Fractional Diffusion Operator Research Articles

Singular solutions for space-time fractional equations in a bounded domain

This paper is devoted to describing a linear diffusion problem involving fractional-in-time derivatives and self-adjoint integro-differential space operators posed in bounded domains. One main concern of our paper is to deal with singular boundary data which are typical of fractional diffusion operators in space, and the other one is the consideration of the fractional-in-time Caputo and Riemann–Liouville derivatives in a unified way. We first construct classical solutions of our problems using the spectral theory and discussing the corresponding fractional-in-time ordinary differential equations. We take advantage of the duality between these fractional-in-time derivatives to introduce the notion of weak-dual solution for weighted-integrable data. As the main result of the paper, we prove the well-posedness of the initial and boundary-value problems in this sense.

Ambarzumyan-Type Theorem for a Conformable Fractional Diffusion Operator

In this paper, we prove an Ambarzumyan-type theorem for a Conformable fractional diffusion operator, i.e. we show that $q(x)$ and $p(x)$ functions are zero if the eigenvalues are the same as the eigenvalues of zero potentials.

Inverse coefficient problem for the time‐fractional diffusion equation with Hilfer operator

In this paper, the inverse problem of determining the time‐dependent reaction–diffusion coefficient in the Cauchy problem for the time‐fractional diffusion equation with the Hilfer operator by a single observation at the point of the diffusion process is studied. To represent the solution of the direct problem, the fundamental solution of this equation is constructed and properties of this solution are investigated. The fundamental solution contains Fox's ‐functions widely used in fractional calculus. The fundamental solution for the fractional diffusion operator with the Hilfer derivative is also obtained in terms of the Yang ‐function, and it is shown that they coincide. Using estimates of the fundamental solution and its derivatives, an estimate for the solution of the direct problem is obtained in terms of the norm of the unknown coefficient, which will be used in investigation of inverse problem. The inverse problem is reduced to the equivalent integral equation. For solving this equation, the contracted mapping principle is applied. The local existence and global uniqueness results and the conditional stability estimate of solution are proven.

Inverse Nodal Problem for a Conformable Fractional Diffusion Operator With Parameter-Dependent Nonlocal Boundary Condition

In this paper, we consider the inverse nodal problem for the conformable fractional diffusion operator with parameter-dependent Bitsadze–Samarskii type nonlocal boundary condition. We obtain the asymptotics for the eigenvalues, the eigenfunctions, and the zeros of the eigenfunctions (called nodal points or nodes) of the considered operator, and provide a constructive procedure for solving the inverse nodal problem, i.e., we reconstruct the potential functions p(x) and q(x) by using a dense subset of the nodal points.

α-Integral Representation of The Solution for A Conformable Fractional Diffusion Operator and Basic Properties of The Operator

In this paper, we consider a diffusion operator which includes conformable fractional derivatives of order α (0<α≤1) instead of the ordinary derivatives in a traditional diffusion operator. We give an α-integral representation for the solution of this operator and obtain the conditions provided by the kernel functions in this representation. Also, by investigating the basic properties of this operator, we obtain the asymptotics of the data {λ_n,α_n }, which are called the spectral data of the operator.

Analysis and Petrov–Galerkin numerical approximation for variable coefficient two-sided fractional diffusion, advection, reaction equations

In this paper we investigate the variable coefficient two-sided fractional diffusion, advection, reaction equations on a bounded interval. It is known that the fractional diffusion operator may lose coercivity due to the variable coefficient, which makes both the mathematical and numerical analysis challenging. To resolve this issue, we design appropriate test and trial functions to prove the inf-sup condition of the variable coefficient fractional diffusion, advection, reaction operators in suitable function spaces. Based on this property, we prove the well-posedness and regularity of the solutions, as well as analyze the Petrov–Galerkin approximation scheme for the proposed model. Numerical experiments are presented to substantiate the theoretical findings and to compare the behaviors of different models.

