Maximum principle for the fractional diffusion equations with the Riemann-Liouville fractional derivative and its applications

Author(s):  
Mohammed Al-Refai ◽  
Yuri Luchko

AbstractIn this paper, the initial-boundary-value problems for the one-dimensional linear and non-linear fractional diffusion equations with the Riemann-Liouville time-fractional derivative are analyzed. First, a weak and a strong maximum principles for solutions of the linear problems are derived. These principles are employed to show uniqueness of solutions of the initial-boundary-value problems for the non-linear fractional diffusion equations under some standard assumptions posed on the non-linear part of the equations. In the linear case and under some additional conditions, these solutions can be represented in form of the Fourier series with respect to the eigenfunctions of the corresponding Sturm-Liouville eigenvalue problems.

Author(s):  
Zhiyuan Li ◽  
Yuri Luchko ◽  
Masahiro Yamamoto

AbstractThis article deals with investigation of some important properties of solutions to initial-boundary-value problems for distributed order time-fractional diffusion equations in bounded multi-dimensional domains. In particular, we investigate the asymptotic behavior of the solutions as the time variable t → 0 and t → +∞. By the Laplace transform method, we show that the solutions decay logarithmically as t → +∞. As t → 0, the decay rate of the solutions is dominated by the term (t log(1/t))−1. Thus the asymptotic behavior of solutions to the initial-boundary-value problem for the distributed order time-fractional diffusion equations is shown to be different compared to the case of the multi-term fractional diffusion equations.


2021 ◽  
Vol 24 (1) ◽  
pp. 168-201
Author(s):  
Yavar Kian ◽  
Masahiro Yamamoto

Abstract We study the well-posedness for initial boundary value problems associated with time fractional diffusion equations with non-homogenous boundary and initial values. We consider both weak and strong solutions for the problems. For weak solutions, we introduce a definition of solutions which allows to prove the existence of solution to the initial boundary value problems with non-zero initial and boundary values and non-homogeneous source terms lying in some negative-order Sobolev spaces. For strong solutions, we introduce an optimal compatibility condition and prove the existence of the solutions. We introduce also some sharp conditions guaranteeing the existence of solutions with more regularity in time and space.


Author(s):  
Yuri Luchko

AbstractIn this paper, some initial-boundary-value problems for the time-fractional diffusion equation are first considered in open bounded n-dimensional domains. In particular, the maximum principle well-known for the PDEs of elliptic and parabolic types is extended for the time-fractional diffusion equation. In its turn, the maximum principle is used to show the uniqueness of solution to the initial-boundary-value problems for the time-fractional diffusion equation. The generalized solution in the sense of Vladimirov is then constructed in form of a Fourier series with respect to the eigenfunctions of a certain Sturm-Liouville eigenvalue problem. For the onedimensional time-fractional diffusion equation $$(D_t^\alpha u)(t) = \frac{\partial } {{\partial x}}\left( {p(x)\frac{{\partial u}} {{\partial x}}} \right) - q(x)u + F(x,t), x \in (0,l), t \in (0,T)$$ the generalized solution to the initial-boundary-value problem with Dirichlet boundary conditions is shown to be a solution in the classical sense. Properties of this solution are investigated including its smoothness and asymptotics for some special cases of the source function.


Author(s):  
H. N. Narang ◽  
Rajiv K. Nekkanti

The Wavelet solution for boundary-value problems is relatively new and has been mainly restricted to the solutions in data compression, image processing and recently to the solution of differential equations with periodic boundary conditions. This paper is concerned with the wavelet-based Galerkin’s solution to time dependent higher order non-linear two-point initial-boundary-value problems with non-periodic boundary conditions. The wavelet method can offer several advantages in solving the initial-boundary-value problems than the traditional methods such as Fourier series, Finite Differences and Finite Elements by reducing the computational time near singularities because of its multi-resolution character. In order to demonstrate the wavelet, we extend our prior research of solution to parabolic equations and problems with non-linear boundary conditions to non-linear problems involving KdV Equation and Boussinesq Equation. The results of the wavelet solutions are examined and they are found to compare favorably to the known solution. This paper on the whole indicates that the wavelet technique is a strong contender for solving partial differential equations with non-periodic conditions.


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