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 then used for establishing of several subordination formulas that connect the fundamental solutions for different values of the fractional derivatives $α$ and $β$. We also discuss some new cases of completely monotone functions and probability density functions that are expressed in terms of the Mittag-Leffler function, the Wright function, and the generalized Wright function.
The abstract Cauchy problem for the fractional evolution equation with the Caputo derivative of order $β\in(0,1)$ and operator $-A^α$, $α\in(0,1)$, is considered, where $-A$ generates a strongly continuous one-parameter semigroup on a Banach space. Subordination formulae for the solution operator are derived, which are integral representations containing a subordination kernel (a scalar probability density function) and a $C_0$-semigroup of operators. Some properties of the subordination kernel are established and representations in terms of Mainardi function and Lévy extremal stable densities…
The main goal in this paper is to study asymptotic behaviour in $L^p(\mathbb{R}^N)$ for the solutions of the fractional version of the discrete in time $N$-dimensional diffusion equation, which involves the Caputo fractional $h$-difference operator. The techniques to prove the results are based in new subordination formulas involving the discrete in time Gaussian kernel, and which are defined via an analogue in discrete time setting of the scaled Wright functions. Moreover, we get an equivalent representation of that subordination formula by Fox H-functions.
This paper is concerned with the fractional evolution equation with a discrete distribution of Caputo time-derivatives such that the largest and the smallest orders, $α$ and $α_m$, satisfy the conditions $1<α\le 2$ and $α-α_m\le 1$. First, based on a study of the related propagation function, the nonnegativity of the fundamental solutions to the spatially one-dimensional Cauchy and signaling problems is proven and propagation speed of a disturbance is discussed. Next, we study the equation with a general linear spatial differential operator defined in a Banach space and suppose it generates a …
We consider generalized time-fractional evolution equations of the form $$u(t)=u_0+\int_0^tk(t,s)Lu(s)ds$$ with a fairly general memory kernel $k$ and an operator $L$ being the generator of a strongly continuous semigroup. In particular, $L$ may be the generator $L_0$ of a Markov process $ξ$ on some state space $Q$, or $L:=L_0+b\nabla+V$ for a suitable potential $V$ and drift $b$, or $L$ generating subordinate semigroups or Schrödinger type groups. This class of evolution equations includes in particular time- and space- fractional heat and Schrödinger type equations. We show that a subordinat…
In this article, we consider the diffusion equation with multi-term time-fractional derivatives. We first derive that the solution is positive when the source term is nonpositive by a subordination principle for the solution. As an application, we prove that the uniqueness of the inverse problem on the determination of the temporally varying source term by integral type information in a subdomain. Finally, several numerical experiments are presented to show the accuracy and efficiency of the algorithm.
A general fractional relaxation equation is considered with a convolutional derivative in time introduced by A. Kochubei (Integr. Equ. Oper. Theory 71 (2011), 583-600). This equation generalizes the single-term, multi-term and distributed-order fractional relaxation equations. The fundamental and the impulse-response solutions are studied in detail. Properties such as analyticity and subordination identities are established and employed in the proof of an upper and a lower bound. The obtained results extend some known properties of the Mittag-Leffler functions. As an application of the estimat…
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 …
This article reviews several definitions of the fractional Laplace operator (-Delta)^{alpha/2} (0 < alpha < 2) in R^d, also known as the Riesz fractional derivative operator, as an operator on Lebesgue spaces L^p, on the space C_0 of continuous functions vanishing at infinity and on the space C_{bu} of bounded uniformly continuous functions. Among these definitions are ones involving singular integrals, semigroups of operators, Bochner's subordination and harmonic extensions. We collect and extend known results in order to prove that all these definitions agree: on each of the function spaces …
We obtain existence results for the solution u of nonlocal semilinear parabolic PDEs on $\mathbb{R}^d$ with polynomial nonlinearities in $(u, \nabla u)$, using a tree-based probabilistic representation. This probabilistic representation applies to the solution of the equation itself, as well as to its partial derivatives by associating one of d marks to the initial tree branch. Partial derivatives are dealt with by integration by parts and subordination of Brownian motion. Numerical illustrations are provided in examples for the fractional Laplacian in dimension up to 10, and for the fractiona…
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.
In this paper, we study a fully non-local reaction-diffusion equation which is non-local both in time and space. We apply subordination principles to construct the fundamental solutions of this problem, which we use to find a representation of the mild solutions. Moreover, using techniques of Harmonic Analysis and Fourier Multipliers, we obtain the temporal decay rates for the mild solutions.
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.
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.
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.
We consider fractional diffusion equations and study the stability of the inverse problem of determining the time-dependent parameter in a source term or a coefficient of zero-th order term from observations of the solution at one point in a bounded domain.
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…
In the present article, we study the diffusion equations with fractional time derivatives. The aim of this paper is to investigate the best possible regularity for the initial value/boundary value problems with non-homogeneous Dirichlet boundary data. The main tool we use here is called the transposition method.
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 show that the fractional Laplacian can be viewed as a Dirichlet-to-Neumann map for a degenerate hyperbolic problem, namely, the wave equation with an additional diffusion term that blows up at time zero. A solution to this wave extension problem is obtained from the Schrödinger group by means of an oscillatory subordination formula, which also allows us to find kernel representations for such solutions. Asymptotics of related oscillatory integrals are analysed in order to determine the correct domains for initial data in the general extension problem involving non-negative self-adjoint oper…
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.
We study the time asymptotic propagation of solutions to the reaction-diffusion cooperative systems with fractional diffusion. We prove that the propagation speed is exponential in time, and we find the precise exponent of propagation. This exponent depends on the smallest index of the fractional laplacians and on the principal eigenvalue of the matrix DF(0) where F is the reaction term. We also note that this speed does not depend on the space direction.
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.
