In this paper we obtain new estimates of the sequential Caputo fractional derivatives of a function at its extremum points. We derive comparison principles for the linear fractional differential equations, and apply these principles to obtain lower and upper bounds of solutions of linear and nonlinear fractional differential equations. The extremum principle is then applied to show that the initial-boundary-value problem for nonlinear anomalous diffusion possesses at most one classical solution and this solution depends continuously on the initial and boundary data. This answers positively to the open problem about maximum principle for the space and time-space fractional PDEs posed by Luchko in 2011. The extremum principle for an elliptic equation with a fractional derivative and for the fractional Laplace equation are also proved.
We give a sufficient condition for blow up of positive mild solutions to an initial value problem for a nonautonomous weakly coupled system with distinct fractional diffusions. The proof is based on the study of blow up of a particular system of ordinary differential equations.
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.
We define the fractional powers $L^s=(-a^{ij}(x)\partial_{ij})^s$, $0 < s < 1$, of nondivergence form elliptic operators $L=-a^{ij}(x)\partial_{ij}$ in bounded domains $Ω\subset\mathbb{R}^n$, under minimal regularity assumptions on the coefficients $a^{ij}(x)$ and on the boundary $\partialΩ$. We show that these fractional operators appear in several applications such as fractional Monge--Ampère equations, elasticity, and finance. The solution $u$ to the nonlocal Poisson problem $$\begin{cases} (-a^{ij}(x) \partial_{ij})^su = f&\hbox{in}~Ω\\ u=0&\hbox{on}~\partialΩ\end{cases}$$ is characterized…
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.
In this paper, we prove a maximum principle for the general multi-term space-time-fractional transport equation and apply it for establishing uniqueness of solution to an initial-boundary-value problem for this equation. We also derive some comparison principles for solutions to the initial-boundary-value problems with different problem data. Finally, we present a maximum principle for the Cauchy problem for a time-fractional transport equation on an unbounded domain.
In this paper, we study a new class of fractional partial differential equations which are obtained by minimizing variational problems in fractional Sobolev spaces. We introduce a notion of fractional gradient which has the potential to extend many classical results in the Sobolev spaces to the nonlocal and fractional setting in a natural way.
We consider time-fractional parabolic equations with a Caputo time derivative of order $α\in(0,1)$. For such equations, we give an elementary proof of the weak maximum principle under no assumptions on the sign of the reaction coefficient. This proof is also extended for weak solutions, as well as for various types of boundary conditions and variable-coefficient variable-order multiterm time-fractional parabolic equations.
The strong maximum principle is a remarkable characterization of parabolic equations, which is expected to be partly inherited by fractional diffusion equations. Based on the corresponding weak maximum principle, in this paper we establish a strong maximum principle for time-fractional diffusion equations with Caputo derivatives, which is slightly weaker than that for the parabolic case. As a direct application, we give a uniqueness result for a related inverse source problem on the determination of the temporal component of the inhomogeneous term.
In this paper we extend two nowadays classical results to a nonlinear Dirichlet problem to equations involving the fractional $p-$Laplacian. The first result is a existence in a non-resonant range more specific between the first and second eigenvalue of the fractional $p-$Laplacian. The second result is the anti-maximum principle for the fractional $p-$Laplacian.
In this work we prove a strong maximum principle for fractional elliptic problems with mixed Dirichlet-Neumann boundary data which extends the one proved by J. Dávila to the fractional setting. In particular, we present a comparison result for two solutions of the fractional Laplace equation involving the spectral fractional Laplacian endowed with homogeneous mixed boundary condition. This result represents a non-local counterpart to a Hopf's Lemma for fractional elliptic problems with mixed boundary data.
In this paper, we establish a strong maximum principle for fractional diffusion equations with multiple Caputo derivatives in time, and investigate a related inverse problem of practical importance. Exploiting the solution properties and the involved multinomial Mittag-Leffler functions, we improve the weak maximum principle for the multi-term time-fractional diffusion equation to a stronger one, which is parallel to that for its single-term counterpart as expected. As a direct application, we prove the uniqueness for determining the temporal component of the source term with the help of the f…
We consider two evolution equations involving space fractional Laplace operator of order $0<s<1$. We first establish some existence and uniqueness results for the considered evolution equations. Next, we give some comparison theorems and prove that, if the data of each equation are data bounded, then the solutions are also bounded.
