Mixed problem for a system of fractional partial differential equations

We study a mixed boundary value problem in the general setting for a system of Riemann–Liouville fractional partial differential equations with constant matrix coefficients. By using a system of Volterra integral equations of the second kind, we reduce the problem to a special case for which the solution was earlier constructed in terms of the Green matrix. Existence and uniqueness theorems are proved for the problem in question.     

二维椭圆型偏微分方程的反势问题

将Radon变换及其反投影变换原理应用于二维椭圆型偏微分方程反势问题的求解，从另一个角度解决了小扰动情况下椭圆型偏微分方程的反势问题．     

Boundary value problem for a system of fractional partial differential equations

We prove the unique solvability of a boundary value problem for a system of fractional partial differential equations in a rectangular domain and construct the solution in closed form.     

The inverse problem of the calculus of variations for scalar fourth-order ordinary differential equations

A simple invariant characterization of the scalar fourth-order ordinary differential equations which admit a variational multiplier is given. The necessary and sufficient conditions for the existence of a multiplier are expressed in terms of the vanishing of two relative invariants which can be associated with any fourth-order equation through the application of Cartan's equivalence method. The solution to the inverse problem for fourth-order scalar equations provides the solution to an equivalence problem for second-order Lagrangians, as well as the precise relationship between the symmetry algebra of a variational equation and the divergence symmetry algebra of the associated Lagrangian.

     

Inverse problem of the variational calculus for differential equations of second order with deviating argument

We obtain conditions for the solvability of the inverse problem of the variational calculus for differential equations of second order with deviating argument of special form as well as the formula for the functional of the inverse problem defined by the integral that differs from the standard one by that the required function has a retarded argument.     

Cauchy problem in nonlocal statement for a system of fractional partial differential equations

We study the system $D_{0y}^\alpha u_i + ( - 1)^{i - 1} \lambda \frac{\partial } {{\partial x}}u_i = a_{i1} u_1 + a_{i2} u_2 + f_i $D_{0y}^\alpha u_i + ( - 1)^{i - 1} \lambda \frac{\partial } {{\partial x}}u_i = a_{i1} u_1 + a_{i2} u_2 + f_i , i = 1, 2, of Riemann-Liouville fractional partial differential equations with constant coefficients and prove theorems on the existence and uniqueness of a solution of a Cauchy problem in nonlocal statement.     

Darboux problem for perturbed partial differential equations of fractional order with finite delay

In this paper we investigate the existence of solutions for functional partial perturbed hyperbolic differential equations with fractional order. These results are based upon a fixed point theorem for the sum of contraction and compact operators.     

A fractional characteristic method for solving fractional partial differential equations

The method of characteristics has played a very important role in mathematical physics. Previously, it has been employed to solve the initial value problem for partial differential equations of first order. In this work, we propose a new fractional characteristic method and use it to solve some fractional partial differential equations.     

Solvability of hyperbolic fractional partial differential equations

The main purpose of this paper is to study the existence and uniqueness of solutions for the hyperbolic fractional differential equations with integral conditions. Under suitable assumptions, the results are established by using an energy integral method which is based on constructing an appropriate multiplier. Further we find the solution of the hyperbolic fractional differential equations using Adomian decomposition method. Examples are provided to illustrate the theory.     

RBFs approximation method for time fractional partial differential equations

In this paper, radial basis functions (RBFs) approximation method is implemented for time fractional advection–diffusion equation on a bounded domain. In this method the first order time derivative is replaced by the Caputo fractional derivative of order α ∈ (0, 1], and spatial derivatives are approximated by the derivative of interpolation in the Kansa method. Stability and convergence of the method is discussed. Several numerical examples are include to demonstrate effectiveness and accuracy of the method.     

Inverse problem of the calculus of variations on Lie groups

This article studies the inverse problem of the calculus of variations for the special case of the geodesic flow associated to the canonical symmetric bi-invariant connection of a Lie group. Necessary background on the differential geometric structure of the tangent bundle of a manifold as well as the Fröhlicher-Nijenhuis theory of derivations is introduced briefly. The first obstructions to the inverse problem are considered in general and then as they appear in the special case of the Lie group connection. Thereafter, higher order obstructions are studied in a way that is impossible in general. As a result a new algebraic condition on the variational multiplier is derived, that involves the Nijenhuis torsion of the Jacobi endomorphism. The Euclidean group of the plane is considered as a working example of the theory and it is shown that the geodesic system is variational by applying the Cartan-Kähler theorem. The same system is then reconsidered locally and a closed form solution for the variational multiplier is obtained. Finally some more examples are considered that point up the strengths and weaknesses of the theory.     

