We consider an evolution equation with the regularized fractional derivative of an order $α\in (0,1)$ with respect to the time variable, and a uniformly elliptic operator with variable coefficients acting in the spatial variables. Such equations describe diffusion on inhomogeneous fractals. A fundamental solution of the Cauchy problem is constructed and investigated.
We consider an evolution equation with the Caputo-Dzhrbashyan fractional derivative of order $α\in (1,2)$ with respect to the time variable, and the second order uniformly elliptic operator with variable coefficients acting in spatial variables. This equation describes the propagation of stress pulses in a viscoelastic medium. Its properties are intermediate between those of parabolic and hyperbolic equations. In this paper, we construct and investigate a fundamental solution of the Cauchy problem, prove existence and uniqueness theorems for such equations.
In a fractional Cauchy problem, the usual first order time derivative is replaced by a fractional derivative. This problem was first considered by \citet{nigmatullin}, and \citet{zaslavsky} in $\mathbb R^d$ for modeling some physical phenomena. The fractional derivative models time delays in a diffusion process. We will give a survey of the recent results on the fractional Cauchy problem and its generalizations on bounded domains $D\subset \rd$ obtained in \citet{m-n-v-aop, mnv-2}. We also study the solutions of fractional Cauchy problem where the first time derivative is replaced with an infi…
Fractional derivatives can be used to model time delays in a diffusion process. When the order of the fractional derivative is distributed over the unit interval, it is useful for modeling a mixture of delay sources. In some special cases distributed order derivative can be used to model ultra-slow diffusion. We extend the results of (Baeumer, B. and Meerschaert, M. M. Stochastic solutions for fractional Cauchy problems. Fract. Calc. Appl. Anal. 4 (2001), 481--500.) in the single order fractional derivative case to distributed order fractional derivative case. In particular, we develop the str…
To study the existence and uniqueness of solutions to Cauchy-type problems for fractional q-difference equations with the bi-ordinal Hilfer fractional q-derivative which is an extension of the Hilfer fractional q-derivative. An approach is based on the equivalence of the nonlinear Cauchy-type problem with a nonlinear Volterra q-integral equation of the second kind. Applying an analog of Banach fixed point theorem we prove the uniqueness and the existence of the solution. Moreover, we present an explicit solution to the q-analog of the Cauchy problem for the linear case.
In this paper, we consider the Cauchy-type problem (1.1) involving Hilfer-Hadamard-type fractional derivative for a nonlinear fractional differential equation. We prove an equivalence between the Cauchy-type problem (1.1) and Volterra integral equation(VIE), existence, and uniqueness. We present a slight generalization for the Gronwall inequality which was used in studying the continuous dependence of a solution for the Cauchy-type problem (1.2).
We consider the Cauchy problem for heat equation with fractional Laplacian and exponential nonlinearity. We establish local well-posedness result in Orlicz spaces. We derive the existence of global solutions for small initial data. We obtain decay estimates for large time in Lebesgue spaces.
The aim of this paper is to prove various ill-posedness and well-posedness results on the Cauchy problem associated to a class of fractional Kadomtsev-Petviashvili (KP) equations including the KP version of the Benjamin-Ono and Intermediate Long Wave equations.
We study the well-posedness of the Cauchy problem for a fractional porous medium equation with a varying density. We establish existence of weak energy solutions; uniqueness and nonuniqueness is studied as well, according with the behavior of the density at infinity.
We study existence and uniqueness of bounded solutions to a fractional nonlinear porous medium equation with a variable density, in one space dimension.
In this paper, we consider the Cauchy problem for the fractional Camassa-Holm equation which models the propagation of small-but-finite amplitude long unidirectional waves in a nonlocally and nonlinearly elastic medium. Using Kato's semigroup approach for quasilinear evolution equations, we prove that the Cauchy problem is locally well-posed for data in $H^{s}({\Bbb R})$, $s>{\frac{5}{2}}$.