We give a unified approach to strong maximum principles for a large class of nonlocal operators of the order $s\in(0,1)$, that includes the Dirichlet, the Neumann Restricted (or Regional) and the Neumann Semirestricted Laplacians.
In this paper invariant subspace method has been employed for solving linear and non-linear fractional partial differential equations involving Caputo derivative. A variety of illustrative examples are solved to demonstrate the effectiveness and applicability of the method.
In the present work we discuss higher order multi-term partial differential equation (PDE) with the Caputo-Fabrizio fractional derivative in time. We investigate a boundary value problem for fractional heat equation involving higher order Caputo-Fabrizio derivatives in time-variable. Using method of separation of variables and integration by parts, we reduce fractional order PDE to the integer order. We represent explicit solution of formulated problem in particular case by Fourier series.
In this paper, we concentrate on the Lie symmetry structure of a system of multi-dimensional time-fractional partial differential equations (PDEs). Specifically, we first give an explicit prolongation formula of the Lie infinitesimal generator involving time-fractional partial derivative in multi-dimensional case, and then show that the admitted infinitesimal generator has an elegant structure. Furthermore, we present two simple conditions to determine the infinitesimal generator where one is a system of linear time-fractional PDEs, the other is a system of integer-order PDEs and plays the dom…
We extend the Caffarelli-Kohn-Nirenberg type partial regularity theory for the steady $5$-dimensional fractional Navier-Stokes equations with external force to the hyperdissipative setting. In our argument we use the methods of Colombo-De Lellis-Massaccesi to apply a blowup procedure adapted from work of Ladyzhenskaya-Seregin.
In this paper, we focus on a space-time fractional diffusion equation with the generalized Caputo's fractional derivative operator and a general space nonlocal operator (with the fractional Laplace operator as a special case). A weak Harnack's inequality has been established by using a special test function and some properties of the space nonlocal operator. Based on the weak Harnack's inequality, a strong maximum principle has been obtained which is an important characterization of fractional parabolic equations. With these tools, we establish a uniqueness result for an inverse source problem…
We analyze stable weak solutions to the fractional Gel'fand problem \begin{equation*} (-Δ)^su=e^u\quad\mathrm{in}\quad Ω\subset\mathbb{R}^n. \end{equation*} We prove that the dimension of the singular set is at most $n-10s.$
This article addresses the regularity issue for stationary or minimizing fractional harmonic maps into spheres of order $s\in(0,1)$ in arbitrary dimensions. It is shown that such fractional harmonic maps are $C^\infty$ away from a small closed singular set. The Hausdorff dimension of the singular set is also estimated in terms of $s\in(0,1)$ and the stationarity/minimality assumption.
We study different maximum principles for non-local non-linear operators with non-standard growth that arise naturally in the context of fractional Orlicz-Sobolev spaces and whose most notable representative is the fractional $g-$Laplacian: \[ (-Δ_g)^su(x):=\textrm{p.v.}\int_{\mathbb{R}^n}g\left(\frac{u(x)-u(y)}{|x-y|^s}\right)\frac{dy}{|x-y|^{n+s}}, \] being $g$ the derivative of a Young function. We further derive qualitative properties of solutions such as a Liouville type theorem and symmetry results and present several possible extensions and some interesting open questions. These are the…
Developing analytical methods for solving fractional partial differential equations (FPDEs) is an active area of research. Especially finding exact solutions of FPDEs is a challenging task. In the present paper we extend Sumudu transform iterative method (STIM) to solve a variety of time and space FPDEs as well as systems of them. We demonstrate the utility of the method by finding exact solutions to a large number of FPDEs.
In this paper we obtain new estimates of the Hadamard fractional derivatives of a function at its extreme points. The extremum principle is then applied to show that the initial-boundary-value problem for linear and nonlinear time-fractional diffusion equations possesses at most one classical solution and this solution depends continuously on the initial and boundary conditions. The extremum principle for an elliptic equation with a fractional Hadamard derivative is also proved.