Exponential convergence of hp FEM for spectral fractional diffusion in polygons

For the spectral fractional diffusion operator of order 2s, s in (0,1), in bounded, curvilinear polygonal domains varOmega subset {{mathbb {R}}}^2 we prove exponential convergence of two classes of hp discretizations under the assumption of analytic data (coefficients and source terms, without any boundary compatibility), in the natural fractional Sobolev norm {mathbb {H}}^s(varOmega ). The first hp discretization is based on writing the solution as a co-normal derivative of a 2+1-dimensional local, linear elliptic boundary value problem, to which an hp-FE discretization is applied. A diagonalization in the extended variable reduces the numerical approximation of the inverse of the spectral fractional diffusion operator to the numerical approximation of a system of local, decoupled, second order reaction-diffusion equations invarOmega . Leveraging results on robust exponential convergence of hp-FEM for second order, linear reaction diffusion boundary value problems in varOmega , exponential convergence rates for solutions uin {mathbb {H}}^s(varOmega ) of mathcal {L}^s u = f follow. Key ingredient in this hp-FEM are boundary fitted meshes with geometric mesh refinement towardspartial varOmega . The second discretization is based on exponentially convergent numerical sinc quadrature approximations of the Balakrishnan integral representation of mathcal {L}^{-s} combined with hp-FE discretizations of a decoupled system of local, linear, singularly perturbed reaction-diffusion equations invarOmega . The present analysis for either approach extends to (polygonal subsets {widetilde{mathcal {M}}} of) analytic, compact 2-manifolds {mathcal {M}}, parametrized by a global, analytic chart chi with polygonal Euclidean parameter domain varOmega subset {{mathbb {R}}}^2. Numerical experiments for model problems in nonconvex polygonal domains and with incompatible data confirm the theoretical results. Exponentially small bounds on Kolmogorov n-widths of solution sets for spectral fractional diffusion in curvilinear polygons and for analytic source terms are deduced.

Quenching Behavior of the Solution for the Problems with Sequential Concentrated Sources

This article studies the diffusion problems with a concentrated source which is provided at a sequential time steps in 1 dimensional space. The problems are considered for both Gaussian and fractional diffusion operators. For the fractional diffusion case, Riemann-Liouville operator with fractional order is used to describe the model with diffusion rate slower than normal time scale, which is known as sub diffusive problems. Due to this sub diffusive property, the existence and nonexistence behavior of the solution will be studied. Since the forcing term will experience a concentrated source at a sequence of time steps, the frequency, the time difference and strength of the source may affect the growth rate of the solution. Criteria for these effects which may cause for the quenching behavior of the solution will be given. The existence of the solution is investigated. The monotone behavior in spatial will be given. The quenching behavior of the solution will be studied. The location of the quenching point will be discussed.

QUENCHING BEHAVIOR OF THE SOLUTION FOR THE PROBLEMS WITH SEQUENTIAL CONCENTRATED SOURCES

This article studies the diffusion problems with a concentrated source which is provided at a sequential time steps in 1 dimensional space. The problems are considered for both Gaussian and fractional diffusion operators. For the fractional diffusion case, Riemann-Liouville operator with fractional order is used to describe the model with diffusion rate slower than normal time scale, which is known as sub diffusive problems. Due to this sub diffusive property, the existence and nonexistence behavior of the solution will be studied. Since the forcing term will experience a concentrated source at a sequence of time steps, the frequency, the time difference and strength of the source may affect the growth rate of the solution. Criteria for these effects which may cause for the quenching behavior of the solution will be given. The existence of the solution is investigated. The monotone behavior in spatial will be given. The quenching behavior of the solution will be studied. The location of the quenching point will be discussed.

Asymptotic Stability of the Relativistic Boltzmann Equation Without Angular Cut-Off

This paper is concerned with the relativistic Boltzmann equation without angular cutoff. We establish the global-in-time existence, uniqueness and asymptotic stability for solutions nearby the relativistic Maxwellian. We work in the case of a spatially periodic box. We assume the generic hard-interaction and soft-interaction conditions on the collision kernel that were derived by Dudyński and Ekiel-Je\(\dot{\text {z}}\)ewska (Comm. Math. Phys. 115(4):607–629, 1985) in [32], and our assumptions include the case of Israel particles (J. Math. Phys. 4:1163–1181, 1963) in [56]. In this physical situation, the angular function in the collision kernel is not locally integrable, and the collision operator behaves like a fractional diffusion operator. The coercivity estimates that are needed rely crucially on the sharp asymptotics for the frequency multiplier that has not been previously established. We further derive the relativistic analogue of the Carleman dual representation for the Boltzmann collision operator. This resolves the open question of perturbative global existence and uniqueness without the Grad’s angular cut-off assumption.

