Hölder regularity for the time fractional Schrödinger equation

In this paper, we investigate the Hölder regularity of solutions to the time fractional Schrödinger equation of order 1<α<2, which interpolates between the Schrödinger and wave equations. This is inspired by Hirata and Miao's work which studied the fractional diffusion-wave equation. First, we give the asymptotic behavior for the oscillatory distributional kernels and their Bessel potentials by using Fourier analytic techniques. Then, the space regularity is derived by employing some results on singular Fourier multipliers. Using the asymptotic behavior for the above kernels, we prove the time regularity. Finally, we use mismatch estimates to prove the pointwise convergence to the initial data in Hölder spaces. In addition, we also prove Hölder regularity result for the Schrödinger equation.     

Analysis of a meshless method for the time fractional diffusion-wave equation

In this paper a numerical technique is proposed for solving the time fractional diffusion-wave equation. We obtain a time discrete scheme based on finite difference formula. Then, we prove that the time discrete scheme is unconditionally stable and convergent using the energy method and the convergence order of the time discrete scheme is \(\mathcal {O}(\tau ^{3-\alpha })\). Firstly, we change the main problem based on Dirichlet boundary condition to a new problem based on Robin boundary condition and then, we consider a semi-discrete scheme with Robin boundary condition and show when \(\beta \rightarrow +\infty \) solution of the main semi-discrete problem with Dirichlet boundary condition is convergent to the solution of the new semi-discrete problem with Robin boundary condition. We consider the new semi-discrete problem with Robin boundary condition and use the meshless Galerkin method to approximate the spatial derivatives. Finally, we obtain an error bound for the new problem. We prove that convergence order of the numerical scheme based on Galekin meshless is \(\mathcal {O}(h)\). In the considered method the appeared integrals are approximated using Gauss Legendre quadrature formula. The main aim of the current paper is to obtain an error estimate for the meshless Galerkin method based on the radial basis functions. Numerical examples confirm the efficiency and accuracy of the proposed scheme.     

Reaction-Diffusion Equations with Polynomial Drifts Driven by Fractional Brownian Motions

A reaction-diffusion equation on [0, 1] ^d with the heat conductivity κ > 0, a polynomial drift term and an additive noise, fractional in time with H > 1/2, and colored in space, is considered. We have shown the existence, uniqueness and uniform boundedness of solution with respect to κ. Also we show that if κ tends to infinity, then the corresponding solutions of the equation converge to a process satisfying a stochastic ordinary differential equation.     

Stability properties for solution operators

We study stability properties of certain evolution equations including the fractional Cauchy problem. Under some spectral assumptions these equations are governed either by a resolvent or a regularized resolvent or a k-convoluted semigroup. We investigate the long time behavior for bounded solutions by a direct application of the ergodic theorems for regularized resolvents of Lizama and Prado (J. Approx. Theory 122:42–61, 2003), Prado (Semigroup Forum 73:243–252, 2006). We apply our results to the qualitative study of the fractional diffusion-wave equation on L ^p (ℝ). The author is partially supported under FONDECYT Grant n^o 1070127.     

Determine a Space-Dependent Source Term in a Time Fractional Diffusion-Wave Equation

This paper is devoted to identify a space-dependent source term in a multi-dimensional time fractional diffusion-wave equation from a part of noisy boundary data. Based on the series expression of solution for the direct problem, we improve the regularity of the weak solution for the direct problem under strong conditions. And we obtain the uniqueness of inverse space-dependent source term problem by the Titchmarsh convolution theorem and the Duhamel principle. Further, we use a non-stationary iterative Tikhonov regularization method combined with a finite dimensional approximation to find a stable source term. Numerical examples are provided to show the effectiveness of the proposed method.

     

Boundary value problems for multi-term fractional differential equations

Multi-term fractional diffusion-wave equation along with the homogeneous/non-homogeneous boundary conditions has been solved using the method of separation of variables. It is observed that, unlike in the one term case, solution of multi-term fractional diffusion-wave equation is not necessarily non-negative, and hence does not represent anomalous diffusion of any kind.     

时间延迟扩散-波动分数阶微分方程有限差分方法

本文提出求解时间延迟扩散-波动分数阶微分方程有限差分方法，方程中对时间的一阶导函数用α阶（0 < α < 1） Caputo分数阶导数代替.文章中利用Lubich线性多步法对分数阶微分进行差分离散，且文章利用分段区间证明该方法是稳定的，且利用数值实验加以验证.     