In this paper, we consider nonlinear equations involving the fractional p-Laplacian $$ (-\lap)_p^s u(x)) \equiv C_{n,s,p} PV \int_{\mathbb{R}^n} \frac{|u(x)-u(y)|^{p-2}[u(x)-u(y)]}{|x-z|^{n+ps}} dz= f(x,u).$$ We prove a {\em maximum principle for anti-symmetric functions} and obtain other key ingredients for carrying on the method of moving planes, such as {\em a key boundary estimate lemma}. Then we establish radial symmetry and monotonicity for positive solutions to semilinear equations involving the fractional p-Laplacian in a unit ball and in the whole space. We believe that the methods de…
In this paper, we study maximum principles for Laplacian and fractional Laplacian with critical integrability. We first consider the critical cases for Laplacian with zero order term and first order term. It is well known that for the Laplacian with zero order term $-Δ+c(x)$ in $B_1$, $c(x)\in L^p(B_1)$($B_1\subset \mathbf{R}^n$), the critical case for the maximum principle is $p=\frac{n}{2}$. We show that the critical condition $c(x)\in {L^{\frac{n}{2}}(B_1)}$ is not enough to guarantee the strong maximum principle. For the Laplacian with first order term $-Δ+\vec{b}(x)$($\vec{b}(x)\in L^p(B_…
When considering fractional diffusion equation as model equation in analyzing anomalous diffusion processes, some important parameters in the model, for example, the orders of the fractional derivative or the source term, are often unknown, which requires one to discuss inverse problems to identify these physical quantities from some additional information that can be observed or measured practically. This chapter investigates several kinds of inverse coefficient problems for the fractional diffusion equation.
In this paper we develop a method to solve evolution equations on Gelfand triples with time-fractional derivative based on monotonicity techniques. Applications include deterministic and stochastic quasi-linear partial differential equations with time-fractional derivatives, including time-fractional (stochastic) porous media equations (including the case where the Laplace operator is also fractional) and $p$-Laplace equations as special cases.
We present some comparison results for solutions to certain non local elliptic and parabolic problems that involve the fractional Laplacian operator and mixed boundary conditions, given by a zero Dirichlet datum on part of the complementary of the domain and zero Neumann data on the rest. These results represent a non local generalization of a Hopf's lemma for elliptic and parabolic problems with mixed conditions. In particular we prove the non local version of the results obtained by J. Dávila and J. Dávila-L. Dupaigne for the classical case respectively.
In this paper, we establish the following Liouville theorem for fractional \emph{p}-harmonic functions. {\em Assume that $u$ is a bounded solution of $$(-\lap)^s_p u(x) = 0, \;\; x \in \mathbb{R}^n,$$ with $0<s<1$ and $p \geq 2$. Then $u$ must be constant.} A new idea is employed to prove this result, which is completely different from the previous ones in deriving Liouville theorems. For any given hyper-plane in $\mathbb{R}^n$, we show that $u$ is symmetric about the plane. To this end, we established a {\em maximum principle} for anti-symmetric functions on any half space. We believe that th…
We consider initial boundary value problems of time-fractional advection-diffusion equations with the zero Dirichlet boundary value $\partial_t^α u(x,t) = -Au(x,t)$, where $-A = \sum}{i,j=1}^d \partial_i(a_{ij}(x)\partial_j) + \sum{j=1}^d b_j(x)\partial_j + c(x)$. We establish the uniqueness for an inverse problem of determining an order $α$ of fractional derivatives by data $u(x_0,t)$ for $0<t<T$ at one point $x_0$ in a spatial domain $\OOO$. The uniqueness holds even under assumption that $\OOO$ and $A$ are unknown, provided that the initial value does not change signs and is not identically…
We present the unique solvability in Sobolev spaces of time fractional parabolic equations in divergence and non-divergence forms. The leading coefficients are merely measurable in $(t,x_1)$ for $a^{ij}$, $1 \leq i,j \leq d$, $(i,j) \neq (1,1)$. The coefficient $a^{11}$ is merely measurable locally either in $t$ or $x_1$. As functions of the remaining variables, the coefficients have small mean oscillations. We consider mixed norm Sobolev spaces with Muckenhoupt weights. Our results generalize previous work on parabolic equations with time fractional derivatives to a much larger class of coeff…
We study existence, regularity, and qualitative properties of solutions to linear problems involving higher-order fractional Laplacians $(-Δ)^s$ for any $s>1$. Using the nonlocal properties of these operators, we provide an explicit counterexample to general maximum principles for $s\in(n,n+1)$ with $n\in\mathbb N$ odd; moreover, using a representation formula for solutions, we derive regularity and positivity preserving properties whenever the domain is the whole space or a ball. In the case of the whole space we analyze the Riesz kernel, which provides a fundamental solution, while in the ca…
We present and prove a version of the elliptic regularity theorem for partial differential equations involving fractional Riemann-Liouville derivatives. In this case, regularity is defined in terms of Sobolev spaces $H^s(X)$: if the forcing of a linear elliptic fractional PDE is in one Sobolev space, then the solution is in the Sobolev space of increased order corresponding to the order of the derivatives. We also mention a few applications and potential extensions of this result.
