Lectures on Cauchy’s Problem in Linear Partial Differential Equations. By J. Hadamard. Pp. viii+316. 15s.net. 1923. (Per Oxford University Press.)

Preface Prologue: The Exponential Function Chapter 1: Abstract Integration Set-theoretic notations and terminology The concept of measurability Simple functions Elementary properties of measures Arithmetic in [0, ] Integration of positive functions Integration of complex functions The role played by sets of measure zero Exercises Chapter 2: Positive Borel Measures Vector spaces Topological preliminaries The Riesz representation theorem Regularity properties of Borel measures Lebesgue measure Continuity properties of measurable functions Exercises Chapter 3: Lp-Spaces Convex functions and inequalities The Lp-spaces Approximation by continuous functions Exercises Chapter 4: Elementary Hilbert Space Theory Inner products and linear functionals Orthonormal sets Trigonometric series Exercises Chapter 5: Examples of Banach Space Techniques Banach spaces Consequences of Baire's theorem Fourier series of continuous functions Fourier coefficients of L1-functions The Hahn-Banach theorem An abstract approach to the Poisson integral Exercises Chapter 6: Complex Measures Total variation Absolute continuity Consequences of the Radon-Nikodym theorem Bounded linear functionals on Lp The Riesz representation theorem Exercises Chapter 7: Differentiation Derivatives of measures The fundamental theorem of Calculus Differentiable transformations Exercises Chapter 8: Integration on Product Spaces Measurability on cartesian products Product measures The Fubini theorem Completion of product measures Convolutions Distribution functions Exercises Chapter 9: Fourier Transforms Formal properties The inversion theorem The Plancherel theorem The Banach algebra L1 Exercises Chapter 10: Elementary Properties of Holomorphic Functions Complex differentiation Integration over paths The local Cauchy theorem The power series representation The open mapping theorem The global Cauchy theorem The calculus of residues Exercises Chapter 11: Harmonic Functions The Cauchy-Riemann equations The Poisson integral The mean value property Boundary behavior of Poisson integrals Representation theorems Exercises Chapter 12: The Maximum Modulus Principle Introduction The Schwarz lemma The Phragmen-Lindelof method An interpolation theorem A converse of the maximum modulus theorem Exercises Chapter 13: Approximation by Rational Functions Preparation Runge's theorem The Mittag-Leffler theorem Simply connected regions Exercises Chapter 14: Conformal Mapping Preservation of angles Linear fractional transformations Normal families The Riemann mapping theorem The class L Continuity at the boundary Conformal mapping of an annulus Exercises Chapter 15: Zeros of Holomorphic Functions Infinite Products The Weierstrass factorization theorem An interpolation problem Jensen's formula Blaschke products The Muntz-Szas theorem Exercises Chapter 16: Analytic Continuation Regular points and singular points Continuation along curves The monodromy theorem Construction of a modular function The Picard theorem Exercises Chapter 17: Hp-Spaces Subharmonic functions The spaces Hp and N The theorem of F. and M. Riesz Factorization theorems The shift operator Conjugate functions Exercises Chapter 18: Elementary Theory of Banach Algebras Introduction The invertible elements Ideals and homomorphisms Applications Exercises Chapter 19: Holomorphic Fourier Transforms Introduction Two theorems of Paley and Wiener Quasi-analytic classes The Denjoy-Carleman theorem Exercises Chapter 20: Uniform Approximation by Polynomials Introduction Some lemmas Mergelyan's theorem Exercises Appendix: Hausdorff's Maximality Theorem Notes and Comments Bibliography List of Special Symbols Index

Real and Complex Analysis. By W. Rudin. Pp. 412. 84s. 1966. (McGraw-Hill, New York.)

In many dynamic processes, the fractional differential operators not only appear as discrete fractional, but they also possess a continuous nature in a sense that their order is distributed over a given range. This paper is concerned with the optimization of systems whose governing equations contain a fractional derivative of distributed order, in the Caputo sense. By using the Lagrange multiplier within the calculus of variations and by applying the fractional integration-by-parts formula, the necessary optimality conditions are derived in terms of a nonlinear two-point distributed-order fractional boundary value problem. A Legendre spectral collocation method is developed for solving such problem. The solution method involves the use of three-term recurrence relations for both the left- and right-sided fractional integrals of the shifted Legendre polynomials. The convergence of the proposed method is discussed. The optimal profiles show the performance of the numerical solution and the effect of the fractional derivatives in the optimal results.

A Legendre collocation method for distributed-order fractional optimal control problems

For the first time in literature, semi-implicit spectral approximations for nonlinear Caputo time- and Riesz space-fractional diffusion equations with both smooth and non-smooth solutions are proposed. More precisely, the governing partial differential equation generalizes the Hodgkin–Huxley, the Allen–Cahn and the Fisher–Kolmogorov–Petrovskii–Piscounov equations. The schemes employ a Legendre-based Galerkin spectral method for the Riesz space-fractional derivative, and L1-type approximations with both uniform and graded meshes for the Caputo time-fractional derivative. More importantly, by using fractional Gronwall inequalities and their associated discrete forms, sharp error estimates are proved which show an enhancement in the convergence rate compared with the standard L1 approximation on uniform meshes. This analysis encompasses both uniform meshes as well as meshes that are graded in time, and guarantees the unconditional stability. The numerical results that accompany our analysis confirm our theoretical error estimates, and give significant insights into the convergence behavior of our schemes for problems with smooth and non-smooth solutions.

https://link.springer.com/content/pdf/10.1007/s10915-019-01117-8.pdf

Semi-implicit Galerkin–Legendre Spectral Schemes for Nonlinear Time-Space Fractional Diffusion–Reaction Equations with Smooth and Nonsmooth Solutions

A Legendre spectral element method (SEM) based on the modified bases for solving neutral delay distributed-order fractional damped diffusion-wave equation

The numerical solution of the time fractional Black–Scholes model (TFBSM) of order 0 α 1 governing European options is studied. Zhang et al. (2016) derived a numerical scheme of second-order in space. We improve their results by constructing a scheme of fourth-order in space while keeping 2 − α in time. The solvability, stability and convergence of the proposed numerical scheme are proved using a Fourier analysis. The results are demonstrated on two examples.

Numerically pricing double barrier options in a time-fractional Black–Scholes model

A pseudo energy-invariant method for relativistic wave equations with Riesz space-fractional derivatives

On a class of non-linear delay distributed order fractional diffusion equations

A compact fourth-order in space energy-preserving method for Riesz space-fractional nonlinear wave equations

A semilinear parabolic problem of second order with an unknown time-convolution kernel is considered. The missing kernel is recovered from an additional integral measurement. The existence, uniqueness and regularity of a weak solution is addressed. We design a numerical algorithm based on Rothe’s method, derive a priori estimates and prove convergence of iterates towards the exact solution.

R.H. De Staelen

Papers

Numerically pricing double barrier options in a time-fractional Black–Scholes model

A pseudo energy-invariant method for relativistic wave equations with Riesz space-fractional derivatives

On a class of non-linear delay distributed order fractional diffusion equations

A compact fourth-order in space energy-preserving method for Riesz space-fractional nonlinear wave equations

Reconstruction of a convolution kernel in a semilinear parabolic problem based on a global measurement