On evolutionary equations with material laws containing fractional integrals

A well‐posedness result for a time‐shift invariant class of evolutionary operator equations involving material laws with fractional time‐integrals of order α ? ]0, 1[ is considered. The fractional derivatives are defined via a function calculus for the (time‐)derivative established as a normal operator in a suitable L² type space. Employing causality, we show that the fractional derivatives thus obtained coincide with the Riemann‐Liouville fractional derivative. We exemplify our results by applications to a fractional Fokker‐Planck equation, equations describing super‐diffusion and sub‐diffusion processes, and a Kelvin‐Voigt type model in fractional visco‐elasticity. Moreover, we elaborate a suitable perspective to deal with initial boundary value problems. Copyright © 2014 John Wiley & Sons, Ltd.     

From the Ehrenfest model to time-fractional stochastic processes

The Ehrenfest model is considered as a good example of a Markov chain. I prove in this paper that the time-fractional diffusion process with drift towards the origin, is a natural generalization of the modified Ehrenfest model. The corresponding equation of evolution is a linear partial pseudo-differential equation with fractional derivatives in time, the orders lying between 0 and 1. I focus on finding a precise explicit analytical solution to this equation depending on the interval of the time. The stationary solution of this model is also analytically and numerically calculated. Then I prove that the difference between the discrete approximate solution at time t_n, n≥0, and the stationary solution obeys a power law with exponent between 0 and 1. The reversibility property is discussed for the Ehrenfest model and its fractional version with a new observation.     

Stochastic differential equations for multi-dimensional domain with reflecting boundary

Summary In this paper we prove that there exists a unique solution of the Skorohod equation for a domain inR ^d with a reflecting boundary condition. We remove the admissibility condition of the domain which is assumed in the work [4] of Lions and Sznitman. We first consider a deterministic case and then discuss a stochastic case.     

The lubrication approximation for thin viscous films: Regularity and long-time behavior of weak solutions

We consider the fourth-order degenerate diffusion equation, in one space dimension. This equation, derived from a lubrication approximation, models the surface-tension-dominated motion of thin viscous films and spreading droplets [15]. The equation with f(h) = |h| also models a thin neck of fluid in the Hele-Shaw cell [10], [11], [23]. In such problems h(x,t) is the local thickness of the the film or neck. This paper considers the properties of weak solutions that are more relevant to the droplet problem than to Hele-Shaw. For simplicity we consider periodic boundary conditions with the interpretation of modeling a periodic array of droplets. We consider two problems: The first has initial data h₀ ≥ 0 and f(h) = |h|ⁿ, 0 < n < 3. We show that there exists a weak nonnegative solution for all time. Also, we show that this solution becomes a strong positive solution after some finite time T*, and asymptotically approaches its means as t → ∞. The weak solution is in the classical sense of distributions for 3/8 < n < 3 and in a weaker sense introduced in [1] for the remaining 0 < n ≤ 3/8. Furthermore, the solutions have high enough regularity to just include the unique source-type solutions [2] with zero slope at the edge of the support. They do not include any of the less regular solutions with positive slope at the edge of the support. Second, we consider strictly positive initial data h₀ ≥ m > 0 and f(h) = |h|ⁿ, 0 < n < ∞. For this problem we show that even if a finite-time singularity of the form h → 0 does occur, there exists a weak nonnegative solution for all time t. This weak solution becomes strong and positive again after some critical time T*. As in the first problem, we show that the solution approaches its mean as t → ∞. The main technical idea is to introduce new classes of dissipative entropies to prove existence and higher regularity. We show that these entropies are related to norms of the difference between the solution and its mean to prove the relaxation result. © 1996 John Wiley & Sons, Inc.     

<Emphasis Type="Italic">p</Emphasis>-Adic Analogue of the Porous Medium Equation

We consider a nonlinear evolution equation for complex-valued functions of a real positive time variable and a p-adic spatial variable. This equation is a non-Archimedean counterpart of the fractional porous medium equation. Developing, as a tool, an \(L^1\)-theory of Vladimirov’s p-adic fractional differentiation operator, we prove m-accretivity of the appropriate nonlinear operator, thus obtaining the existence and uniqueness of a mild solution. We give also an example of an explicit solution of the p-adic porous medium equation.     

The Stochastic Wave Equation with Multiplicative Fractional Noise: A Malliavin Calculus Approach

We consider the stochastic wave equation with multiplicative noise, which is fractional in time with index H > 1/2, and has a homogeneous spatial covariance structure given by the Riesz kernel of order α. The solution is interpreted using the Skorohod integral. We show that the sufficient condition for the existence of the solution is α > d − 2, which coincides with the condition obtained in Dalang (Electr J Probab 4(6):29, 1999), when the noise is white in time. Under this condition, we obtain estimates for the p-th moments of the solution, we deduce its H?lder continuity, and we show that the solution is Malliavin differentiable of any order. When d ≤ 2, we prove that the first-order Malliavin derivative of the solution satisfies a certain integral equation.     