In this article, we consider the space-time fractional (nonlocal) equation characterizing the so-called "double-scale" anomalous diffusion $$\partial_t^βu(t, x) = -(-Δ)^{α/2}u(t,x) - (-Δ)^{γ/2}u(t,x) \ \ t> 0, \ -1<x<1, $$ where $\partial_t^β$ is the Caputo fractional derivative of order $β\in (0,1)$ and $0<α\leq γ<2.$ We consider a nonlocal inverse problem and show that the fractional exponents $β$, $α$ and $γ$ are determined uniquely by the data $u(t, 0) = g(t), \ 0 < t \leq T.$ The existence of the solution for the inverse problem is proved using the quasi-solution method which is based on …
For $0<α<1$ and with initial data $\vert\vert u_0\vert\vert_{H^{N+\fracα{2}}}=\varepsilon$, sufficently small, we show that the existence time for solutions of the fractional BBM equation $\partial_tu+\partial_xu+u\partial_xu+\vert\mathrm{D}\vert^α\partial_tu=0$, can be extended beyond the hyperbolic existence time $\frac{1}{\varepsilon}$, to $\frac{1}{\varepsilon^2}$. For the proof we use a modified energy, based on a normal form transformation as in [Hunter, Ifrim, Tataru, Wong, 2015]. In addition we employ ideas and techniques from [Ehrnström, Wang, 2018], in which the authors obtain an enh…
When considering fractional diffusion equation as model equation in analyzing anomalous diffusion processes, some important parameters in the model related to orders of the fractional derivatives, are often unknown and difficult to be directly measured, which requires one to discuss inverse problems of identifying these physical quantities from some indirectly observed information of solutions. Inverse problems in determining these unknown parameters of the model are not only theoretically interesting, but also necessary for finding solutions to initial-boundary value problems and studying pro…
In this chapter, we mainly review theoretical results on inverse source problems for diffusion equations with the Caputo time-fractional derivatives of order $α\in(0,1)$. Our survey covers the following types of inverse problems: 1. determination of time-dependent functions in interior source terms 2. determination of space-dependent functions in interior source terms 3. determination of time-dependent functions appearing in boundary conditions
We present an $L_{p}$-theory ($p\geq 2$) for time-fractional stochastic partial differential equations driven by Lévy processes of the type $$ \partial^α_{t}u=\sum_{i,j=1}^d a^{ij}u_{x^{i}x^{j}} +f+\sum_{k=1}^{\infty}\partial^β_{t}\int_{0}^{t} (\sum_{i=1}^dμ^{ik} u_{x^i} +g^k) dZ^k_{s} $$ given with nonzero intial data. Here $\partial^α_t$ and $\partial^β_t$ are the Caputo fractional derivatives, $α\in (0,2), β\in (0,α+1/p)$, and $\{Z^k_t:k=1,2,\cdots\}$ is a sequence of independent Lévy processes. The coefficients are random functions depending on $(t,x)$. We prove the uniqueness and existenc…
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-neg…
In this paper we prove the local existence and uniqueness of solutions for a class of stochastic fractional partial differential equations driven by multiplicative noise. We also establish that for this class of equations adding linear multiplicative noise provides a regularizing effect: the solutions will not blow up with high probability if the initial data is sufficiently small, or if the noise coefficient is sufficiently large. As applications our main results are applied to various types of SPDE such as stochastic reaction-diffusion equations, stochastic fractional Burgers equation, stoch…
In this paper we continue to advance the theory regarding the Riesz fractional gradient in the calculus of variations and fractional partial differential equations begun in an earlier work of the same name. In particular we here establish an $L^1$ Hardy inequality, obtain further regularity results for solutions of certain fractional PDE, demonstrate the existence of minimizers for integral functionals of the fractional gradient with non-linear dependence in the field, and also establish the existence of solutions to corresponding Euler-Lagrange equations obtained as conditions of minimality. …
In this paper we prove the Pohozaev identity for the semilinear Dirichlet problem $(-Δ)^s u = f(u)$ in $Ω$, $u \equiv 0$ in $\mathbb R^n\setminusΩ$. Here, $s\in(0,1)$, $(-Δ)^s$ is the fractional Laplacian in $\mathbb R^n$, and $Ω$ is a bounded $C^{1,1}$ domain. To establish the identity we use, among other things, that if $u$ is a bounded solution then $u/δ^s|_Ω$ is $C^α$ up to the boundary $\partialΩ$, where $δ(x)={\rm dist}(x,\partialΩ)$. In the fractional Pohozaev identity, the function $u/δ^s|_{\partialΩ}$ plays the role that $\partial u/\partialν$ plays in the classical one. Surprisingly,…
In this paper, we develop a sliding method for the fractional Laplacian. We first obtain the key ingredients needed in the sliding method either in a bounded domain or in the whole space, such as narrow region principles and maximum principles in unbounded domains. Then using semi-linear equations involving the fractional Laplacian in both bounded domains and in the whole space, we illustrate how this new sliding method can be employed to obtain monotonicity of solutions. Some new ideas are introduced. Among which, one is to use Poisson integral representation of $s$-subharmonic functions in d…
The BS equations with fractional order two asset price models give a better prediction of options pricing in the monetary market. In this paper, the changed form of BS-condition with two asset price models dependent on the Liovelle-Caputo derivative for good predictions of options prices are utilized. The analytical solution is demonstrated in form of convergent infinite series and obtained by the properties of Samudu Transform.
