In this paper, we discuss the maximum principle for a time-fractional diffusion equation $$ \partial_t^αu(x,t) = \sum_{i,j=1}^n \partial_i(a_{ij}(x)\partial_j u(x,t)) + c(x)u(x,t) + F(x,t),\ t>0,\ x \in Ω\subset {\mathbb R}^n$$ with the Caputo time-derivative of the order $α\in (0,1)$ in the case of the homogeneous Dirichlet boundary condition. Compared to the already published results, our findings have two important special features. First, we derive a maximum principle for a suitably defined weak solution in the fractional Sobolev spaces, not for the strong solution. Second, for the non-negative source functions $F = F(x,t)$ we prove the non-negativity of the weak solution to the problem under consideration without any restrictions on the sign of the coefficient $c=c(x)$ by the derivative of order zero in the spatial differential operator. Moreover, we prove the monotonicity of the solution with respect to the coefficient $c=c(x)$.
In this paper, we focus on maximum principles of a time-space fractional diffusion equation. Maximum principles for classical solution and weak solution are all obtained by using properties of the time fractional derivative operator and the fractional Laplace operator. We deduce maximum principles for a full fractional diffusion equation, other than time-fractional and spatial-integer order diffusion equations.
In this article, for a two dimensional fractional diffusion equation, we study an inverse problem for simultaneous restoration of the fractional order and the source term from the sparse boundary measurements. By the adjoint system corresponding to our diffusion equation, we construct useful quantitative relation between unknowns and measurements. From Laplace transform and the knowledge in complex analysis, the uniqueness theorem is proved.
We study the well-posedness of a semilinear fractional diffusion equation and formulate an associated inverse problem. We determine fractional power type nonlinearities from the exterior partial measurements of the Dirichlet-to-Neumann map. Our arguments are based on a first order linearization as well as the parabolic Runge approximation property.
We explain how the invariant subspace method can be extended to a scalar and coupled system of time-space fractional partial differential equations. The effectiveness and applicability of the method have been illustrated through time-space (i) fractional diffusion-convection equation, (ii) fractional reaction-diffusion equation, (iii) fractional diffusion equation with source term, (iv) two-coupled system of the fractional diffusion equation, (v) two-coupled system of fractional stationary transonic plane-parallel gas flow equation and (vi) three-coupled system of fractional Hirota-Satsuma KdV…
We investigate the fractional diffusion limit of a Linear Boltzmann equation with heavy-tailed velocity equilibrium in a half-space with Maxwell boundary conditions. We derive a new confined version of the fractional Laplacian and show uniqueness of weak solutions to the associated non-local diffusion equation.
In this paper, as an improvement of the paper [K. Ishige, T. Kawakami and H. Michihisa, SIAM J. Math. Anal. 49 (2017) pp. 2167--2190], we obtain the higher order asymptotic expansions of the large time behavior of the solution to the Cauchy problem for inhomogeneous fractional diffusion equations and nonlinear fractional diffusion equations.
In this article we investigate the existence and regularity of 1-d steady state fractional order diffusion equations. Two models are investigated:the Riemann-Liouville fractional diffusion equation, and the Riemann-Liouville-Caputo fractional diffusion equation. For these models we explicitly show how the regularity of the solution depends upon the right hand side (rhs) function. We also establish for which Dirichlet and Neumann boundary conditions the models are well posed.
We derive some regularity estimates of the solution to a time fractional diffusion equation, that are useful for numerical analysis, and partially unravel the singularity structure of the solution with respect to the time variable.
We consider fractional diffusion equation with the distributed order Caputo derivative. We prove existence of a weak and regular solution for general uniformly elliptic operator under the assumption that the weight function is only integrable.
A Generalization of the Hopf's Lemma for the 1-D Moving-Boundary Problem for the Fractional Diffusion Equation and its Application to a Fractional Free-Boundary Problem
In this article, we prove Carleman estimates for the generalized time-fractional advection-diffusion equations by considering the fractional derivative as perturbation for the first order time-derivative. As a direct application of the Carleman estimates, we show a conditional stability of a lateral Cauchy problem for the time-fractional advection-diffusion equation, and we also investigate the stability of an inverse source problem.
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 study a fractional diffusion problem in the divergence form in one space dimension. We define a notion of the viscosity solution. We prove existence of viscosity solutions to the fractional diffusion problem with the Dirichlet boundary values by Perron's method. Their uniqueness follows from a proper maximum principle. We also show a stability result and basic regularity of solutions.
We study an initial-boundary value problem of variable-order time-fractional diffusion equations in one space dimension. Based on the wellposedness of the proposed model and the smoothing properties of its solutions, which are shown to be determined by the behavior of the variable order at the initial time, a uniqueness result for an important inverse problem of determination of the variable order in the time-fractional derivative contained in the proposed model from observations of its solutions is obtained.
