We review some applications of fractional calculus developed by the author (partly in collaboration with others) to treat some basic problems in continuum and statistical mechanics. The problems in continuum mechanics concern mathematical modelling of viscoelastic bodies (Sect. 1), and unsteady motion of a particle in a viscous fluid, i.e. the Basset problem (Sect. 2). In the former analysis fractional calculus leads us to introduce intermediate models of viscoelasticity which generalize the classical spring-dashpot models. The latter analysis induces us to introduce a hydrodynamic model suitable to revisit in Sect. 3 the classical theory of the Brownian motion, which is a relevant topic in statistical mechanics. By the tools of fractional calculus we explain the long tails in the velocity correlation and in the displacement variance. In Sect. 4 we consider the fractional diffusion-wave equation, which is obtained from the classical diffusion equation by replacing the first-order time derivative by a fractional derivative of order $0< \beta <2$. Led by our analysis we express the fundamental solutions (the Green functions) in terms of two interrelated auxiliary functions in the similarity variable, which turn out to be of Wright type (see Appendix), and to distinguish slow-diffusion processes ($0 < \beta < 1$) from intermediate processes ($1 < \beta < 2$).

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Fractional Calculus: Some Basic Problems in Continuum and Statistical Mechanics

A fully discrete difference scheme for a diffusion-wave system

A quasi-static uncoupled theory of thermoelasticity based on the heat conduction equation with a time-fractional derivative of order α is proposed. Because the heat conduction equation in the case 1≤α≤2 interpolates the parabolic equation (α = 1) and the wave equation (α = 2), the proposed theory interpolates a classical thermoelasticity and a thermoelasticity without energy dissipation introduced by Green and Naghdi. The Caputo fractional derivative is used. The stresses corresponding to the fundamental solutions of a Cauchy problem for the fractional heat conduction equation are found in one-dimensional and two-dimensional cases.

Fractional heat conduction equation and associated thermal stress

In this paper, the Cauchy problem for the spatially one-dimensional distributed order diffusion-wave equation 

$$\int_0^2 {p(\beta )D_t^\beta u(x,t)d\beta } = \frac{{\partial ^2 }} {{\partial x^2 }}u(x,t) $$

is considered. Here, the time-fractional derivative Dtβ is understood in the Caputo sense and p(β) is a non-negative weight function with support somewhere in the interval [0, 2]. By employing the technique of the Fourier and Laplace transforms, a representation of the fundamental solution of the Cauchy problem in the transform domain is obtained. The main focus is on the interpretation of the fundamental solution as a probability density function of the space variable x evolving in time t. In particular, the fundamental solution of the time-fractional distributed order wave equation (p(β) ≡ 0, 0 ≤ β < 1) is shown to be non-negative and normalized. In the proof, properties of the completely monotone functions, the Bernstein functions, and the Stieltjes functions are used.

Fundamental solution of a distributed order time-fractional diffusion-wave equation as probability density

In this paper, a fractional generalization of the wave equation that describes propagation of damped waves is considered. In contrast to the fractional diffusion-wave equation, the fractional wave equation contains fractional derivatives of the same order $\alpha,\ 1\le \alpha \le 2$ both in space and in time. We show that this feature is a decisive factor for inheriting some crucial characteristics of the wave equation like a constant propagation velocity of both the maximum of its fundamental solution and its gravity and mass centers. Moreover, the first, the second, and the Smith centrovelocities of the damped waves described by the fractional wave equation are constant and depend just on the equation order $\alpha$. The fundamental solution of the fractional wave equation is determined and shown to be a spatial probability density function evolving in time that possesses finite moments up to the order $\alpha$. To illustrate analytical findings, results of numerical calculations and numerous plots are presented.

安啓藤田

Papers

INTEGRODIFFERENTIAL EQUATION WHICH INTERPOLATES THE HEAT EQUATION AND THE WAVE EQUATION II(Martingales and Related Topics)

安啓 藤田

Papers

INTEGRODIFFERENTIAL EQUATION WHICH INTERPOLATES THE HEAT EQUATION AND THE WAVE EQUATION II(Martingales and Related Topics)

安啓藤田