A reduced basis method for fractional diffusion operators I

We propose and analyze new numerical methods to evaluate fractional norms and apply fractional powers of elliptic operators. By means of a reduced basis method, we project to a small dimensional subspace where explicit diagonalization via the eigensystem is feasible. The method relies on several independent evaluations of ({{,mathrm{I},}}-t_i^2Delta )^{-1}f, which can be computed in parallel. We prove exponential convergence rates for the optimal choice of sampling points t_i, provided by the so-called Zolotarëv points. Numerical experiments confirm the analysis and demonstrate the efficiency of our algorithm.

Fractional Hypocoercivity

This paper is devoted to kinetic equations without confinement. We investigate the large time behaviour induced by collision operators with fat tailed local equilibria. Such operators have an anomalous diffusion limit. In the appropriate scaling, the macroscopic equation involves a fractional diffusion operator so that the optimal decay rate is determined by a fractional Nash type inequality. At kinetic level we develop an \(\mathrm {L}^2\)-hypocoercivity approach and establish a rate of decay compatible with the fractional diffusion limit.

Analysis of one-sided 1-D fractional diffusion operator

<p style='text-indent:20px;'>This work establishes the parallel between the properties of classic elliptic PDEs and the one-sided 1-D fractional diffusion equation, that includes the characterization of fractional Sobolev spaces in terms of fractional Riemann-Liouville (R-L) derivatives, variational formulation, maximum principle, Hopf's Lemma, spectral analysis, and theory on the principal eigenvalue and its characterization, etc. As an application, the developed results provide a novel perspective to study the distribution of complex roots of a class of Mittag-Leffler functions and, furthermore, prove the existence of real roots.</p>

A reduced basis method for fractional diffusion operators II

Abstract We present a novel numerical scheme to approximate the solution map s ↦ u(s) := 𝓛–s f to fractional PDEs involving elliptic operators. Reinterpreting 𝓛–s as an interpolation operator allows us to write u(s) as an integral including solutions to a parametrized family of local PDEs. We propose a reduced basis strategy on top of a finite element method to approximate its integrand. Unlike prior works, we deduce the choice of snapshots for the reduced basis procedure analytically. The integral is interpreted in a spectral setting to evaluate the surrogate directly. Its computation boils down to a matrix approximation L of the operator whose inverse is projected to the s-independent reduced space, where explicit diagonalization is feasible. Exponential convergence rates are proven rigorously. A second algorithm is presented to avoid inversion of L. Instead, we directly project the matrix to the subspace, where its negative fractional power is evaluated. A numerical comparison with the predecessor highlights its competitive performance.

Fractional stochastic partial differential equation for random tangent fields on the sphere

This paper develops a fractional stochastic partial differential equation (SPDE) to model the evolution of a random tangent vector field on the unit sphere. The SPDE is governed by a fractional diffusion operator to model the Levy-type behaviour of the spatial solution, a fractional derivative in time to depict the intermittency of its temporal solution, and is driven by vector-valued fractional Brownian motion on the unit sphere to characterize its temporal long-range dependence. The solution to the SPDE is presented in the form of the Karhunen-Loeve expansion in terms of vector spherical harmonics. Its covariance matrix function is established as a tensor field on the unit sphere that is an expansion of Legendre tensor kernels. The variance of the increments and approximations to the solutions are studied and convergence rates of the approximation errors are given. It is demonstrated how these convergence rates depend on the decay of the power spectrum and variances of the fractional Brownian motion.

On fractional and nonlocal parabolic mean field games in the whole space

We study Mean Field Games (MFGs) driven by a large class of nonlocal, fractional and anomalous diffusions in the whole space. These non-Gaussian diffusions are pure jump Lévy processes with some σ-stable like behaviour. Included are σ-stable processes and fractional Laplace diffusion operators (−Δ)σ2, tempered nonsymmetric processes in Finance, spectrally one-sided processes, and sums of subelliptic operators of different orders. Our main results are existence and uniqueness of classical solutions of MFG systems with nondegenerate diffusion operators of order σ∈(1,2). We consider parabolic equations in the whole space with both local and nonlocal couplings. Our proofs use pure PDE-methods and build on ideas of Lions et al. The new ingredients are fractional heat kernel estimates, regularity results for fractional Bellman, Fokker-Planck and coupled Mean Field Game equations, and a priori bounds and compactness of (very) weak solutions of fractional Fokker-Planck equations in the whole space. Our techniques require no moment assumptions and use a weaker topology than Wasserstein.

