Continuation theorem of fractional order evolutionary integral equations

The fractional order evolutionary integral equations have been considered by the first author in [6], the existence, uniqueness and some other properties of the solution have been proved. Here we study the continuation of the solution and its fractional order derivative. Also we study the generality of this problem and prove that the fractional order diffusion problem, the fractional order wave problem and the initial value problem of the equation of evolution are special cases of it. The abstract diffusion-wave problem will be given also as an application.     

Global classical solution for a three-dimensional viscous liquid-gas two-fluid flow model with vacuum

This is a continuation of the paper （J. Math. Phys., 52（2011）, 093102）. We consider the Cauchy problem to the three-dimensional viscous liquid-gas two-fluid flow model. The global existence of classical solution is proved, where the initial vacuum is allowed.     

The space-time fractional diffusion equation with Caputo derivatives

We deal with the Cauchy problem for the space-time fractional diffusion equation, which is obtained from standard diffusion equation by replacing the second-order space derivative with a Caputo (or Riemann-Liouville) derivative of order β∈(0, 2] and the first-order time derivative with Caputo derivative of order α∈(0, 1]. The fundamental solution (Green function) for the Cauchy problem is investigated with respect to its scaling and similarity properties, starting from its Fourier-Laplace representation. We derive explicit expression of the Green function. The Green function also can be interpreted as a spatial probability density function evolving in time. We further explain the similarity property by discussing the scale-invariance of the space-time fractional diffusion equation.     

Regularization of the Solution of the Cauchy Problem: The Quasi-Reversibility Method

Some regularization algorithm is proposed related to the problem of continuation of the wave field from the planar boundary into the half-plane. We consider a hyperbolic equation whose main part coincideswith the wave operator, whereas the lowest term contains a coefficient depending on the two spatial variables. The regularization algorithm is based on the quasi-reversibility method proposed by Lattes and Lions. We consider the solution of an auxiliary regularizing equation with a small parameter; the existence, the uniqueness, and the stability of the solution in the Cauchy data are proved. The convergence is substantiated of this solution to the exact solution as the small parameter vanishes. A solution of an auxiliary problem is constructed with the Cauchy data having some error. It is proved that, for a suitable choice of a small parameter, the approximate solution converges to the exact solution.     

Fractional Abstract Cauchy Problems

This paper is concerned with fractional abstract Cauchy problems with order \({\alpha\in(1,2)}\). The notion of fractional solution operator is introduced, its some properties are obtained. A generation theorem for exponentially bounded fractional solution operators is given. It is proved that the homogeneous fractional Cauchy problem (FACP ₀) is well-posed if and only if its coefficient operator A generates an α-order fractional solution operator. Sufficient conditions are given to guarantee the existence and uniqueness of mild solutions and strong solutions of the inhomogeneous fractional Cauchy problem (FACP _f ).     

一类高阶超双曲型方程的中量定理及其逆定理

Asgeirsson中量定理表明超双曲型方程的Cauchy问题一般是不适定的,对Asgeirsson中量定理的推广就有重要意义。目前关于高阶方程解的中量只有初步探讨,尚未得到具体结果,本文直接利用Asgeirsson中量定理结果和积分、微分的性质与关系,得到了高阶方程解的中量满足广义双轴对称位势方程,同时还证明了其逆定理。利用关于广义双轴对称位势方程正则解的表达式及雅可比多项式的特殊性质,得到了高阶方程解的中量公式,从而使得关于解的拓展性和适定性的讨论将有可能。     

A nonlocal problem for degenerate hyperbolic equation

We consider a nonlocal problem for a degenerate equation in a domain bounded by characteristics of this equation. The boundary-value conditions of the problem include linear combination of operators of fractional integro-differentiation in the Riemann–Liouville sense. The uniqueness of solution of the problem under consideration is proved by means of the modified Tricomi method, and existence is reduced to solvability of either singular integral equation with the Cauchy kernel or Fredholm integral equation of second kind.     

Le prolongement analytique de la solution du problème de Cauchy pour un certain opérateur différentiel à coefficients polynomiaux III

In part II of this series [To appear in J. Fixed Point Theory Appl. 14], we have studied analytic continuation and global structure of singularities of the solution of the Cauchy problem with meromorphic data for certain differential operators with principal part of polynomial coefficients in the complex domain. On the other hand, by a classical result of asymptotic development, we obtain a local expression of this solution. In this paper, we study an analytic continuation of this local solution. This gives a complement of part II.     

Spectral regularization method for a Cauchy problem of the time fractional advection-dispersion equation

In this paper, a Cauchy problem for the time fractional advection-dispersion equation (TFADE) is investigated. Such a problem is obtained from the classical advection-dispersion equation by replacing the first-order time derivative by the Caputo fractional derivative of order . We show that the Cauchy problem of TFADE is severely ill-posed and further apply a spectral regularization method to solve it based on the solution given by the Fourier method. The convergence estimate is obtained under a priori bound assumptions for the exact solution. Numerical examples are given to show the effectiveness of the proposed numerical method.     

