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 existence results in Sobolev spaces, and obtain the maximal regularity of the solution.
In this paper we derive explicit formulas for the densities of Levy walks. Our results cover both jump-first and wait-first scenarios. The obtained densities solve certain fractional differential equations involving fractional material derivative operators. In the particular case, when the stability index is rational, the densities can be represented as an integral of Meijer G function. This allows to efficiently evaluate them numerically. Our results show perfect agreement with the Monte Carlo simulations.
This work is concerned with the existence of mild solutions to non-linear Fokker-Planck equations with fractional Laplace operator $(-Δ)^s$ for $s\in\left(\frac12,1\right)$. The uniqueness of Schwartz distributional solutions is also proved under suitable assumptions on diffusion and drift terms. As applications, weak existence and uniqueness of solutions to McKean-Vlasov equations with Lévy-Noise, as well as the Markov property for their laws are proved.
In this article, we explore some of the main mathematical problems connected to multidimensional fractional conservation laws driven by Lévy processes. Making use of an adapted entropy formulation, a result of existence and uniqueness of a solution is established. Moreover, using bounded variation (BV) estimates for vanishing viscosity approximations, we derive an explicit continuous dependence estimate on the nonlinearities of the entropy solutions under the assumption that Lévy noise depends only on the solution. This result is used to show the error estimate for the stochastic vanishing vis…
It is well known that certain fractional diffusion equations can be solved by the densities of stable Lévy motions. In this paper we use the classical semigroup approach for Lévy processes to define semi-fractional derivatives, which allows us to generalize this statement to semistable Lévy processes. A Fourier series approach for the periodic part of the corresponding Lévy exponents enables us to represent semi-fractional derivatives by a Grünwald-Letnikov type formula. We use this formula to calculate semi-fractional derivatives and solutions to semi-fractional diffusion equations numericall…
In this paper, we investigate stochastic partial differential equations driven by multi-parameter anisotropic fractional Levy noises, including the stochastic Poisson equation, the linear heat equation, and the quasi-linear heat equation. Well-posedness of these equations under the fractional noises will be addressed. The multi-parameter anisotropic fractional Levy noise is defined as the formal derivative of the anisotropic fractional Levy random field. In doing so, there are two folds involved. First, we consider the anisotropic fractional Levy random field as the generalized functional of t…
In this paper, we are concerned with a operator splitting scheme for linear fractional and fractional degenerate stochastic conservation laws driven by multiplicative Levy noise. More specifically, using a variant of classical Kruzkov's doubling of variable approach, we show that the approximate solutions generated by the splitting scheme converges to the unique stochastic entropy solution of the underlying problems.Finally, the convergence analysis is illustrated by several numerical examples.
We prove that for $p\ge 2$ solutions of equations modeled by the fractional $p$-Laplacian improve their regularity on the scale of fractional Sobolev spaces. Moreover, under certain precise conditions, they are in $W^{1,p}_{loc}$ and their gradients are in a fractional Sobolev space as well. The relevant estimates are stable as the fractional order of differentiation $s$ reaches $1$.
We investigate the existence of extremals for Hardy-Sobolev inequalities involving the Dirichlet fractional Laplacian of order s, 0<s<1, on half-spaces.
In this paper we show a density property for fractional weighted Sobolev spaces. That is, we prove that any function in a fractional weighted Sobolev space can be approximated by a smooth function with compact support. The additional difficulty in this nonlocal setting is caused by the fact that the weights are not necessarily translation invariant.
In this article a fractional cross-diffusion system is derived as the rigorous many-particle limit of a multi-species system of moderately interacting particles that is driven by Lévy noise. The form of the mutual interaction is motivated by the porous medium equation with fractional potential pressure. Our approach is based on the techniques developed by Oelschläger (1989) and Stevens (2000), in the latter of which the convergence of a regularization of the empirical measure to the solution of a correspondingly regularized macroscopic system is shown. A well-posedness result and the non-negat…
We consider time fractional parabolic equations in both divergence and non-divergence form when the leading coefficients $a^{ij}$ are measurable functions of $(t,x_1)$ except for $a^{11}$ which is a measurable function of either $t$ or $x_1$. We obtain the solvability in Sobolev spaces of the equations in the whole space, on a half space, or on a partially bounded domain. The proofs use a level set argument, a scaling argument, and embeddings in fractional parabolic Sobolev spaces for which we give a direct and elementary proof.
