Cauchy problems for fractional differential equations with Riemann–Liouville fractional derivatives

In this paper, we are concerned with Cauchy problems of fractional differential equations with Riemann–Liouville fractional derivatives in infinite-dimensional Banach spaces. We introduce the notion of fractional resolvent, obtain some its properties, and present a generation theorem for exponentially bounded fractional resolvents. Moreover, we prove that a homogeneous α-order Cauchy problem is well posed if and only if its coefficient operator is the generator of an α-order fractional resolvent, and we give sufficient conditions to guarantee the existence and uniqueness of weak solutions and strong solutions of an inhomogeneous α-order Cauchy problem.     

The conjugation problem on an infinite set of intervals

It is known that if path of integration consists of a finite number of intervals, then: (1) in the case of a Fredholm-type kernel, the index of the Fredholm operator is zero; (2) in the case of a Cauchy-type kernel, the index of the singular integration operator is a finite number (possible zero). Study of the conjugate boundary-value problem on an infinite set of intervals brings out new facts. The following may be noted: (1) A homogeneous boundary-value problem is always solvable in the classK, which is a natural generalization of that of piecewise analytic functions [1]. (2) Associated (conjugated) homogeneous boundary-value problems have any number of linearly independent solutions in the associated (conjugated) classes, so that the notion of class index is no longer relevant. (3) Associated (conjugated) homogeneous singular integral equations have any number of linearly independent solutions in the associated (conjugated) spacesL _p, L_q, p^?1+q^?1=1, so that the notion of operator index is no longer relevant The general theory of the problems under consideration is satisfactorily illustrated by the simplest case—a set of intervals on the real axis. For this reason the line of discontinuities (integration path) in the present paper is part of the real axis. The paper generalizes the results of [2–4]. Relevant work includes [5].     

Associate symmetries: A novel procedure for finding contact symmetries

A new method for finding contact symmetries is proposed for both ordinary and partial differential equations. Symmetries more general than Lie point are often difficult to find owing to an increased dependency of the infinitesimal functions on differential quantities. As a consequence, the invariant surface condition is often unable to be “split” into a reasonably sized set of determining equations, if at all. The problem of solving such a system of determining equations is here reduced to the problem of finding its own point symmetries and thus subsequent similarity solutions to these equations. These solutions will (in general) correspond to some subset of symmetries of the original differential equations. For this reason, we have termed such symmetries associate symmetries. We use this novel method of associate symmetries to determine new contact symmetries for a non-linear PDE and a second order ODE which could not previously be found using computer algebra packages; such symmetries for the latter are particularly difficult to find. We also consider a differential equation with known contact symmetries in order to illustrate that the associate symmetry procedure may, in some cases, be able to retrieve all such symmetries.     

On weak solutions of forward�Cbackward SDEs

In this paper we continue exploring the notion of weak solution of forward?Cbackward stochastic differential equations (FBSDEs) and associated forward?Cbackward martingale problems (FBMPs). The main purpose of this work is to remove the constraints on the martingale integrands in the uniqueness proofs in our previous work (Ma et?al. in Ann Probab 36(6):2092?C2125, 2008). We consider a general class of non-degenerate FBSDEs in which all the coefficients are assumed to be essentially only bounded and uniformly continuous, and the uniqueness is proved in the space of all the square integrable adapted solutions, the standard solution space in the FBSDE literature. A new notion of semi-strong solution is introduced to clarify the relations among different definitions of weak solution in the literature, and it is in fact instrumental in our uniqueness proof. As a by-product, we also establish some a priori estimates of the second derivatives of the solution to the decoupling quasilinear PDE.     

Aubry‐Mather theory and periodic solutions of the forced Burgers equation

Consider a Hamiltonian system with Hamiltonian of the form H(x, t, p) where H is convex in p and periodic in x, and t and x ∈ ℝ¹. It is well‐known that its smooth invariant curves correspond to smooth Z²‐periodic solutions of the PDE u_t + H(x, t, u)_x = 0. In this paper, we establish a connection between the Aubry‐Mather theory of invariant sets of the Hamiltonian system and Z²‐periodic weak solutions of this PDE by realizing the Aubry‐Mather sets as closed subsets of the graphs of these weak solutions. We show that the complement of the Aubry‐Mather set on the graph can be viewed as a subset of the generalized unstable manifold of the Aubry‐Mather set, defined in (2.24). The graph itself is a backward‐invariant set of the Hamiltonian system. The basic idea is to embed the globally minimizing orbits used in the Aubry‐Mather theory into the characteristic fields of the above PDE. This is done by making use of one‐ and two‐sided minimizers, a notion introduced in [12] and inspired by the work of Morse on geodesics of type A [26]. The asymptotic slope of the minimizers, also known as the rotation number, is given by the derivative of the homogenized Hamiltonian, defined in [21]. As an application, we prove that the Z²‐periodic weak solution of the above PDE with given irrational asymptotic slope is unique. A similar connection also exists in multidimensional problems with the convex Hamiltonian, except that in higher dimensions, two‐sided minimizers with a specified asymptotic slope may not exist. © 1999 John Wiley & Sons, Inc.     

