepts of orientable systems and $H-$monot…
We consider a continuum of phase oscillators on the circle interacting through an impulsive instantaneous coupling. In contrast with previous studies on related pulse-coupled models, the stability results obtained in the continuum limit are global. For the nonlinear transport equation governing the evolution of the oscillators, we propose (under technical assumptions) a global Lyapunov function which is induced by a total variation distance between quantile densities. The monotone time evolution of the Lyapunov function completely characterizes the dichotomic behavior of the oscillators: eithe…
We develop a kind of fractional calculus and theory of relaxation and diffusion equations associated with operators in the time variable, of the form $(Du)(t)=\frac{d}{dt}\int\limits_0^tk(t-τ)u(τ)\,dτ-k(t)u(0)$ where $k$ is a nonnegative locally integrable function. Our results are based on the theory of complete Bernstein functions. The solution of the Cauchy problem for the relaxation equation $Du=-λu$, $λ>0$, proved to be (under some conditions upon $k$) continuous on $[(0,\infty)$ and completely monotone, appears in the description by Meerschaert, Nane, and Vellaisamy of the process $N(E(t…