We consider the homogenization for time-fractional diffusion equations in a periodic structure and we derive the homogenized time-fractional diffusion equation. Then we discuss the determination of the constant diffusion coefficient by minimum data. Combining the results obtained above, we investigate the inverse problems of determining the diffusion coefficient for the homogenized equations from the data in the periodic structure and vice versa, that is, we investigate the inverse problem of determining the diffusion coefficient for the periodic equations from the data in the homogenized stru…
In this paper we show that the solutions to the incompressible Hall-MHD system with fractional magnetic diffusion depend continuously on the initial data in $H^s(\mathbb{R}^d)$, $s>1+\frac{d}{2}$.
In this note, a numerical method based on finite differences to solve a class of nonlinear advection-diffusion fractional differential equation is proposed. The fractional operator considered here is the fractional Riemann-Liouville derivative or the fractional Riesz derivative of order $α$. The consistency and unconditionally stability of the method are shown. Finally, an example of application of this method is presented.
We consider an evolution equation whose time-diffusion is of fractional type and we provide decay estimates in time for the $L^s$-norm of the solutions in a bounded domain. The spatial operator that we take into account is very general and comprises classical local and nonlocal diffusion equations.
This article deals with time-fractional diffusion equations with time-dependent singular source term. Whenever the order of the time-fractional derivative is either multi-term, distributed or space-dependent, we prove that the system admits a unique weak solution enjoying a Duhamel representation, provided that the time-dependence of the source term is a distribution.
In this paper, we consider a diffusion equation with fractional-time derivative with nonsingular Mittag-Leffler kernel in Hilbert spaces. Existence and uniqueness of solution are proved by means of a spectral argument. The existence of solution is obtained for all values of the fractional parameter $α\in (0,1)$. Moreover, by applying control theory to the fractional diffusion problem we obtain an optimality system which has also a unique solution.
The diffusion system with time-fractional order derivative is of great importance mathematically due to the nonlocal property of the fractional order derivative, which can be applied to model the physical phenomena with memory effects. We consider an initial-boundary value problem for the time-fractional diffusion equation with inhomogenous Robin boundary condition. Firstly, we show the unique existence of the weak/strong solution based on the eigenfunction expansions, which ensures the well-posedness of the direct problem. Then, we establish the Hopf lemma for time-fractional diffusion operat…
We prove regularization properties in short time for inhomogeneous kinetic equations whose collision kernel behaves like a fractional power of the Laplacian in velocity. We treat a fractional Kolmogorov equation and the linearized Boltzmann equation without cutoff (for hard potentials).
We discuss an initial-boundary value problem for a fractional diffusion equation with Caputo time-fractional derivative where the coefficients are dependent on spatial and time variables and the zero Dirichlet boundary condition is attached. We prove the unique existence of weak and regular solutions.
We examine the short and long-time behaviors of time-fractional diffusion equations with variable space-dependent order. More precisely, we describe the time-evolution of the solution to these equations as the time parameter goes either to zero or to infinity.
Fractional Dzherbashian-Nersesian operator is considered and three famous fractional order derivatives namely Riemann-Liouville, Caputo and Hilfer derivatives are shown to be special cases of the earlier one. The expression for Laplace transform of fractional Dzherbashian-Nersesian operator is constructed. Inverse problems of recovering space dependent and time dependent source terms of a time fractional diffusion equation with involution and involving fractional Dzherbashian-Nersesian operator are considered. The results on existence and uniqueness for the solutions of inverse problems are es…
This paper is concerned with the mathematical analysis of the inverse random source problem for the time fractional diffusion equation, where the source is assumed to be driven by a fractional Brownian motion. Given the random source, the direct problem is to study the stochastic time fractional diffusion equation. The inverse problem is to determine the statistical properties of the source from the expectation and variance of the final time data. For the direct problem, we show that it is well-posed and has a unique mild solution under a certain condition. For the inverse problem, the uniquen…
We establish the well-posedness of an initial-boundary value problem for a general class of time-fractional, advection-diffusion-reaction equations, allowing space- and time-dependent coefficients as well as initial data that may have low regularity. Our analysis relies on novel energy methods in combination with a fractional Gronwall inequality and properties of fractional integrals.
We investigate diffusion equations with time-fractional derivatives of space-dependent variable order. We examine the well-posedness issue and prove that the space-dependent variable order coefficient is uniquely determined among other coefficients of these equations, by the knowledge of a suitable time-sequence of partial Dirichlet-to-Neumann maps.
In this paper, we study the time-fractional diffusion equation on a metric star graph. The existence and uniqueness of the weak solution are investigated and the proof is based on eigenfunction expansions. Some priori estimates and regularity results of the solution are proved.
