On a stochastic fractional partial differential equation with a fractional noise

We will prove the existence, uniqueness and regularity of the solution for a stochastic fractional partial differential equation driven by an additive fractional space–time white noise. Moreover, the absolute continuity of the solution is also obtained.     

Continuity of Solutions of a Class of Fractional Equations

In practice many problems related to space/time fractional equations depend on fractional parameters. But these fractional parameters are not known a priori in modelling problems. Hence continuity of the solutions with respect to these parameters is important for modelling purposes. In this paper we will study the continuity of the solutions of a class of equations including the Abel equations of the first and second kind, and time fractional diffusion type equations. We consider continuity with respect to the fractional parameters as well as the initial value.     

Additive Functionals of the Solution to Fractional Stochastic Heat Equation

We give sharp regularity results for the solution to the linear stochastic heat equation with fractional noise in time. We apply these result to prove the local nondeterminism of this process and to study the existence and the joint continuity of its local times.     

Porous Medium Flow with Both a Fractional Potential Pressure and Fractional Time Derivative

The authors study a porous medium equation with a right-hand side. The operator has nonlocal diffusion effects given by an inverse fractional Laplacian operator.The derivative in time is also fractional and is of Caputo-type, which takes into account"memory". The precise model isD_t~αu- div(u(-Δ)~(-σ)u) = f, 0 σ 1/2.This paper poses the problem over {t ∈ R~+, x ∈ R~n} with nonnegative initial data u(0, x) ≥0 as well as the right-hand side f ≥ 0. The existence for weak solutions when f, u(0, x)have exponential decay at infinity is proved. The main result is H¨older continuity for such weak solutions.     

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 ).     

On a Functional Limit Results for Increments of a Fractional Brownian Motion

Large deviation results for Gaussian processes are presented. As an application, we obtain a functional limit result for small increments of a fractional Brownian motion. Lévy's modulus of continuity for a fractional Brownian motion is obtained as a special case. This revised version was published online in June 2006 with corrections to the Cover Date.     

分数阶微分方程多点分数阶边值问题

研究分数阶微分方程多点分数阶边值问题解的存在性与唯一性,利用不动点定理,得到了边值问题存在唯一解和至少存在1个解的充分条件.     

Fractional Bilinear Stochastic Equations with the Drift in the First Fractional Chaos

Abstract

In the paper we compute the explicit form of the fractional chaos decomposition of the solution of a fractional stochastic bilinear equation with the drift in the fractional chaos of order one and initial condition in a finite fractional chaos. The large deviations principle is also obtained for the one-dimensional distributions of the solution of the equation perturbed by a small noise.     

Fractional knapsack problems

The fractional knapsack problem to obtain an integer solution that maximizes a linear fractional objective function under the constraint of one linear inequality is considered. A modification of the Dinkelbach's algorithm [3] is proposed to exploit the fact that good feasible solutions are easily obtained for both the fractional knapsack problem and the ordinary knapsack problem. An upper bound of the number of iterations is derived. In particular it is clarified how optimal solutions depend on the right hand side of the constraint; a fractional knapsack problem reduces to an ordinary knapsack problem if the right hand side exceeds a certain bound.     

The Averaging Principle for Stochastic Fractional Partial Differential Equations with Fractional Noises

The purpose of this paper is to establish an averaging principle for stochastic fractional partial differential equation of order α > 1 driven by a fractional noise. We prove the existence and uniqueness of the global mild solution for the considered equation by the fixed point principle. The solutions for SPDEs with fractional noises can be approximated by the solution for the averaged stochastic systems in the sense of p-moment under some suitable assumptions.     

Fractional type operators in weighted generalized Hölder spaces

Weighted Zygmund type estimates are obtained for the continuity modulus of some convolution type integrals. In the case of fractional integrals this is strengthened to a result on isomorphism between certain weighted generalized Hölder type spaces.     

Almost-sure path properties of fractional Brownian sheet

The almost sure sample function behavior of the vector-valued fractional Brownian sheet is investigated. In particular, the global and the local moduli of continuity of the sample functions are studied. These results give precise information about the continuity and the oscillation behavior of the sample functions.     

Functional Limit Theorems for Multiparameter Fractional Brownian Motion

We prove a general functional limit theorem for multiparameter fractional Brownian motion. The functional law of the iterated logarithm, functional Lévy’s modulus of continuity and many other results are its particular cases. Applications to approximation theory are discussed.      

Stochastic partial differential equations with gradient driven by space-time fractional noises

We establish a class of stochastic partial differential equations (SPDEs) driven by space-time fractional noises, where we suppose that the drfit term contains a gradient and satisfies certain non-Lipschitz condition. We prove the strong existence and uniqueness and joint Hölder continuity of the solution to the SPDEs.     

Fractional programming approach to fuzzy weighted average

This paper proposes a fractional programming approach to construct the membership function for fuzzy weighted average. Based on the -cut representation of fuzzy sets and the extension principle, a pair of fractional programs is formulated to find the -cut of fuzzy weighted average. Owing to the special structure of the fractional programs, in most cases, the optimal solution can be found analytically. Consequently, the exact form of the membership function can be derived by taking the inverse function of the -cut. For other cases, a discrete but exact solution to fuzzy weighted average is provided via an efficient solution method. Examples are given for illustration.     

On the Existence and Continuous Dependence on Parameter of Solutions to Some Fractional Dirichlet Problem with Application to Lagrange Optimal Control Problem

In the paper, a Lagrange optimal control problem governed by a fractional Dirichlet problem with the Riemann–Liouville derivative is considered. To begin with, based on some variational method, the existence and continuous dependence of solution to the aforementioned Dirichlet problem is investigated. Then, continuous dependence is applied to show the existence of optimal solution to the Lagrange problem. An important point is that the solution to Dirichlet problem does need to be unique; therefore, the above dependence should be understood as a continuity of some multifunction—the concept of the Kuratowski–Painlevé limit of the sequence of sets is used to formulate this property.     

Kakeya极大算子及其分数次情形的正则性

研究中心Kakeya(Nikodym)极大算子K_N(N2)及其分数次情形K_(α,N)(0αd)的正则性.特别地,建立了中心分数次Kakeya极大算子K_(α,N)是从W~(1,p)(R~d)到W~(1,q)(R~d)上的有界连续算子,其中1p∞,q=dp/(d-αp)和0≤αd/p.还证明了中心Kakeya极大算子K_N是分数次Sobolev空间W~(s,p)(R~d),非齐次Triebel-Lizorkin空间F_s~(p,q)(R~d)以及非齐次Besov空间B_s~(p,q)(R~d)上的有界连续算子,其中0s1,1p,q∞.此外,也考虑分数次Kakeya极大函数的弱导数的两种点态估计以及其离散情形的正则性.     

Prox-Regularization Methods for Generalized Fractional Programming

If a fractional program does not have a unique solution or the feasible set is unbounded, numerical difficulties can occur. By using a prox-regularization method that generates a sequence of auxiliary problems with unique solutions, these difficulties are avoided. Two regularization methods are introduced here. They are based on Dinkelbach-type algorithms for generalized fractional programming, but use a regularized parametric auxiliary problem. Convergence results and numerical examples are presented.     

OCCUPATION TIME PROCESSES OF FLEMING-VIOT PROCESSES

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