In this work we study the existence of solutions to the critical Brezis-Nirenberg problem when one deals with the spectral fractional Laplace operator and mixed Dirichlet-Neumann boundary conditions, i.e., $$ \left\{\begin{array}{rcl} (-Δ)^su & = & λu+u^{2_s^*-1},\quad u>0\quad\mbox{in}\quad Ω,\\ u & = & 0\quad\mbox{on}\quad Σ_{\mathcal{D}},\\ \displaystyle\frac{\partial u}{\partial ν} & = & 0\quad\mbox{on}\quad Σ_{\mathcal{N}}, \end{array}\right. $$ where $Ω\subset\mathbb{R}^N$ is a regular bounded domain, $\frac{1}{2}<s<1$, $2_s^*$ is the critical fractional Sobolev exponent, $0\leλ\in \math…
This investigation is a part of a research program aiming to characterize the extreme behavior possible in hydrodynamic models by analyzing the maximum growth of certain fundamental quantities. We consider here the rate of growth of the classical and fractional enstrophy in the fractional Burgers equation in the subcritical and supercritical regimes. Since solutions to this equation exhibit, respectively, globally well-posed behavior and finite-time blow-up in these two regimes, this makes it a useful model to study the maximum instantaneous growth of enstrophy possible in these two distinct s…
This paper provides necessary as well as sufficient conditions on the Hurst parameters so that the continuous time parabolic Anderson model $\frac{\partial u}{\partial t}=\frac{1}{2}\frac{\partial^2 u}{\partial x^2}+u\dot{W}$ on $[0, \infty)\times {\bf R}^d $ with $d\geq 1$ has a unique random field solution, where $W(t, x)$ is a fractional Brownian sheet on $[0, \infty)\times {\bf R}^d$ and formally $\dot W =\frac{\partial^{d+1}}{\partial t \partial x_1 \cdots \partial x_d} W(t, x)$. When the noise $W(t, x)$ is white in time, our condition is both necessary and sufficient when the initial dat…
We show a strong maximum principle and an Alexandrov-Bakelman-Pucci estimate for the weak solutions of a Cauchy problem featuring Caputo time-derivatives and non-local operators in space variables given in terms of Bernstein functions of the Laplacian. To achieve this, first we propose a suitable meaning of a weak solution, show their existence and uniqueness, and establish a probabilistic representation in terms of time-changed Brownian motion. As an application, we also discuss an inverse source problem.
We provide a general theoretical framework allowing us to extend the classical Lie theory for partial differential equations to the case of equations of fractional order. We propose a general prolongation formula for the study of Lie symmetries in the case of an arbitrary finite number of independent variables. We also prove the Lie theorem in the case of fractional differential equations, showing that the proper space for the analysis of these symmetries is the infinite dimensional jet space.
We study the boundary integral operator induced from the fractional Laplace equation in a bounded smooth domain. For $1/2 < α? < 1$, we show the bijectivity of the boundary integral operator $S_{2α} : L^p(\partial Ω) \rightarrow H^{2α-1}_p (\partial Ω), 1 < p < 1$. As an application, we show the existence of the solution of the boundary value problem of the fractional Laplace equation.