We address Lévy-stable stochastic processes in bounded domains, with a focus on a discrimination between inequivalent proposals for what a boundary data-respecting fractional Laplacian (and thence the induced random process) should actually be. Versions considered are: restricted Dirichlet, spectral Dirichlet and regional (censored) fractional Laplacians. The affiliated random processes comprise: killed, reflected and conditioned Lévy flights, in particular those with an infinite life-time. The related concept of quasi-stationary distributions is briefly mentioned.
We prove the attainability of the best constant in the fractional Hardy--Sobolev inequality with boundary singularity for the Spectral Dirichlet Laplacian. The main assumption is the average concavity of the boundary at the origin.
In this paper we consider Sobolev inequalities associated with singular problems for the fractional $p$-Laplacian operator in a bounded domain of $\mathbb{R}^{N}$, $N\geq 2$.
We prove the coincidence of the Sobolev and Hardy constants relative to the "Dirichlet" and "Navier" fractional Laplacians of any real order $m\in(0,\frac{n}{2})$ over bounded domains in $\mathbb R^n$.
In this paper, we study the interplay between Orlicz-Sobolev spaces $L^{M}$ and $W^{1,M}$ and fractional Sobolev spaces $W^{s,p}$. More precisely, we give some qualitative properties of the new fractional Orlicz-Sobolev space $W^{s,M}$, where $s\in (0,1)$ and $M$ is an $N-$function. We also study a related non-local operator, which is a fractional version of the nonhomogeneous $M$-Laplace operator. As an application, we prove existence of weak solution for a non-local problem involving the new fractional $M-$Laplacian operator.
We derive the Moser-Trudinger-Onofri inequalities on the 2-sphere and the 4-sphere as the limiting cases of the fractional power Sobolev inequalities on the same spaces, and justify our approach as the dimensional continuation argument initiated by Thomas P. Branson.
We study linear and non-linear equations related to the fractional Hardy--Sobolev inequality. We prove nondegeneracy of ground state solutions to the basic equation and investigate existence and qualitative properties, including symmetry of solutions to some perturbed equations.
When a function belonging to a fractional-order Sobolev space is supported in a proper subset of the Lipschitz domain on which the Sobolev space is defined, how is its Sobolev norm as a function on the smaller set compared to its norm on the whole domain? On what do the comparison constants depend on? Do different norms behave differently? This article addresses these issues. We prove some inequalities and disprove some misconceptions by counter-examples.
We prove quasi-monotonicity formulae for classical obstacle-type problems with quadratic energies with coefficients in fractional Sobolev spaces, and a linear term with a Dini-type continuity property. These formulae are used to obtain the regularity of free-boundary points following the approaches by Caffarelli, Monneau and Weiss.
In this paper we extend the well-known concentration -- compactness principle for the Fractional Laplacian operator in unbounded domains. As an application we show sufficient conditions for the existence of solutions to some critical equations involving the fractional $p-$laplacian in the whole ${\mathbb R}^n$.
In our work, we prove the existence of least-energy nodal solutions for nonlinear equations in which the new fractional Orlicz Laplacian is present. Precisely, we prove a compact embeddings result for weighted fractional Orlicz-Sobolev spaces. Next, by a minimization argument on Nehari manifold and a quantitative deformation lemma, we show our desired result.
The general stability problem of truncations for a family of functions concentrating mass at the origin is described and a concrete example in the framework of entire optimizers for the fractional Hardy-Sobolev inequality is given. In this short note we point out some quantitative stability estimates, useful in dealing with critical $p-q$ fractional equations.
