Fractional partial differential equations and modified Riemann-Liouville derivative new methods for solution

The paper deals with the solution of some fractional partial differential equations obtained by substituting modified Riemann-Liouville derivatives for the customary derivatives. This derivative is introduced to avoid using the so-called Caputo fractional derivative which, at the extreme, says that, if you want to get the first derivative of a function you must before have at hand its second derivative. Firstly, one gives a brief background on the fractional Taylor series of nondifferentiable functions and its consequence on the derivative chain rule. Then one considers linear fractional partial differential equations with constant coefficients, and one shows how, in some instances, one can obtain their solutions on by-passing the use of Fourier transform and/or Laplace transform. Later one develops a Lagrange method via characteristics for some linear fractional differential equations with nonconstant coefficients, and involving fractional derivatives of only one order. The key is the fractional Taylor series of non differentiable functionf(x + h) =E _α (h ^α D _x ^α )f(x).     

L p-Boundedness for fractional oscillatory integral operator with rough kernel

In this paper we give Lp-bound edness for the operator Tu defined bywhere P(x,y) is a real nontrivial polynomial on Rn×Rn,Ωis homogeneous of degree zero,Ω∈Lq(Sn-1),q>1/(1-μ) and b(r)∈BV(R+),The result can be regarded as an improvement of F.Ricci and E.M.Stein's result for fractional oscillatory integral operator with smoothness kernel.     

Higher order numerical methods for solving fractional differential equations

In this paper we introduce higher order numerical methods for solving fractional differential equations. We use two approaches to this problem. The first approach is based on a direct discretisation of the fractional differential operator: we obtain a numerical method for solving a linear fractional differential equation with order 0<α<1. The order of convergence of the numerical method is O(h ^3?α ). Our second approach is based on discretisation of the integral form of the fractional differential equation and we obtain a fractional Adams-type method for a nonlinear fractional differential equation of any order α>0. The order of convergence of the numerical method is O(h ³) for α≥1 and O(h ^1+2α ) for 0<α≤1 for sufficiently smooth solutions. Numerical examples are given to show that the numerical results are consistent with the theoretical results.     

On boundedness and compactness of Riemann-Liouville fractional operators

Let α ∈ (0, 1). Consider the Riemann-Liouville fractional operator of the form $f \to T_\alpha f(x): = v(x)\int\limits_0^x {\frac{{f(y)u(y)dy}} {{(x - y)^{1 - \alpha } }}} ,x > 0, $ with locally integrable weight functions u and v. We find criteria for the L ^p → L ^q -boundedness and compactness of T _α when 0 < p,q < ∞, p > 1/α under the condition that u monotonely decreases on ?⁺:= [0,∞). The dual versions of this result are given.     

Factorial functions and stirling numbers of fractional orders

The aim of this paper is to study the binomial coefficients ( _n ^x ), the factorial polynomials [x]_n and [x]ⁿ, the Stirling numbers of first and second kind, namely s(n,k) and S(n,k), in the case that n ∈ ? is replaced by real α ∈ ?. In the course of the paper, the Vandermonde convolution formula is presented in an infinite series frame, the binomial coefficient function ( _a ^x ), α ∈ ?, is sampled in terms of the binomial coefficients ( _k ^x ) for k ∈ ?_o, Bell numbers of fractional orders are introduced. Emphasis is placed on the fractional order Stirling numbers s(α,k) and S(α,k), first studied here. Some applications of the S(α,k) are given.     

Algebraic-polynomial approximation of functions satisfying a Lipschitz condition

For functionsf(x) ε KH^(α) [satisfying the Lipschitz condition of order α (0 < α < 1) with constant K on [?1, 1], the existence is proved of a sequence P_n (f; x) of algebraic polynomials of degree n = 1, 2,..., such that $$|f(x) - P_{n - 1} (f;x)| \leqslant \mathop {\sup }\limits_{f \in KH^{(\alpha )} } E_n (f)[(1 - x^2 )^{a/2} + o(1)],$$ when n → ∞, uniformly for x ε [?1, 1], where E_n(f) is the best approximation off(x) by polynomials of degree not higher than n.     

