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 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.
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
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 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.
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.
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 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.
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 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…
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 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.
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.