In this paper, with the help of previously constructed self-similar solutions, a solution of the Cauchy problem for an equation of even order with a fractional Riemann-Liouville derivative of order $1<α<2$ is obtained.
In this paper, some known and novel properties of the Cauchy and signaling problems for the one-dimensional time-fractional diffusion-wave equation with the Caputo fractional derivative of order $β,\ 1 \le β\le 2$ are investigated. In particular, their response to a localized disturbance of the initial data is studied. It is known that whereas the diffusion equation describes a process where the disturbance spreads infinitely fast, the propagation velocity of the disturbance is a constant for the wave equation. We show that the time-fractional diffusion-wave equation interpolates between these…
The purpose is to study the Cauchy problem for non-linear in time and space pseudo-differential equations. These include the fractional in time versions of HJB equations governing the controlled scaled CTRW. As a preliminary step which is of independent interest we analyse the corresponding linear equation proving its well-posedness and smoothing properties.
We consider time-changed Brownian motions on random Koch (pre-fractal and fractal) domains where the time change is given by the inverse to a subordinator. In particular, we study the fractional Cauchy problem with Robin condition on the pre-fractal boundary obtaining asymptotic results for the corresponding fractional diffusions with Robin, Neumann and Dirichlet boundary conditions on the fractal domain.
We prove two maximal regularity results in spaces of continuous and Hölder continuous functions, for a mixed linear Cauchy-Dirichlet problem with a fractional time derivative $\mathbb{D}_t^α$. This derivative is intended in the sense of Caputo and $α$ is taken in $(0, 2)$. In case $α= 1$, we obtain maximal regularity results for mixed parabolic problems already known in mathematica literature.
In a fractional Cauchy problem, the usual first order time derivative is replaced by a fractional derivative. The fractional derivative models time delays in a diffusion process. The order of the fractional derivative can be distributed over the unit interval, to model a mixture of delay sources. In this paper, we provide explicit strong solutions and stochastic analogues for distributed-order fractional Cauchy problems on bounded domains with Dirichlet boundary conditions. Stochastic solutions are constructed using a non-Markovian time change of a killed Markov process generated by a uniforml…
In this paper we derive a sufficient condition for the existence of a unique solution of a Cauchy type q-fractional problem (involving the fractional q-derivative of Riemann-Liouville type) for some nonlinear differential equations. The key technique is to first prove that this Cauchy type q-fractional problem is equivalent to a corresponding Volterra q-integral equation. Moreover, we define the $q$-analogue of the Hilfer fractional derivative or composite fractional derivative operator and prove some similar new equivalence, existence and uniqueness results as above. Finally, some examples ar…
This paper investigates the Cauchy problem of the time-space fractional Keller-Segel-Navier- Stokes model, which can describe both memory effect and Lévy process of the system. The local existence and global existence in Lebesgue space are obtained by means of Banach fixed point theorem and Banach implicit function theorem, respectively. In addition, the regularities of local and global mild solutions are improved in fractional homogeneous Sobolev spaces. Furthermore, some properties of mild solutions including mass conservation, decay estimates, stability and self-similarity are established.
In this paper we examine the well-posedness and ill-posedeness of the Cauchy problems associated to a family equations of ZK-KP-type \[ \begin{cases} u_{t}=u_{xxx}-\mathscr{H}D_{x}^αu_{yy}+uu_{x}, \cr u(0)=ψ\in Z \end{cases} \] in anisotropic Sobolev spaces, where $1\le α\le 1$, $\mathscr{H}$ is the Hilbert transform and $D_{x}^α$ is the fractional derivative, both with respect to $x$.
Fractional Cauchy problems replace the usual first-order time derivative by a fractional derivative. This paper develops classical solutions and stochastic analogues for fractional Cauchy problems in a bounded domain $D\subset\mathbb{R}^d$ with Dirichlet boundary conditions. Stochastic solutions are constructed via an inverse stable subordinator whose scaling index corresponds to the order of the fractional time derivative. Dirichlet problems corresponding to iterated Brownian motion in a bounded domain are then solved by establishing a correspondence with the case of a half-derivative in time…
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.
