This contribution considers the time-fractional subdiffusion with a time-dependent variable-order fractional operator of order $β(t)$. It is assumed that $β(t)$ is a piecewise constant function with a finite number of jumps. A proof technique based on the Fourier method and results from constant-order fractional subdiffusion equations has been designed. This novel approach results in the well-posedness of the problem.
We show the existence of strong solutions in Sobolev-Slobodetskii spaces to the stationary compressible Navier-Stokes equations with inflow boundary condition. Our result holds provided certain condition on the shape of the boundary around the points where characteristics of the continuity equation are tangent to the boundary, which holds in particular for piecewise analytical boundaries. The mentioned situation creates a singularity which limits regularity at such points. We show the existence and uniqueness of regular solutions in a vicinity of given laminar solutions under the assumption th…
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.
Consider a three dimensional piecewise homogeneous anisotropic elastic medium $Ω$ which is a bounded domain consisting of a finite number of bounded subdomains $D_α$, with each $D_α$ a homogeneous elastic medium. One typical example is a finite element model with elements with curvilinear interfaces for an ansiotropic elastic medium. Assuming the $D_α$ are known and Lipschitz, we are concerned with the uniqueness in the inverse boundary value problem of identifying the anisotropic elasticity tensor on $Ω$ from a localized Dirichlet to Neumann map given on a part of the boundary $\partial D_{α_…
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.
Conductivity equation is studied in piecewise smooth plane domains and with measure-valued current patterns (Neumann boundary values). This allows one to extend the recently introduced concept of bisweep data to piecewise smooth domains, which yields a new partial data result for Calderón inverse conductivity problem. It is also shown that bisweep data are (up to a constant scaling factor) the Schwartz kernel of the relative Neumann-to-Dirichlet map. A numerical method for reconstructing the supports of inclusions from discrete bisweep data is also presented.
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 $n-10s.$
In this short note, we investigate simultaneous recovery inverse problems for semilinear elliptic equations with partial data. The main technique is based on higher order linearization and monotonicity approaches. With these methods at hand, we can determine the diffusion, cavity and coefficients simultaneously by knowing the corresponding localized Dirichlet-Neumann operators.
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.
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.
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.
We discuss the inverse problem of determining the, possibly anisotropic, conductivity of a body $Ω\subset\mathbb{R}^{n}$ when the so-called Neumann-to-Dirichlet map is locally given on a non empty curved portion $Σ$ of the boundary $\partialΩ$. We prove that anisotropic conductivities that are \textit{a-priori} known to be piecewise constant matrices on a given partition of $Ω$ with curved interfaces can be uniquely determined in the interior from the knowledge of the local Neumann-to-Dirichlet map.
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…
This paper is concerned with the existence and uniqueness, and Ulam--Hyers stabilities of solutions of nonlinear impulsive $φ$--Hilfer fractional differential equations. Further, we investigate the dependence of the solution on the initial conditions, order of derivative and the functions involved in the equations. The outcomes are acquired in the space of weighted piecewise continuous functions by means of fixed point theorems and the generalized version of Gronwall inequality.
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…
The paper concerns with the global well-posedness issue of the 2D incompressible inhomogeneous Navier-Stokes (INS) equations with fractional dissipation and rough density. We first establish the $L^q_t(L^p)$-maximal regularity estimate for the generalized Stokes system with fractional dissipation, and then we employ it to obtain the global existence of solution for the 2D fractional INS equations with large velocity field, provided that the $L^2\cap L^\infty$-norm of density minus constant 1 is small enough. Moreover, by additionally assuming that the density minus 1 is sufficiently small in t…
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 introduce an $L_q(L_p)$-theory for the quasi-linear fractional equations of the type $$ \partial^α_t u(t,x)=a^{ij}(t,x)u_{x^i x^j}(t,x)+f(t,x,u), \quad t>0, \,x\in \mathbf{R}^d. $$ Here, $α\in (0,2)$, $p,q>1$, and $\partial^α_t$ is the Caupto fractional derivative of order $α$. Uniqueness, existence, and $L_q(L_p)$-estimates of solutions are obtained. The leading coefficients $a^{ij}(t,x)$ are assumed to be piecewise continuous in $t$ and uniformly continuous in $x$. In particular $a^{ij}(t,x)$ are allowed to be discontinuous with respect to the time variable. Our approach is based on class…
We consider the homogeneous Dirichlet problem for the integral fractional Laplacian $(-Δ)^s$. We prove optimal Sobolev regularity estimates in Lipschitz domains provided the solution is $C^s$ up to the boundary. We present the construction of graded bisection meshes by a greedy algorithm and derive quasi-optimal convergence rates for approximations to the solution of such a problem by continuous piecewise linear functions. The nonlinear Sobolev scale dictates the relation between regularity and approximability.
Galerkin Approximation of the Fractional Sobolev Constant
Simion Stoilow Institute of Mathematics of the Romanian Academy（罗马尼亚科学院西奥多·斯托伊洛瓦数学研究所）；National University of Science and Technology Politehnica Bucharest（布加勒斯特理工大学）；Academy of Romanian Scientists（罗马尼亚科学家学院）
In this paper diffusion processes with changing modes are studied involving the variable order partial differential equations. We prove the existence and uniqueness theorem of a solution of the Cauchy problem for fractional variable order (with respect to the time derivative) pseudo-differential equations. Depending on the parameters of variable order derivatives short or long range memories may appear when diffusion modes change. These memory effects are classified and studied in detail. Processes that have distinctive regimes of different types of diffusion depending on time are ubiquitous i…
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.
