There is, I think, something ethereal about i —the square root of minus one. I remember first hearing about it at school. It seemed an odd beast at that time—an intruder hovering on the edge of reality.

Usually familiarity dulls this sense of the bizarre, but in the case of i it was the reverse: over the years the sense of its surreal nature intensified. It seemed that it was impossible to write mathematics that described the real world in …

I and i

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 ($1 < \beta < 2$).

/pdf/fractional-calculus-some-basic-problems-in-continuum-and-3cfjxwp8nw.pdf

Fractional Calculus: Some Basic Problems in Continuum and Statistical Mechanics

Initial value/boundary value problems for fractional diffusion-wave equations and applications to some inverse problems

The processes involving the basic phenomena of relaxation, diffusion, oscillations and wave propagation are of great relevance in physics; from a mathematical point of view they are known to be governed by simple differential equations of order 1 and 2 in time. The introduction of fractional derivatives of order α in time, with 0

Fractional Relaxation-Oscillation and Fractional Diffusion-Wave Phenomena

Numerical solution of the space fractional Fokker-Planck equation

This is the first of two papers on the zero-viscosity limit for the incompressible Navier-Stokes equations in a half-space. In this paper we prove short time existence theorems for the Euler and Prandtl equations with analytic initial data in either two or three spatial dimensions. The main technical tool in this analysis is the abstract Cauchy-Kowalewski theorem. For the Euler equations, the projection method is used in the primitive variables, to which the Cauchy-Kowalewski theorem is directly applicable. For the Prandtl equations, Cauchy-Kowalewski is applicable once the diffusion operator in the vertical direction is inverted.

https://www.math.ucla.edu/~caflisch/Pubs/Pubs1995-1999/prandtlCMP1998a.pdf

Zero Viscosity Limit for Analytic Solutions, of the Navier-Stokes Equation on a Half-Space.I. Existence for Euler and Prandtl Equations

This is the second of two papers on the zero-viscosity limit for the incompressible Navier-Stokes equations in a half-space in either 2D or 3D. Under the assumption of analytic initial data, we construct solutions of Navier-Stokes for a short time which is independent of the viscosity. The Navier-Stokes solution is constructed through a composite asymptotic expansion involving the solutions of the Euler and Prandtl equations, which were constructed in the first paper, plus an error term. This shows that the Navier-Stokes solution goes to an Euler solution outside a boundary layer and to a solution of the Prandtl equations within the boundary layer. The error term is written as a sum of first order Euler and Prandtl corrections plus a further error term. The equation for the error term is weakly nonlinear; its linear part is the time dependent Stokes equation. This error equation is solved by inversion of the Stokes equation, through expressing the solution as a regular (Euler-like) part plus a boundary layer (Prandtl-like) part. The main technical tool in this analysis is the Abstract Cauchy-Kowalewski Theorem.

/pdf/zero-viscosity-limit-for-analytic-solutions-of-the-navier-3tlfhs7izn.pdf

Zero Viscosity Limit for Analytic Solutions of the Navier-Stokes Equation on a Half-Space. II. Construction of the Navier-Stokes Solution

We consider the mild solutions of the Prandtl equations on the half space. Requiring analyticity only with respect to the tangential variable, we prove the short time existence and the uniqueness of the solution in the proper function space. Theproof is achieved applying the abstract Cauchy--Kowalewski theorem to the boundary layer equations once the convection-diffusion operator is explicitly inverted. This improves the result of [M. Sammartino and R. E. Caflisch, Comm. Math. Phys., 192 (1998), pp. 433--461], as we do not require analyticity of the data with respect to the normal variable.

/pdf/well-posedness-of-the-boundary-layer-equations-12hj2h5635.pdf

Well-Posedness of the Boundary Layer Equations

Waves and Stability in Continuous Media

Abstract In this work we investigate the process of pattern formation in a two dimensional domain for a reaction–diffusion system with nonlinear diffusion terms and the competitive Lotka–Volterra kinetics. The linear stability analysis shows that cross-diffusion, through Turing bifurcation, is the key mechanism for the formation of spatial patterns. We show that the bifurcation can be regular, degenerate non-resonant and resonant. We use multiple scales expansions to derive the amplitude equations appropriate for each case and show that the system supports patterns like rolls, squares, mixed-mode patterns, supersquares, and hexagonal patterns.

Marco Sammartino

Papers

Zero Viscosity Limit for Analytic Solutions, of the Navier-Stokes Equation on a Half-Space.I. Existence for Euler and Prandtl Equations

Zero Viscosity Limit for Analytic Solutions of the Navier-Stokes Equation on a Half-Space. II. Construction of the Navier-Stokes Solution

Well-Posedness of the Boundary Layer Equations

Waves and Stability in Continuous Media

Pattern formation driven by cross–diffusion in a 2D domain