We consider a Cauchy problem for a fractional anisotropic parabolic equation in anisotropic Hölder spaces. The equation generalizes the heat equation to the case of fractional power of the Laplace operator and the power of this operator can be different with respect to different groups of space variables. The time derivative can be either fractional Caputo - Jrbashyan derivative or usual derivative. Under some necessary conditions on the order of the time derivative we show that the operator of the whole problem is an isomorphism of appropriate anisotropic Hölder spaces. Under some another con…
We study Cauchy problem for the Klein-Gordon (HNLKG), wave (HNLW) and Schrödinger (HNLS) equations with cubic convolution (Hartree type) nonlinearity. Some global well-posedness and scattering are obtained for the (HNLKG) and (HNLS) with small Cauchy data in some modulation spaces. Global well-posedness for fractional Schrödinger (fNLSH) equation with Hartree type nonlinearity is obtained with Cauchy data in some modulation spaces. Local well-posedness for (HNLW), (fHNLS) and (HNLKG) with rough data in modulation spaces is shown. This improves known results in Sobolev spaces in some sense. As …
In this note we discuss the conditional stability issue for the finite dimensional Calderón problem for the fractional Schrödinger equation with a finite number of measurements. More precisely, we assume that the unknown potential $q \in L^{\infty}(Ω) $ in the equation $((-Δ)^s+ q)u = 0 \mbox{ in } Ω\subset \mathbb{R}^n$ satisfies the a priori assumption that it is contained in a finite dimensional subspace of $L^{\infty}(Ω)$. Under this condition we prove Lipschitz stability estimates for the fractional Calderón problem by means of finitely many Cauchy data depending on $q$. We allow for the …
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.
Cauchy Problem for the Time-Fractional Airy-Type Equation on a Star Graph with Edge-Dependent Order of Derivative
National University of Uzbekistan(乌兹别克斯坦国立大学);V.I. Romanovskiy Institute of Mathematics(V.I.罗曼诺夫斯基数学研究所);University of Exact and Social Sciences in Tashkent(塔什干精确与社会科学大学)
We study the Cauchy problem for the fractional Schrödinger equation $$ i\partial_tu = (m^2-Δ)^\frac\alpha2 u + F(u) in \mathbb{R}^{1+n}, $$ where $ n \ge 1$, $m \ge 0$, $1 < α< 2$, and $F$ stands for the nonlinearity of Hartree type: $$F(u) = λ(\frac{ψ(\cdot)}{|\cdot|^γ} * |u|^2)u$$ with $λ= \pm1, 0 <γ< n$, and $0 \le ψ\in L^\infty(\mathbb R^n)$. We prove the existence and uniqueness of local and global solutions for certain $α$, $γ$, $λ$, $ψ$. We also remark on finite time blowup of solutions when $λ= -1$.
In the present paper, we prove time decay estimates of solutions in weighted Sobolev spaces to the second order evolution equation with fractional Laplacian and damping for data in Besov spaces. Our estimates generalize the estimates obtained in the previous studies. The second aim of this article is to apply these estimates to prove small data global well-posedness for the Cauchy problem of the equation with power nonlinearities. Especially, the estimates obtained in this paper enable us to treat more general conditions on the nonlinearities and the spatial dimension than the results in the p…
In this paper we explore the theory of fractional powers of non-negative (and not necessarily self-adjoint) operators and its amazing relationship with the Chebyshev polynomials of the second kind to obtain results of existence, regularity and behavior asymptotic of solutions for linear abstract evolution equations of $n$-th order in time, where $n\geqslant3$. We also prove generalizations of classical results on structural damping for linear systems of differential equations.