Inverse problem for a quasilinear system of partial differential equations with a nonlocal boundary condition

An initial boundary-value problem for a quasilinear system of partial differential equations with a nonlocal boundary condition involving a delayed argument is considered. The existence of a unique solution to this problem is proved by reducing it to a system of nonlinear integral-functional equations. The inverse problem of finding a solution-dependent coefficient of the system from additional information on a solution component specified at a fixed point of space as a function of time is formulated. The uniqueness of the solution of the inverse problem is proved. The proof is based on the derivation and analysis of an integral-functional equation for the difference between two solutions of the inverse problem.     

Numerical methods for fractional partial differential equations with Riesz space fractional derivatives

In this paper, we consider the numerical solution of a fractional partial differential equation with Riesz space fractional derivatives (FPDE-RSFD) on a finite domain. Two types of FPDE-RSFD are considered: the Riesz fractional diffusion equation (RFDE) and the Riesz fractional advection–dispersion equation (RFADE). The RFDE is obtained from the standard diffusion equation by replacing the second-order space derivative with the Riesz fractional derivative of order α(1,2]. The RFADE is obtained from the standard advection–dispersion equation by replacing the first-order and second-order space derivatives with the Riesz fractional derivatives of order β(0,1) and of order α(1,2], respectively. Firstly, analytic solutions of both the RFDE and RFADE are derived. Secondly, three numerical methods are provided to deal with the Riesz space fractional derivatives, namely, the L1/L2-approximation method, the standard/shifted Grünwald method, and the matrix transform method (MTM). Thirdly, the RFDE and RFADE are transformed into a system of ordinary differential equations, which is then solved by the method of lines. Finally, numerical results are given, which demonstrate the effectiveness and convergence of the three numerical methods.     

New exact solutions of differential equations derived by fractional calculus

Fractional calculus generalizes the derivative and antiderivative operations dⁿ/dzⁿ of differential and integral calculus from integer orders n to the entire complex plane. Methods are presented for using this generalized calculus with Laplace transforms of complex-order derivatives to solve analytically many differential equations in physics, facilitate numerical computations, and generate new infinite-series representations of functions. As examples, new exact analytic solutions of differential equations, including new generalized Bessel equations with complex-power-law variable coefficients, are derived.     

Numerical methods for nonlinear partial differential equations of fractional order

In this article, we implement relatively new analytical techniques, the variational iteration method and the Adomian decomposition method, for solving nonlinear partial differential equations of fractional order. The fractional derivatives are described in the Caputo sense. The two methods in applied mathematics can be used as alternative methods for obtaining analytic and approximate solutions for different types of fractional differential equations. In these schemes, the solution takes the form of a convergent series with easily computable components. Numerical results show that the two approaches are easy to implement and accurate when applied to partial differential equations of fractional order.     

Malliavin calculus for stochastic differential equations driven by a fractional Brownian motion

We prove the Malliavin regularity of the solution of a stochastic differential equation driven by a fractional Brownian motion of Hurst parameter H>0.5$H>0.5$. The result is based on the Fréchet differentiability with respect to the input function for deterministic differential equations driven by Hölder continuous functions. It is also shown that the law of the solution has a density with respect to the Lebesgue measure, under a suitable nondegeneracy condition.     

Dirichlet problem for complex model partial differential equations

ABSTRACT

Complex model partial differential equations of arbitrary order are considered. The uniqueness of the Dirichlet problem is studied. It is proved that the Dirichlet problem for higher order complex partial differential equations with one complex variable has infinitely many solutions.     

The time-optimal problem for evolutionary partial differential equations

The time-optimal problem for a controlled system with evolution-type distributed parameters is considered. An upper estimate is obtained for the optimal transition time into the zero state.     

Moving finite element methods for time fractional partial differential equations

With the aim of simulating the blow-up solutions, a moving finite element method, based on nonuniform meshes both in time and in space, is proposed in this paper to solve time fractional partial differential equations (FPDEs). The unconditional stability and convergence rates of 2-α for time and r for space are proved when the method is used for the linear time FPDEs with α-th order time derivatives. Numerical examples are provided to support the theoretical findings, and the blow-up solutions for the nonlinear FPDEs are simulated by the method.     

Boundary value problem for a multidimensional fractional partial differential equation

We construct a fundamental solution of a linear fractional partial differential equation. For an equation with Dzhrbashyan-Nersesyan fractional differentiation operators, we solve a boundary value problem and find a closed-form representation for its solution. The corresponding results for equations with Riemann-Liouville and Caputo derivatives are special cases of the assertions proved here.