Stock exchange fractional dynamics defined as fractional exponential growth driven by (usual) Gaussian white noise. Application to fractional Black-Scholes equations

Stock exchange dynamics of fractional order are usually modeled as a non-random exponential growth process driven by a fractional Brownian motion. Here we propose to use rather a non-random fractional growth driven by a (standard) Brownian motion. The key is the Taylor’s series of fractional order where E_α(.) denotes the Mittag-Leffler function, and is the so-called modified Riemann-Liouville fractional derivative which we introduced recently to remove the effects of the non-zero initial value of the function under consideration. Various models of fractional dynamics for stock exchange are proposed, and their solutions are obtained. Mainly, the Itô’s lemma of fractional order is illustrated in the special case of a fractional growth with white noise. Prospects for the Merton’s optimal portfolio are outlined, the path probability density of fractional stock exchange dynamics is obtained, and two fractional Black-Scholes equations are derived. This approach avoids using fractional Brownian motion and thus is of some help to circumvent the mathematical difficulties so involved.     

Spin depolarization decay rates in α-symmetric stable fields on cubic lattices

We study the asymptotic, long-time behavior of the energy function where {X_s : 0 ≤ s < ∞} is the standard random walk on the d-dimensional lattice Z^d, 1 < α ≤ 2, and f:R⁺ → R⁺ is any nondecreasing concave function. In the special case f(x) = x, our setting represents a lattice model for the study of transverse magnetization of spins diffusing in a homogeneous, α-stable, i.i.d., random, longitudinal field {λV(x) : x ∈ Z^d} with common marginal distribution, the standard α-symmetric stable distribution; the parameter λ describes the intensity of the field. Using large-deviation techniques, we show that S_c(λ α f) = lim_t→∞ E(t; λ f) exists. Moreover, we obtain a variational formula for this decay rate S_c. Finally, we analyze the behavior S_c(λ α f) as λ → 0 when f(x) = x^β for all 1 ≥ β > 0. Consequently, several physical conjectures with respect to lattice models of transverse magnetization are resolved by setting β = 1 in our results. We show that S_c(λ, α, 1) ≈ λ^α for d ≥ 3, λ^agr;(ln 1/λ)^α−1 in d = 2, and in d = 1. © 1996 John Wiley & Sons, Inc.     

ДИФФЕРЕНцИАльНыЕ сВ ОИстВА ИжВИВАУЩИхсь ФУНкцИИ

A continuous real valued function defined on an intervalD is called crinkly iff the setf ^?1(У) ∩I is uncountable for each interval \(I \subseteqq D\) and number \(y \in (\mathop {\inf }\limits_I f,\mathop {\sup }\limits_I f)\) . The main result of the paper consists in the following assertion. Let the closed segment [0, 1] be represented as a union of four measurable, mutually nonintersecting setsE ₁,Е ₂,E ₃,E ₄. Then, for each functionH(δ) such thatH(δ)→ + ∞ andδH(δ)→0 asδ→0, there exists a crinkly functionf possessing the following five properties:

1. a.e. onE ₁:D ⁺ f(x)=D-f(x)=+∞,D ₊ f(x)=D?f(x)=?∞;
2. a.e. onE ₂:D ⁺ f(x)=+∞,D?f(x)=?∞,D ₊f(x)=D-f(x)=0;
3. a.e. onE ₃:D ₊ f(x)=?∞,D ^? f(x)=+∞,D ⁺ f(x)=D?f(x)=0;
4. a.e. onE ₄:Df(x)=0;
5. the modulus of continuityΩ off on [0, 1] satisfies $$\omega (\delta ,f,[0,1]) \leqq \delta H(\delta ).$$

     

A grothendieck factorization theorem on 2-convex schatten spaces

We prove that for every bounded linear operatorT:C ^2p →H(1≤p<∞,H is a Hilbert space,C ^{2 p} p is the Schatten space) there exists a continuous linear formf onC ^p such thatf≥0, ‖f‖(C _C ^p)*=1 and $$\forall x \in C^{2p} , \left\| {T(x)} \right\| \leqslant 2\sqrt 2 \left\| T \right\|< f\frac{{x * x + xx*}}{2} > 1/2$$ . Forp=∞ this non-commutative analogue of Grothendieck’s theorem was first proved by G. Pisier. In the above statement the Schatten spaceC ^2p can be replaced byE _E ² whereE ⁽²⁾ is the 2-convexification of the symmetric sequence spaceE, andf is a continuous linear form onC _E. The statement can also be extended toL _E{(su2)}(M, τ) whereM is a Von Neumann algebra,τ a trace onM, E a symmetric function space.     

