We study the question of positivity of the fundamental solution for fractional diffusion and wave equations of the form, which may be of fractional order both in space and time. We give a complete characterization for the positivity of the fundamental solution in terms of the order of the time derivative $α\in(0,2)$, the order of the spatial derivative $β\in (0,2]$ and the spatial dimension $d$. It turns out that the fundamental solution fails to be positive for all $α\in (1,2)$, and either $β\in (0,2]$ and $d\ge 2$ or $β<α$ and $d=1$, whereas in the other cases it remains positive. The proof is based on delicate properties of the Fox H-functions and the Mittag-Leffler functions.
In this work we investigate positivity properties of nonlocal Schrödinger type operators, driven by the fractional Laplacian, with multipolar, critical, and locally homogeneous potentials. On one hand, we develop a criterion that links the positivity of the spectrum of such operators with the existence of certain positive supersolutions, while, on the other hand, we study the localization of binding for this kind of potentials. Combining these two tools and performing an inductive procedure on the number of poles, we establish necessary and sufficient conditions for the existence of a configur…
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.
In this paper, we analyze the controllability properties under positivity constraints on the control or the state of a one-dimensional heat equation involving the fractional Laplacian $(-Δ)^s$ ($0<s<1$) on the interval $(-1,1)$. We prove the existence of a minimal (strictly positive) time $T_{\rm min}$ such that the fractional heat dynamics can be controlled from any initial datum in $L^2(-1,1)$ to a positive trajectory through the action of a positive control, when $s>1/2$. Moreover, we show that in this minimal time constrained controllability is achieved by means of a control that belongs t…
We establish the positivity of weak (and very weak) solutions to a class of cross diffusion systems which is inspired by models in mathematical biology/ecology, in particular the Shigesada-Kawasaki-Teramoto (SKT) model in population biology. Examples and counterexamples will be provided to show that our contions are near optimal.
In this work, we consider a reaction-diffusion system, modeling the interaction between nutrients, phytoplanktons and zooplanktons. Using a semigroup approach in $L^2$, we prove global existence, uniqueness and positivity of the solutions. The Holling type 2 nonlinearities, i.e of rational type with singularity, are handled by providing estimates in $L^\infty$. The article finally exhibits some time asymptotics properties of the solutions.
We consider diffusion processes in Hilbert spaces with constant non-degenerate diffusion operators and show that, under broad assumptions on the drift, the transition probabilities of the process are positive on ellipsoids associated with the diffusion operator. This is an infinite-dimensional analogue of positivity of densities of transition probabilities. Our results apply to diffusions corresponding to stochastic partial differential equations.
We study the controllability to trajectories, under positivity constraints on the control or the state, of a one-dimensional heat equation involving the fractional Laplace operator $ (-\partial_x^2)^s$ (with $0<s<1$) on the interval $(-1,1)$. Our control function is localized in an open set $\mathcal O$ in the exterior of $(-1,1)$, that is, $\mathcal O\subset (\mathbb{R} \setminus (-1,1))$. We show that there exists a minimal (strictly positive) time $T_{\rm min}$ such that the fractional heat dynamics can be controlled from any initial datum in $L^2(-1,1)$ to a positive trajectory through the…
We give a simple and direct proof of the characterization of positivity preserving semi-flows for ordinary differential systems. The same method provides an abstract result on a class of evolution systems containing reaction-diffusion systems in a bounded domain of $ \mathbb{R}^n$ with either Neumann or Dirichlet homogeneous boundary conditions. The conditions are exactly the same with or without diffusion. A similar approach gives the optimal result for invariant rectangles in the case of Neumann conditions.
We propose fully discrete, implicit-in-time finite-volume schemes for a general family of non-linear and non-local Fokker-Planck equations with a gradient-flow structure, usually known as aggregation-diffusion equations, in any dimension. The schemes enjoy the positivity-preservation and energy-dissipation properties, essential for their practical use. The first-order scheme verifies these properties unconditionally for general non-linear diffusions and interaction potentials, while the second-order scheme does so provided a CFL condition holds. Sweeping dimensional splitting permits the effic…
In this article, we consider the infinite dimensional linear control system describing the Population Models Structured by Age, Size, and Spatial Position. The control is localized in the space variable as well as with respect to the age and size. For each control support, we give an estimate of the time needed to control the system to zero. We prove the null controllability of the model, using a technique avoids the explicit use of parabolic Carleman estimates. Indeed, this method combines final-state observability estimates with the use of characteristics and with $L^{\infty}$ estimates of t…
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.
An inverse problem to determine a space-dependent factor in a semilinear time-fractional diffusion equation is considered. Additional data are given in the form of an integral with the Borel measure over the time. Uniqueness of the solution of the inverse problem is studied. The method uses a positivity principle of the corresponding differential equation that is also proved in the paper.
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 prove a Harnack inequality for positive solutions of a parabolic equation with slow anisotropic spatial diffusion. After identifying its natural scalings, we reduce the problem to a Fokker-Planck equation and construct a self-similar Barenblatt solution. We exploit translation invariance to obtain positivity near the origin via a self-iteration method and deduce a sharp anisotropic expansion of positivity. This eventually yields a scale invariant Harnack inequality in an anisotropic geometry dictated by the speed of the diffusion coefficients. As a corollary, we infer Hölder continuity, an …
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 a class of time-fractional phase field models including the Allen-Cahn and Cahn-Hilliard equations. We establish several weighted positivity results for functionals driven by the Caputo time-fractional derivative. Several novel criterions are examined for showing the positive-definiteness of the associated kernel functions. We deduce strict energy-dissipation for a number of non-local energy functionals, thereby proving fractional energy dissipation laws.
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 the present work, we consider the Cauchy problem for the time fractional diffusion equation involving the general Caputo-type differential operator proposed by Kochubei. First, the existence, the positivity and the long time behavior of solutions of the equation without source term are established by using the Fourier analysis technique. Then, based on the representation of the solution of the inhomogenous linear ordinary differential equation with the general operator, the similar problems for the diffusion equation with source term are studied.
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…