Generalized Cauchy type problems for nonlinear fractional differential equations with composite fractional derivative operator

This paper is devoted to proving the existence and uniqueness of solutions to Cauchy type problems for fractional differential equations with composite fractional derivative operator on a finite interval of the real axis in spaces of summable functions. An approach based on the equivalence of the nonlinear Cauchy type problem to a nonlinear Volterra integral equation of the second kind and applying a variant of the Banach’s fixed point theorem to prove uniqueness and existence of the solution is presented. The Cauchy type problems for integro-differential equations of Volterra type with composite fractional derivative operator, which contain the generalized Mittag-Leffler function in the kernel, are considered. Using the method of successive approximation, and the Laplace transform method, explicit solutions of the open problem proposed by Srivastava and Tomovski (2009) [11] are established in terms of the multinomial Mittag-Leffler function.     

Fractional diffusion equation and diffusive stresses

A quasi-static uncoupled theory of diffusive stresses based on the time-fractional diffusion equation is considered. The Caputo fractional derivative of order α is used. In particular, the proposed theory interpolates the classical theory of diffusive stresses and that without energy dissipation. The fundamental solution to the second Cauchy problem for the fractional diffusion equation in a plane as well as the associated diffusive stresses are obtained in the case α = 3/2. (© 2008 WILEY-VCH Verlag GmbH & Co. KGaA, Weinheim)     

Transformation of equations with retarded argument to equations with the best argument

The problem of choosing the best argument in the Cauchy problem for a system of ordinary differential equations with retarded argument is studied from the viewpoint of the method of continuation of the solution with respect to a parameter. It is proved that the arc length counted along the integral curve of the problem is the best argument for the system of continuation equations to be well-posed in the best possible way. A transformation of the Cauchy problem to the best argument is obtained.     

Cauchy-type problem for an abstract differential equation with fractional derivatives

The uniform well-posedness of a Cauchy-type problem with two fractional derivatives and bounded operator A is proved. For an unbounded operator A we present a test for the uniform well-posedness of the problem under consideration consistent with the test for the uniform well-posedness of the Cauchy problem for an equation of second order.     

Cauchy Problem for a Generalized Nonlinear Dispersive Equation

The solvability of global smooth solution for the Cauchy problem of a generalized nonlinear dispersive equation is studied by using the continuation method. In addition, the convergences of solution for this problem are also discussed.     

A new regularization method for a Cauchy problem of the time fractional diffusion equation

In this paper, we consider a Cauchy problem of the time fractional diffusion equation (TFDE). Such problem is obtained from the classical diffusion equation by replacing the first-order time derivative by the Caputo fractional derivative of order α (0 < α ≤ 1). We show that the Cauchy problem of TFDE is severely ill-posed and further apply a new regularization method to solve it based on the solution given by the Fourier method. Convergence estimates in the interior and on the boundary of solution domain are obtained respectively under different a-priori bound assumptions for the exact solution and suitable choices of regularization parameters. Finally, numerical examples are given to show that the proposed numerical method is effective.     

非线性分数阶微分方程解的延拓

本文研究了分数阶微分方程(1.1)解的延拓问题.利用解的表达式给出方程解的可延拓条件,在此基础上研究了解可以延拓至何种程度的有关结果,且探讨了解的存在区间为[to,+∞)的条件.     

On some fractal differential equations of mathematical models of catastrophic situations

On the basis of the Pearson and Kolmogorov equations, we suggest and study nonlocal differential equations that permit one to obtain evolution laws for the distribution density of random variables, determine the transition function of densities of non-Markov processes and Brownian motion via the fundamental solution of the fractal diffusion equation, introduce the notion of density of a generalized Pearson distribution as an analog of the equation of exponential growth in fractional calculus, and derive a power law for catastrophic processes (in particular, floods) as the solution of a modified Cauchy problem for a loaded fractional partial differential equation of order less than unity.     

抽象空间缓增分数阶微分方程的吸引性

研究了抽象空间中缓增分数阶微分方程解的吸引性.建立了Cauchy问题存在全局吸引解的充分条件.揭示了缓增分数阶导数求解分数微分方程解的特征.     

Estimation of intrinsic processes affected by additive fractal noise

Fractal Gaussian models have been widely used to represent the singular behavior of phenomena arising in different applied fields; for example, fractional Brownian motion and fractional Gaussian noise are considered as monofractal models in subsurface hydrology and geophysical studies Mandelbrot [The Fractal Geometry of Nature, Freeman Press, San Francisco, 1982 [13]]. In this paper, we address the problem of least-squares linear estimation of an intrinsic fractal input random field from the observation of an output random field affected by fractal noise (see Angulo et al. [Estimation and filtering of fractional generalised random fields, J. Austral. Math. Soc. A 69 (2000) 1-26 [2]], Ruiz-Medina et al. [Fractional generalized random fields on bounded domains, Stochastic Anal. Appl. 21 (2003a) 465-492], Ruiz-Medina et al. [Fractional-order regularization and wavelet approximation to the inverse estimation problem for random fields, J. Multivariate Anal. 85 (2003b) 192-216]. Conditions on the fractality order of the additive noise are studied to obtain a bounded inversion of the associated Wiener-Hopf equation. A stable solution is then obtained in terms of orthogonal bases of the reproducing kernel Hilbert spaces associated with the random fields involved. Such bases are constructed from orthonormal wavelet bases (see Angulo and Ruiz-Medina [Multiresolution approximation to the stochastic inverse problem, Adv. in Appl. Probab. 31 (1999) 1039-1057], Angulo et al. [Wavelet-based orthogonal expansions of fractional generalized random fields on bounded domains, Theoret. Probab. Math. Stat. (2004), in press]). A simulation study is carried out to illustrate the influence of the fractality orders of the output random field and the fractal additive noise on the stability of the solution derived.