Extended crystal PDE’s stability,I: The general theory

This work, divided in two parts, follows some our previous works devoted to the algebraic topological characterization of PDE’s. In this first part, the stability of PDE’s is studied in some details in the framework of the geometric theory of PDE’s, and bordism groups theory of PDE’s. In particular we identify criteria to recognize PDE’s that are stable (in extended Ulam sense) and in their regular smooth solutions do not occur finite time unstabilities, (stable extended crystal PDE’s). Applications to some important PDE’s are carefully considered. (In the second part a stable extended crystal PDE, encoding anisotropic incompressible magnetohydrodynamics is obtained Ref. [A. Prástaro, Extended crystal PDE’s (submitted for publication)].)     

Global tolerances in the problems of combinatorial optimization with an additive objective function

It is known that by means of minimal values of tolerances one can obtain necessary and sufficient conditions for the uniqueness of the optimal solution of a combinatorial optimization problem (COP) with an additive objective function and the set of nonembedded feasible solutions. Moreover, the notion of a tolerance is defined locally, i.e., with respect to a chosen optimal solution. In this paper we introduce the notion of a global tolerance with respect to the whole set of optimal solutions and prove that the nonembeddedness assumption on the set of feasible solutions of the COP can be relaxed, which generalizes the well known relations for the extremal values of the tolerances. In particular, we formulate a new criterion for the uniqueness of the optimal solution of the COP with an additive objective function, which is based on certain equalities between locally and globally defined tolerances.     

Extended crystal PDE’S stability,II: The extended crystal MHD-PDE’S

This paper is the second part of a work devoted to the algebraic topological characterization of PDE’s stability, and its relationship with an important class of PDE’s called extended crystals PDE’s in the sense introduced in [A. Prástaro, Extended crystal PDE’s (submitted for publication)]. In fact, their integral bordism groups can be considered as extensions of subgroups of crystallographic groups. This allows us to identify a characteristic class that measures the obstruction to the existence of global solutions. In part I [A. Prástaro, Extended crystal PDE’s stability, I: The general theory, Math. Comput. Modelling, 49 (9–10) (2009) 1759–1780] we identified criteria to recognize PDE’s that are stable (in extended Ulam sense) and in their regular smooth solutions, finite time instabilities do not occur (stable extended crystal PDE’s). Here, we study in some detail, a new PDE encoding anisotropic incompressible magnetohydrodynamics. Stable extended crystal MHD-PDE’s are obtained, where in their smooth solutions, instabilities do not occur in finite time. These results are considered first for systems without a body energy source, and later, by also introducing a contribution from an energy source, in order to take into account nuclear energy production. A condition in order that solutions satisfy the second principle of thermodynamics is given.     

Simultaneous effects of partial slip and thermal-diffusion and diffusion-thermo on steady MHD convective flow due to a rotating disk

The purpose of present research is to derive analytical expressions for the solution of steady MHD convective and slip flow due to a rotating disk. Viscous dissipation and Ohmic heating are taken into account. The nonlinear partial differential equations for MHD laminar flow of the homogeneous fluid are reduced to a system of five coupled ordinary differential equations by using similarity transformation. The derived solution is expressed in series of exponentially-decaying functions using homotopy analysis method (HAM). The convergence of the obtained series solutions is examined. Finally some figures are sketched to show the accuracy of the applied method and assessment of various slip parameter γ, magnetic field parameter M, Eckert Ec, Schmidt Sc and Soret Sr numbers on the profiles of the dimensionless velocity, temperature and concentration distributions. Validity of the obtained results are verified by the numerical results.     

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 ).     

Exact solutions of a novel integrable partial differential equation

We consider the derivation of exact solutions of a novel integrable partial differential equation (PDE). This equation was introduced with the aim that it mirror properties of the second Painlevé equation (P_II), and it has the remarkable property that, in addition to the usual kind of auto-Bäcklund transformation that one would expect of an integrable PDE, it also admits an auto-Bäcklund transformation of ordinary differential equation (ODE) type, i.e., a mapping between solutions involving shifts in coefficient functions, and which is an exact analogue of that of P_II with its shift in parameter.We apply three methods of obtaining exact solutions. First of all we consider the Lie symmetries of our PDE, this leading to a variety of solutions including in terms of the second Painlevé transcendent, elliptic functions and hyperbolic functions. Our second approach involves the use of our ODE-type auto-Bäcklund transformation applied to solutions arising as solutions of an equation analogous to the special integral of P_II. It turns out that our PDE has a second remarkable property, namely, that special functions defined by any linear second order ODE can be used to obtain a solution of our PDE. In particular, in the case of solutions defined by Bessel’s equation, iteration using our ODE-type auto-Bäcklund transformation is possible and yields a chain of solutions defined in terms of Bessel functions. We also consider the use of this transformation in order to derive solutions rational in x. Finally, we consider the standard auto-Bäcklund transformation, obtaining a nonlinear superposition formula along with one- and two-soliton solutions. Velocities are found to depend on coefficients appearing in the equation and this leads to a wide range of interesting behaviours.     