We develop a theory of the Cauchy problem for linear evolution systems of partial differential equations with the Caputo-Dzrbashyan fractional derivative in the time variable $t$. The class of systems considered in the paper is a fractional extension of the class of systems of the first order in $t$ satisfying the uniform strong parabolicity condition. We construct and investigate the Green matrix of the Cauchy problem. While similar results for the fractional diffusion equations were based on the H-function representation of the Green matrix for equations with constant coefficients (not avail…
This paper studies the Cauchy problem for the nonlinear fractional power dissipative equation $u_t+(-\triangle)^αu= F(u)$ for initial data in the Lebesgue space $L^r(\mr^n)$ with $\ds r\ge r_d\triangleq{nb}/({2α-d})$ or the homogeneous Besov space $\ds\dot{B}^{-σ}_{p,\infty}(\mr^n)$ with $\dsσ=(2α-d)/b-n/p$ and $1\le p\le \infty$, where $α>0$, $F(u)=f(u)$ or $Q(D)f(u)$ with $Q(D)$ being a homogeneous pseudo-differential operator of order $d\in[0,2α)$ and $f(u)$ is a function of $u$ which behaves like $|u|^bu$ with $b>0$.
In this paper, we consider the fractional Camassa-Holm equation modelling the propagation of small-but-finite amplitude long unidirectional waves in a nonlocally and nonlinearly elastic medium. First, we establish the local well-posedness in Besov space $B^{s_0}_{2,1}$ with $s_0=2ν-\frac 1 2$ for $ν>\frac 3 2 $ and $s_0=\frac 5 2$ for $1<ν\leq \frac 3 2 $. Then, with a given analytic initial data, we establish the analyticity of the solutions in both variables, globally in space and locally in time.
A Brownian time process is a Markov process subordinated to the absolute value of an independent one-dimensional Brownian motion. Its transition densities solve an initial value problem involving the square of the generator of the original Markov process. An apparently unrelated class of processes, emerging as the scaling limits of continuous time random walks, involve subordination to the inverse or hitting time process of a classical stable subordinator. The resulting densities solve fractional Cauchy problems, an extension that involves fractional derivatives in time. In this paper, we will…
We study for the first time the Cauchy problem for semilinear fractional elliptic equation. This paper is concerned with the Gaussian white noise model for the initial Cauchy data. We establish the ill-posedness of the problem. Then, under some assumption on the exact solution, we propose the Fourier truncation method for stabilizing the ill-posed problem. Some convergence rates between the exact solution and the regularized solution is established in $L^2$ and $H^q$ norms.
We prove that the Cauchy problem associated with the one dimensional quadratic (fractional) heat equation: $u_t=D_x^{2α} u \mp u^2,\; t\in (0,T),\; x\in \R$ or $ \T $, with $ 0<α\le 1 $ is well-posed in $ H^s $ for $ s\ge \max(-α,1/2-2α) $ except in the case $ α=1/2 $ where it is shown to be well-posed for $ s>-1/2 $ and ill-posed for $ s=-1/2 $. As a by-product we improve the known well-posedness results for the heat equation ($α=1$) by reaching the end-point Sobolev index $ s=-1 $. Finally, in the case $ 1/2<α\le 1 $, we also prove optimal results in the Besov spaces $B^{s,q}_2.$
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 obtain necessary conditions and sufficient conditions on the existence of solutions to the Cauchy problem for a fractional semilinear heat equation with an inhomogeneous term. We identify the strongest spatial singularity of the inhomogeneous term for the solvability of the Cauchy problem.