Global regularity of weak solutions to the generalized Leray equations and its applications

We investigate a regularity for weak solutions of the following generalized Leray equations \begin{equation*} (-\Delta)^{\alpha}V- \frac{2\alpha-1}{2\alpha}V+V\cdot\nabla V-\frac{1}{2\alpha}x\cdot \nabla V+\nabla P=0, \end{equation*} which arises from the study of self-similar solutions to the generalized Naiver-Stokes equations in $\mathbb R^3$. Firstly, by making use of the vanishing viscosity and developing non-local effects of the fractional diffusion operator, we prove uniform estimates for weak solutions $V$ in the weighted Hilbert space $H^\alpha_{\omega}(\mathbb R^3)$. Via the differences characterization of Besov spaces and the bootstrap argument, we improve the regularity for weak solution from $H^\alpha_{\omega}(\mathbb R^3)$ to $H_{\omega}^{1+\alpha}(\mathbb R^3)$. This regularity result, together linear theory for the non-local Stokes system, lead to pointwise estimates of $V$ which allow us to obtain a natural pointwise property of the self-similar solution constructed in \cite{LXZ}. In particular, we obtain an optimal decay estimate of the self-similar solution to the classical Naiver-Stokes equations by means of the special structure of Oseen tensor. This answers the question proposed by Tsai \cite[Comm. Math. Phys., 328 (2014), 29-44]{T}.

A fractional degenerate parabolic-hyperbolic Cauchy problem with noise

We consider the Cauchy problem for a stochastic scalar parabolic-hyperbolic equation in any space dimension with nonlocal, nonlinear, and possibly degenerate diffusion terms. The equations are nonlocal because they involve fractional diffusion operators. We adapt the notion of stochastic entropy solution and provide a new technical framework to prove the uniqueness. The existence proof relies on the vanishing viscosity method. Moreover, using bounded variation (BV) estimates for vanishing viscosity approximations, we derive an explicit continuous dependence estimate on the nonlinearities and derive error estimate for the stochastic vanishing viscosity method. In addition, we develop uniqueness method “à la Kružkov” for more general equations where the noise coefficient may depend explicitly on the spatial variable.

Regularity of the solution to fractional diffusion, advection, reaction equations in weighted Sobolev spaces

In this article we investigate the regularity of the solution to the fractional diffusion, advection, reaction equation on a bounded domain in R1. The analysis is performed in the weighted Sobolev spaces, H(a,b)s(I). Three different characterizations of H(a,b)s(I) are presented, together with needed embedding theorems for these spaces. The analysis shows that the regularity of the solution is bounded by the endpoint behavior of the solution, which is determined by the parameters α and r defining the fractional diffusion operator. Additionally, the analysis shows that for a sufficiently smooth right hand side function, the regularity of the solution to fractional diffusion reaction equation is lower than that of the fractional diffusion equation. Also, the regularity of the solution to fractional diffusion advection reaction equation is two orders lower than that of the fractional diffusion reaction equation.

VARIATION ON A THEME BY KISELEV AND NAZAROV: HÖLDER ESTIMATES FOR NONLOCAL TRANSPORT-DIFFUSION, ALONG A NON-DIVERGENCE-FREE BMO FIELD

AbstractWe prove uniform Hölder regularity estimates for a transport-diffusion equation with a fractional diffusion operator and a general advection field in of bounded mean oscillation, as long as the order of the diffusion dominates the transport term at small scales; our only requirement is the smallness of the negative part of the divergence in some critical Lebesgue space. In comparison to a celebrated result by Silvestre, our advection field does not need to be bounded. A similar result can be obtained in the supercritical case if the advection field is Hölder continuous. Our proof is inspired by Kiselev and Nazarov and is based on the dual evolution technique. The idea is to propagate an atom property (i.e., localisation and integrability in Lebesgue spaces) under the dual conservation law, when it is coupled with the fractional diffusion operator.