Fundamental solutions of homogeneous elliptic differential operators

We compute fundamental solutions of homogeneous elliptic differential operators, with constant coefficients, on Rn by mean of analytic continuation of distributions. The result obtained is valid in any dimension, for any degree and can be extended to pseudodifferential operators of the same type.     

Einstein–Weyl structures from hyper–Kähler metrics with conformal Killing vectors

We consider four (real or complex) dimensional hyper-Kähler metrics with a conformal symmetry K. The three-dimensional space of orbits of K is shown to have an Einstein–Weyl structure which admits a shear-free geodesics congruence for which the twist is a constant multiple of the divergence. In this case the Einstein–Weyl equations reduce down to a single second order PDE for one function. The Lax representation, Lie point symmetries, hidden symmetries and the recursion operator associated with this PDE are found, and some group invariant solutions are considered.     

Solutions of multidimensional partial differential equations representable as a one-dimensional flow

We propose an algorithm for reducing an (M+1)-dimensional nonlinear partial differential equation (PDE) representable in the form of a one-dimensional flow u_t + $w_{x_1 } $ (u, u_x u_xx,…) = 0 (where w is an arbitrary local function of u and its xi derivatives, i = 1,…, M) to a family of M-dimensional nonlinear PDEs F(u,w) = 0, where F is a general (or particular) solution of a certain second-order two-dimensional nonlinear PDE. In particular, the M-dimensional PDE might turn out to be an ordinary differential equation, which can be integrated in some cases to obtain explicit solutions of the original (M+1)-dimensional equation. Moreover, a spectral parameter can be introduced in the function F, which leads to a linear spectral equation associated with the original equation. We present simplest examples of nonlinear PDEs together with their explicit solutions.     

A degenerating Cahn–Hilliard system coupled with complete damage processes

In this work, we analytically investigate a degenerating PDE system for phase separation and complete damage processes considered on a nonsmooth time-dependent domain with mixed boundary conditions. The evolution of the system is described by a degenerating Cahn–Hilliard equation for the concentration, a doubly nonlinear differential inclusion for the damage variable and a degenerating quasi-static balance equation for the displacement field. All these equations are highly nonlinearly coupled. Because of the doubly degenerating character of the system, the doubly nonlinear differential inclusion and the nonsmooth domain, the structure of the model is very complex from an analytical point of view.A novel approach is introduced for proving existence of weak solutions for such degenerating coupled system. To this end, we first establish a suitable notion of weak solutions, which consists of weak formulations of the diffusion and the momentum balance equation, a variational inequality for the damage process and a total energy inequality. To show existence of weak solutions, several new ideas come into play. Various results on shrinking sets and its corresponding local Sobolev spaces are used. It turns out that, for instance, on open sets which shrink in time a quite satisfying analysis in Sobolev spaces is possible. The presented analysis can handle highly nonsmooth regions where complete damage takes place. To mention only one difficulty, infinitely many completely damaged regions which are not connected with the Dirichlet boundary may occur in arbitrary small time intervals.     

On the solution of w-stable sets

The notion of m-stable sets was introduced in Peris and Subiza (2013) for abstract decision problems. Since it may lack internal stability and fail to discriminate alternatives in cyclic circumstances, we alter this notion, which leads to an alternative solution called w-stable set. Subsequently, we characterize w-stable set and compare it with other solutions in the literature. In addition, we propose a selection procedure to filter out more desirable w-stable sets.     

Operator Decomposition of Graphs and the Reconstruction Conjecture

We present a new type of decomposition of graphs – the operator decomposition connected with the classical notion of homogeneous set (or module). Using this decomposition we prove that Kelly-Ulam reconstruction conjecture is true for graphs having homogeneous set with prescribed properties, as well as for non-p-connected graphs.     

Properties of solutions of the Tricomi problem for the Lavrent’ev-Bitsadze equation at corner points

We consider the Tricomi problem for the Lavrent’ev-Bitsadze equation for the case in which the elliptic part of the boundary is part of a circle. For the homogeneous equation, we introduce a new class of solutions that are not continuous at the corner points of the domain and construct nontrivial solutions in this class in closed form. For the inhomogeneous equation, we introduce the notion of an n-regular solution and prove a criterion for the existence of such a solution.