We consider the Cauchy problem for a stochastic scalar parabolic-hyperbolic equation in any space dimension with nonlocal, nonlinear, and possibly degenerate diffusion terms. The equations are nonlocal because they involve fractional diffusion operators. We adapt the notion of stochastic entropy solution and provide a new technical framework to prove the uniqueness. The existence proof relies on the vanishing viscosity method. Moreover, using bounded variation (BV) estimates for vanishing viscosity approximations, we derive an explicit continuous dependence estimate on the nonlinearities and d…
The paper investigates the initial problem for a linear system of ordinary differential equations with the fractional differentiation operator Dzhrbashyan -- Nersesyan with constant coefficients. The existence and uniqueness theorems of the solution of the boundary value problem under study are proved. The solution is constructed explicitly in terms of the Mittag-Leffler function of the matrix argument. The Dzhrbashyan -- Nersesyan operator is a generalization of the Riemann -- Liouville, Caputo and Miller-Ross fractional differentiation operators. The obtained results as special cases contain…
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 study necessary conditions and sufficient conditions for the existence of local-in-time solutions of the Cauchy problem for superlinear fractional parabolic equations. Our conditions are sharp and clarify the relationship between the solvability of the Cauchy problem and the strength of the singularities of the initial measure.
On the Cauchy problem for the Langevin-type fractional equation
National University of Uzbekistan(乌兹别克斯坦国立大学);V. I. Romanovskiy Institute of Mathematics, Uzbekistan Academy of Sciences(乌兹别克斯坦科学院 V.I.罗曼诺夫斯基数学研究所);Karshi State University(卡尔希国立大学)
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…
In this work we prove that the initial value problem (IVP) associated to the fractional two-dimensional Benjamin-Ono equation $$\left. \begin{array}{rl} u_t+D_x^α u_x +\mathcal Hu_{yy} +uu_x &=0,\qquad\qquad (x,y)\in\mathbb R^2,\; t\in\mathbb R, u(x,y,0)&=u_0(x,y), \end{array} \right\}\,,$$ where $0<α\leq1$, $D_x^α$ denotes the operator defined through the Fourier transform by \begin{align} (D_x^αf)\widehat{\;}(ξ,η):=|ξ|^α\widehat{f}(ξ,η)\,, \end{align} and $\mathcal H$ denotes the Hilbert transform with respect to the variable $x$, is locally well posed in the Sobolev space $H^s(\mathbb R^2)$…
We show new results of wellposedness for the Cauchy problem for the half wave equation with power-type nonlinear terms. For the purpose, we propose two approaches on the basis of the contraction-mapping argument. One of them relies upon the $L_t^q L_x^\infty$ Strichartz-type estimate together with the chain rule of fairly general fractional orders. This chain rule has a significance of its own. Furthermore, in addition to the weighted fractional chain rule established in Hidano, Jiang, Lee, and Wang (arXiv:1605.06748v1 [math.AP]), the other approach uses weighted space-time $L^2$ estimates for…
In this paper we consider space-time fractional telegraph equations, where the time derivatives are intended in the sense of Hilfer and Hadamard while the space fractional derivatives are meant in the sense of Riesz-Feller. We provide the Fourier transforms of the solutions of some Cauchy problems for these fractional equations. Probabilistic interpretations of some specific cases are also provided.
We consider a Cauchy problem of energy-critical fractional Schrödinger equation with Hartree nonlinearity below the energy space. Using a method of randomization of functions on $\mathbb{R}^d$ associated with the Wiener decomposition, introduced by Á. Bényi, T. Oh, and O. Pocovnicu \cite{beohpo1,beohpo2}, we prove that the Cauchy problem is almost surely locally well-posed. Our result includes Hartree Schrödinger equation ($α= 2$).
In this paper, we consider the Cauchy problem for semilinear $σ$-evolution models with an exponential decay memory term. Concerning the corresponding linear Cauchy problem, we derive some regularity-loss-type estimates of solutions and generalized diffusion phenomena. Particularly, the obtained estimations for solutions are sharper than those in the previous paper [20]. Then, we determine the critical exponents for the semilinear Cauchy problem with power nonlinearity in some spatial dimensions by proving global (in time) existence of Sobolev solutions with low regularity of fractional orders …
We reduce the construction of a weak solution of the Cauchy problem for the Navier-Stokes system to the construction of a solution to a stochastic problem. Namely, we construct diffusion processes which allow us to obtain a probabilistic representation of a weak (in distributional sense) solution to the Cauchy problem for the Navier- Stokes system.