Existence of positive solutions of nonlinear fractional differential equations

Existence of positive solutions for the nonlinear fractional differential equation D^su(x)=f(x,u(x)), 0<s<1, has been studied (S. Zhang, J. Math. Anal. Appl. 252 (2000) 804-812), where D^s denotes Riemann-Liouville fractional derivative. In the present work we study existence of positive solutions in case of the nonlinear fractional differential equation:

L(D)u=f(x,u),u(0)=0,0<x<1,     

Symmetry results for systems involving fractional Laplacian

In this paper we investigate symmetry results for positive solutions of systems involving the fractional Laplacian (1) $\left\{ \begin{gathered} ( - \Delta )^{\alpha _1 } u_1 (x) = f_1 (u_2 (x)),x \in \mathbb{R}^\mathbb{N} , \hfill \\ ( - \Delta )^{\alpha _2 } u_2 (x) = f_2 (u_1 (x)),x \in \mathbb{R}^\mathbb{N} , \hfill \\ \lim _{|x| \to \infty } u_1 (x) = \lim _{|x| \to \infty } u_2 (x) = 0 \hfill \\ \end{gathered} \right. $ where N ≥ 2 and α ₁, α ₂ ∈ (0, 1). We prove symmetry properties by the method of moving planes.     

Weighted inequalities for fractional type operators with some homogeneous kernels

In this paper, we study integral operators of the form Tαf(x)=∫Rn|x-A1y|-α1 ··· |x-Amy|-αmf(y)dy,where Ai are certain invertible matrices, αi 0, 1 ≤ i ≤ m, α1 + ··· + αm = n-α, 0 ≤α n. For 1/q = 1/p-α/n , we obtain the Lp (Rn, wp)-Lq(Rn, wq) boundedness for weights w in A(p, q) satisfying that there exists c 0 such that w(Aix) ≤ cw(x), a.e. x ∈ Rn , 1 ≤ i ≤ m.Moreover, we obtain theappropriate weighted BMO and weak type estimates for certain weights satisfying the above inequality. We also give a Coifman type estimate for these operators.     

On a new Kato class and positive solutions of Dirichlet problems for the fractional Laplacian in bounded domains

The purpose of this paper is to extend some results of the potential theory of an elliptic operator to the fractional Laplacian (−Δ)^α/2, 0<α<2, in a bounded C^1,1 domain D in Rⁿ. In particular, we introduce a new Kato class K_α(D) and we exploit the properties of this class to study the existence of positive solutions of some Dirichlet problems for the fractional Laplacian.     

Compact finite difference scheme for the solution of time fractional advection-dispersion equation

In this paper, a compact finite difference method is proposed for the solution of time fractional advection-dispersion equation which appears extensively in fluid dynamics. In this approach the time fractional derivative of mentioned equation is approximated by a scheme of order O(τ ^2???α ), 0?<?α?<?1, and spatial derivatives are replaced with a fourth order compact finite difference scheme. We will prove the unconditional stability and solvability of proposed scheme. Also we show that the method is convergence with convergence order O(τ ^2???α ?+?h ⁴). Numerical examples confirm the theoretical results and high accuracy of proposed scheme.     