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.
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 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 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.
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. …
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.
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…
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 …
We consider a family of linear singularly perturbed Cauchy problems which combines partial differential operators and linear fractional transforms. We construct a collection of holomorphic solutions on a full covering by sectors of a neighborhood of the origin in $\mathbb{C}$ with respect to the perturbation parameter $ε$. This set is built up through classical and special Laplace transforms along piecewise linear paths of functions which possess exponential or super exponential growth/decay on horizontal strips. A fine structure which entails two levels of Gevrey asymptotics of order 1 and so…
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…
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.
Some Solutions of Fractional Order Partial Differential Equations Using Adomian Decomposition Method
University of Management and Technology, Lahore, Pakistan（拉合尔管理技术大学）；The University of Lahore, Lahore, Pakistan（拉合尔大学）；University of Science and Technology of China, China（中国科学技术大学）
Galerkin Approximation of the Fractional Hardy Constant
“Simion Stoilow” Institute of Mathematics of the Romanian Academy（罗马尼亚科学院“西蒙·斯托伊洛瓦”数学研究所）；Institute of Mathematics “Simion Stoilow” of the Romanian Academy（罗马尼亚科学院“西蒙·斯托伊洛瓦”数学研究所）；National University of Science and Technology Politehnica Bucharest（布加勒斯特理工大学）；Academy of Romanian Scientists（罗马尼亚科学家学院）
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…
We consider non-linear time-fractional stochastic heat type equation $$\partial^β_tu_t(x)=-ν(-Δ)^{α/2} u_t(x)+I^{1-β}_t[σ(u)\stackrel{\cdot}{W}(t,x)]$$ in $(d+1)$ dimensions, where $ν>0, β\in (0,1)$, $α\in (0,2]$ and $d<\min\{2,β^{-1}\}\a$, $\partial^β_t$ is the Caputo fractional derivative, $-(-Δ)^{α/2} $ is the generator of an isotropic stable process, $I^{1-β}_t$ is the fractional integral operator, $\stackrel{\cdot}{W}(t,x)$ is space-time white noise, and $σ:\RR{R}\to\RR{R}$ is Lipschitz continuous. Time fractional stochastic heat type equations might be used to model phenomenon with rando…
In this paper strong dissipativity of generalized time-fractional derivatives on Gelfand triples of properly in time weighted $L^p$-path spaces is proved. In particular, the classical Caputo derivative is included as a special case. As a consequence one obtains the existence and uniqueness of solutions to evolution equations on Gelfand triples with generalized time-fractional derivatives. These equations are of type \begin{equation*} \frac{d}{dt} (k * u)(t) + A(t, u(t)) = f(t), \quad 0<t<T, \end{equation*} with (in general nonlinear) operators $A(t,\cdot)$ satisfying general weak monotonicity …
Physical laws governing population dynamics are generally expressed as differential equations. Research in recent decades has incorporated fractional-order (non-integer) derivatives into differential models of natural phenomena, such as reaction-diffusion systems. In this paper, we develop a method to numerically solve a multi-component and multi-dimensional space-fractional system. For space discretization, we apply a Fourier spectral method that is suited for multidimensional PDE systems. Efficient approximation of time-stepping is accomplished with a locally one dimensional exponential time…
We consider non-linear time-fractional stochastic heat type equation $$\frac{\partial^βu}{\partial t^β}+ν(-Δ)^{α/2} u=I^{1-β}_t \bigg[\int_{\mathbb{R}^d}σ(u(t,x),h) \stackrel{\cdot}{\tilde N }(t,x,h)\bigg]$$ and $$\frac{\partial^βu}{\partial t^β}+ν(-Δ)^{α/2} u=I^{1-β}_t \bigg[\int_{\mathbb{R}^d}σ(u(t,x),h) \stackrel{\cdot}{N }(t,x,h)\bigg]$$ in $(d+1)$ dimensions, where $α\in (0,2]$ and $d<\min\{2,β^{-1}\}α$, $ν>0$, $\partial^β_t$ is the Caputo fractional derivative, $-(-Δ)^{α/2} $ is the generator of an isotropic stable process, $I^{1-β}_t$ is the fractional integral operator, ${N}(t,x)$ are …
Consider non-linear time-fractional stochastic reaction-diffusion equations of the following type, $$\partial^β_tu_t(x)=-ν(-Δ)^{α/2} u_t(x)+I^{1-β}_t[b(u)+ σ(u)\stackrel{\cdot}{F}(t,x)]$$ in $(d+1)$ dimensions, where $ν>0, β\in (0,1)$, $α\in (0,2]$. The operator $\partial^β_t$ is the Caputo fractional derivative while $-(-Δ)^{α/2} $ is the generator of an isotropic $α$-stable Lévy process and $I^{1-β}_t$ is the Riesz fractional integral operator. The forcing noise denoted by $\stackrel{\cdot}{F}(t,x)$ is a Gaussian noise. These equations might be used as a model for materials with random therm…