This article presents a finite element scheme with Newton's method for solving the time-fractional nonlinear diffusion equation. For time discretization, we use the fractional Crank-Nicolson scheme based on backward Euler convolution quadrature. We discuss the existence-uniqueness results for the fully-discrete problem. Discrete fractional Gronwall type inequality for the backward Euler convolution quadrature which is used to approximate the Riemann-Liouville fractional derivative is established by using the idea of D.Li et al. given in [11]. A priori error estimate for the fully-discrete prob…
This paper is devoted to the rigorous derivation of the macroscopic limit of a Vlasov-Fokker-Planck equation in which the Laplacian is replaced by a fractional Laplacian. The evolution of the density is governed by a fractional heat equation with the addition of a convective term coming from the external force. The analysis is performed by a modified test function method and by obtaining a priori estimates from quadratic entropy bounds. In addition, we give the proof of existence and uniqueness of solutions to the Vlasov-fractional-Fokker-Planck equation.
This paper is devoted to the inverse problem of determining the spatially dependent source in a time fractional diffusion-wave equation, with the aid of extra measurement data at subboundary. Uniqueness result is obtained by using the analyticity and the new established unique continuation principle provided that the coefficients are all temporally independent. We also derive a Lipschitz stability of our inverse source problem under a suitable topology whose norm is given via the adjoint system of the fractional diffusion-wave equation.
In this paper, we consider a Lewy-Stampacchia-type inequality for the fractional Laplacian on a bounded domain in Euclidean space. Using this inequality, we can show the well-posedness of fractional-type anomalous unidirectional diffusion equations. This study is an extension of the work by Akagi-Kimura (2019) for the standard Laplacian. However, there exist several difficulties due to the nonlocal feature of the fractional Laplacian. We overcome those difficulties employing the Caffarelli-Silvestre extension of the fractional Laplacian.
We consider inverse problems for the first and half order time fractional equation. We establish the stability estimates of Lipschitz type in inverse source and inverse coefficient problems by means of the Carleman estimates.
The main objective of this paper is analysis of the initial-boundary value problems for the linear and semilinear time-fractional diffusion equations with a uniformly elliptic spatial differential operator of the second order and the Caputo type fractional derivative acting in the fractional Sobolev spaces. The boundary conditions are formulated in form of the homogeneous Neumann or Robin conditions. First we deal with the uniqueness and existence of the solutions to these initial-boundary value problems. Then we show a positivity property for the solutions and derive the corresponding compari…
The self-similar asymptotics for solutions to the drift-diffusion equation with fractional dissipation, coupled to the Poisson equation, is analyzed in the whole space. It is shown that in the subcritical and supercritical cases, the solutions converge to the fractional heat kernel with algebraic rate. The proof is based on the entropy method and leads to a decay rate in the $L^1(\mathbb{R}^d)$ norm. The technique is applied to other semilinear equations with fractional dissipation.
We study the existence of global weak solutions of a nonlinear transport-diffusion equation with a fractional derivative in the time variable and under some extra hypotheses, we also study some regularity properties for this type of solutions. In the system considered here, the diffusion operator is given by a fractional Laplacian and the nonlinear drift is assumed to be divergence free and it is assumed to satisfy some general stability and boundedness properties in Lebesgue spaces.
We examine initial-boundary value problems for diffusion equations with distributed order time-fractional derivatives. We prove existence and uniqueness results for the weak solution to these systems, together with its continuous dependency on initial value and source term. Moreover, under suitable assumption on the source term, we establish that the solution is analytic in time.
In this paper, a maximum principle for the one-dimensional sub-diffusion equation with Atangana-Baleanu fractional derivative is formulated and proved. The proof of the maximum principle is based on an extremum principle for the Atangana-Baleanu fractional derivative that is given in the paper, too. The maximum principle is then applied to show that the initial-boundary-value problem for the linear and nonlinear time-fractional diffusion equations possesses at most one classical solution and this solution continuously depends on the initial and boundary conditions.
We consider a half-order time-fractional diffusion equation in an arbitrary dimension and investigate inverse problems of determining the source term or the diffusion coefficient from spatial data at an arbitrarily fixed time under some additional assumptions. We establish the stability estimate of Lipschitz type in the inverse problems and the proofs are based on the Bukhgeim-Klibanov method by using Carleman estimates.
We consider a convection-diffusion model with linear fractional diffusion in the sub-critical range. We prove that the large time asymptotic behavior of the solution is given by the unique entropy solution of the convective part of the equation. The proof is based on suitable a-priori estimates, among which proving an Oleinik type inequality plays a key role.
A version of fractional diffusion on bounded domains, subject to 'homogeneous Dirichlet boundary conditions' is derived from a kinetic transport model with homogeneous inflow boundary conditions. For nonconvex domains, the result differs from standard formulations. It can be interpreted as the forward Kolmogorow equation of a stochastic process with jumps along straight lines, remaining inside the domain.
In this article we study inverse source problems for time-fractional diffusion equations from \textit{a posteriori} boundary measurement. Using the memory effect of these class of equations, we solve these inverse problems for several class of space or time dependent source terms. We prove also the unique determination of a general class of space-time dependent separated variables source terms from such measurement. Our approach is based on the study of singularities of the Laplace transform in time of boundary traces of solutions of time-fractional diffusion equations.