Commutators of the fractional maximal function on variable exponent Lebesgue spaces

Let \({M_\beta }\) be the fractional maximal function. The commutator generated by \({M_\beta }\) and a suitable function b is defined by \([{M_\beta },b]f = {M_\beta }(bf) - b{M_\beta }(f)\) . Denote by P(? ⁿ ) the set of all measurable functions p(·): ? ⁿ → [1,∞) such that $1 < p_ - : = \mathop {es\sin fp(x)}\limits_{x \in \mathbb{R}^n } andp_ + : = \mathop {es\operatorname{s} \sup p(x) < \infty }\limits_{x \in \mathbb{R}^n } ,$ and by B(? ⁿ ) the set of all p(·) ∈ P(? ⁿ ) such that the Hardy-Littlewood maximal function M is bounded on L ^p(·)(? ⁿ ). In this paper, the authors give some characterizations of b for which \([{M_\beta },b]\) is bounded from L ^p(·)(? ⁿ ) into L ^q(·)(? ⁿ ), when p(·) ∈ P(? ⁿ ), 0 < β < n/p ₊ and 1/q(·) = 1/p(·) ? β/n with q(·)(n ? β)/n ∈ B(? ⁿ ).     

Modified Dyadic Integral and Fractional Derivative on ℝ+

For functions from the Lebesgue space L(?₊), we introduce the modified strong dyadic integral J _α and the fractional derivative D ^(α) of order α > 0. We establish criteria for their existence for a given function f ∈ L(?₊). We find a countable set of eigenfunctions of the operators D ^(α) and J _α, α > 0. We also prove the relations D ^(α)(J _α(f)) = f and J _α(D ^(α)(f)) = f under the condition that $\smallint _{\mathbb{R}_ + } f(x)dx = 0$ . We show the unboundedness of the linear operator $J_\alpha :L_{J_{_\alpha } } \to L(\mathbb{R}_ + )$ , where L _{J α} is its natural domain of definition. A similar assertion is proved for the operator $D^{(\alpha )} :L_{D^{(\alpha )} } \to L(\mathbb{R}_ + )$ . Moreover, for a function f ∈ L(?₊) and a given point x ∈ ?₊, we introduce the modified dyadic derivative d ^(α)(f)(x) and the modified dyadic integral j _α(f)(x). We prove the relations d ^(α)(J _α(f))(x) = f(x) and j _α(D ^(α)(f)) = f(x) at each dyadic Lebesgue point of the function f.     

A meshless point collocation method for 2-D multi-term time fractional diffusion-wave equation

In this paper, a meshless collocation method is considered to solve the multi-term time fractional diffusion-wave equation in two dimensions. The moving least squares reproducing kernel particle approximation is employed to construct the shape functions for spatial approximation. Also, the Caputo’s time fractional derivatives are approximated by a scheme of order O(τ ^3?α ), 1< α < 2. Stability and convergence of the proposed scheme are discussed. Some numerical examples are given to confirm the efficiency and reliability of the proposed method.     

Weighted inequalities and pointwise estimates for the multilinear fractional integral and maximal operators

In this article we prove weighted norm inequalities and pointwise estimates between the multilinear fractional integral operator and the multilinear fractional maximal. As a consequence of these estimations we obtain weighted weak and strong inequalities for the multilinear fractional maximal operator or function. In particular, we extend some results given in Carro et al. (2005) [7] to the multilinear context. On the other hand we prove weighted pointwise estimates between the multilinear fractional maximal operator Mα,B associated to a Young function B and the multilinear maximal operators Mψ=M0,ψ, ψ(t)=B(t1−α/(nm))^nm/(nm−α). As an application of these estimate we obtain a direct proof of the Lp−Lq boundedness results of Mα,B for the case B(t)=t and Bk(t)=tk(1+log⁺t) when 1/q=1/p−α/n. We also give sufficient conditions on the weights involved in the boundedness results of Mα,B that generalizes those given in Moen (2009) [22] for B(t)=t. Finally, we prove some boundedness results in Banach function spaces for a generalized version of the multilinear fractional maximal operator.     

Estimates on fractional power dissipative equations in function spaces

We study the fractional power dissipative equations, whose fundamental semigroup is given by e^{−t(−Δ)α} with α>0. By using an argument of duality and interpolation, we extend space-time estimates of the fractional power dissipative equations in Lebesgue spaces to the Hardy spaces and the modulation spaces. These results are substantial extensions of some known results. As applications, we study both local and global well-posedness of the Cauchy problem for the nonlinear fractional power dissipative equation u_t+(−Δ)^αu=|u|^mu for initial data in the modulation spaces.