A semi-linear delayed diffusion-wave system with distributed order in time

A numerical scheme for a class of non-linear distributed order fractional diffusion-wave equations with fixed time-delay is considered. The focus lies on the derivation of a linearized compact difference scheme as well as on quantitatively analyzing it. We prove unique solvability, convergence, and stability of the resulted numerical solution in \(L_{\infty }\)-norm by means of the discrete energy method. Numerical examples are introduced to illustrate the accuracy and efficiency of the proposed method.     

Two finite difference schemes for time fractional diffusion-wave equation

Time fractional diffusion-wave equations are generalizations of classical diffusion and wave equations which are used in modeling practical phenomena of diffusion and wave in fluid flow, oil strata and others. In this paper we construct two finite difference schemes to solve a class of initial-boundary value time fractional diffusion-wave equations based on its equivalent partial integro-differential equations. Under the weak smoothness conditions, we prove that our two schemes are convergent with first-order accuracy in temporal direction and second-order accuracy in spatial direction. Numerical experiments are carried out to demonstrate the theoretical analysis.     

Initial value/boundary value problems for fractional diffusion-wave equations and applications to some inverse problems

We consider initial value/boundary value problems for fractional diffusion-wave equation: , where 0<α?2, where L is a symmetric uniformly elliptic operator with t-independent smooth coefficients. First we establish the unique existence of the weak solution and the asymptotic behavior as the time t goes to ∞ and the proofs are based on the eigenfunction expansions. Second for α∈(0,1), we apply the eigenfunction expansions and prove (i) stability in the backward problem in time, (ii) the uniqueness in determining an initial value and (iii) the uniqueness of solution by the decay rate as t→∞, (iv) stability in an inverse source problem of determining t-dependent factor in the source by observation at one point over (0,T).     

Numerical approximations and solution techniques for the space-time Riesz–Caputo fractional advection-diffusion equation

In this paper, we consider a space-time Riesz–Caputo fractional advection-diffusion equation. The equation is obtained from the standard advection-diffusion equation by replacing the first-order time derivative by the Caputo fractional derivative of order α ∈ (0,1], the first-order and second-order space derivatives by the Riesz fractional derivatives of order β ₁ ∈ (0,1) and β ₂ ∈ (1,2], respectively. We present an explicit difference approximation and an implicit difference approximation for the equation with initial and boundary conditions in a finite domain. Using mathematical induction, we prove that the implicit difference approximation is unconditionally stable and convergent, but the explicit difference approximation is conditionally stable and convergent. We also present two solution techniques: a Richardson extrapolation method is used to obtain higher order accuracy and the short-memory principle is used to investigate the effect of the amount of computations. A numerical example is given; the numerical results are in good agreement with theoretical analysis.     

Numerical algorithm based on an implicit fully discrete local discontinuous Galerkin method for the fractional diffusion-wave equation

In this paper, we consider the numerical approximation for the fractional diffusion-wave equation. The main purpose of this paper is to solve and analyze this problem by introducing an implicit fully discrete local discontinuous Galerkin method. The method is based on a finite difference scheme in time and local discontinuous Galerkin methods in space. By choosing the numerical fluxes carefully we prove that our scheme is unconditionally stable and get L ₂ error estimates of \(O(h^{k+1}+(\Delta t)^{2}+(\Delta t)^{\frac {\alpha }{2}}h^{k+1})\) . Finally numerical examples are performed to illustrate the efficiency and the accuracy of the method.     

Fundamental solution of the time‐fractional telegraph Dirac operator

In this work, we obtain the fundamental solution (FS) of the multidimensional time‐fractional telegraph Dirac operator where the 2 time‐fractional derivatives of orders α∈]0,1] and β∈]1,2] are in the Caputo sense. Explicit integral and series representation of the FS are obtained for any dimension. We present and discuss some plots of the FS for some particular values of the dimension and of the fractional parameters α and β. Finally, using the FS, we study some Poisson and Cauchy problems.     

Exponential convergence toward equilibrium for homogeneous Fokker–Planck-type equations

We consider homogeneous solutions of the Vlasov–Fokker–Planck equation in plasma theory proving that they reach the equilibrium with a time exponential rate in various norms. By Csiszar–Kullback inequality, strong L¹-convergence is a consequence of the ‘sharp’ exponential decay of relative entropy and relative Fisher information. To prove exponential strong decay in Sobolev spaces H^k, k ⩾ 0, we take into account the smoothing effect of the Fokker–Planck kernel. Finally, we prove that in a metric for probability distributions recently introduced in [9] and studied in [4, 14] the decay towards equilibrium is exponential at a rate depending on the number of moments bounded initially. Uniform bounds on the solution in various norms are then combined, by interpolation inequalities, with the convergence in this weak metric, to recover the optimal rate of decay in Sobolev spaces. © 1998 by B. G. Teubner Stuttgart–John Wiley & Sons, Ltd.