In the present paper, we deal with a new continuous and compact embedding theorems for the fractional Orlicz-Sobolev spaces, also, we study the existence of infinitely many nontrivial solutions for a class of non-local fractional Orlicz-Sobolev Schrödinger equations whose simplest prototype is $$(-\triangle)^{s}_{m}u+V(x)m(u)=f(x,u),\ x\in\mathbb{R}^{d},$$ where $0<s<1$, $d\geq2$ and $(-\triangle)^{s}_{m}$ is the fractional $M$-Laplace operator. The proof is based on the variant Fountain theorem established by Zou.
In this paper, we define the fractional Orlicz-Sobolev spaces, and we prove some important results of these spaces. The main result is to show the continuous and compact embedding for these spaces. As an application, we prove the existence and uniqueness of a solution for a non local problem involving the fractional M-Laplacian operator.
This paper deals with Strauss and Lions-type theorems for fractional Sobolev spaces with variable exponent $W^{s,p(.),\tilde{p}(.,.)}(Ω)$, when $p$ and $\tilde{p}$ satisfies some conditions. As application, we study the existence of solutions for a class of Kirchhoff-Choquard problem in $\mathbb{R}^N$.
The nonnegative solution for a linear degenerate diffusion transport eqution is proved. As a result, we show the existence and uniqueness of the solution for the fractional porous medium equation in Sobolev spaces $H^α$ with nonnegative initial data, $α>\frac d2+1$. Besides, we correct a mistake in our previous paper \cite{zhou01}.
In this paper we are concerned with some abstract results regarding to fractional Orlicz-Sobolev spaces. Precisely, we ensure the compactness embedding for the weighted fractional Orlicz-Sobolev space into the Orlicz spaces, provided the weight is unbounded. We also obtain a version of Lions' "vanishing" Lemma for fractional Orlicz-Sobolev spaces, by introducing new techniques to overcome the lack of a suitable interpolation law. Finally, as a product of the abstract results, we use a minimization method over the Nehari manifold to prove the existence of ground state solutions for a class of n…
We consider a nonlinear pseudo-differential equation driven by the fractional $p$-Laplacian $(-Δ)^s_p$ with $s\in(0,1)$ and $p\ge 2$ (degenerate case), under Dirichlet type conditions in a smooth domain $Ω$. We prove that local minimizers of the associated energy functional in the fractional Sobolev space $W^{s,p}_0(Ω)$ and in the weighted Hölder space $C^0_s(\overlineΩ)$, respectively, do coincide.
The paper deals with existence and multiplicity of positive solutions to nonlocal equations with critical Hrardy-Sobolev nonlinearities and external terms. We establish the profile decomposition of the Palais-Smale sequences associated with the functional and existence of at least two positive solutions to the equation.
We obtain existence, multiplicity, and bifurcation results for the Brezis-Nirenberg problem for the fractional $p$\nobreakdash-Laplacian operator, involving critical Hardy-Sobolev exponents. Our results are mainly extend results in the literature for $α=0$. In the absence of an explicit formula for a minimizer in the fractional Hardy-Sobolev inequality $α\not= 0$, we get around this difficulty by working with certain asymptotic estimates for minimizers recently obtained in \cite{MM}.
In this paper we define the fractional order Orlicz-Sobolev spaces, and prove its convergence to the classical Orlicz-Sobolev spaces when the fractional parameter $s\uparrow 1$ in the spirit of the celebrated result of Bourgain-Brezis-Mironescu. We then deduce some consequences such as $Γ-$convergence of the modulars and convergence of solutions for some fractional versions of the $Δ_g$ operator as the fractional parameter $s\uparrow 1$.
In this paper we prove Bourgain-Brezis-Mironescu's type results (cf. \cite{BBM2001}) (BBM for short) for an energy functional which is strongly related to the fractional anisotropic p-Laplacian. We also provide with the analogous of Maz'ya-Shaposhnikova (see \cite{MS}) type results for these energies and finally we apply these results to analyze the stability of solutions to anisotropic fractional $p-$laplacian equations.
