Initial value/boundary value problems for fractional diffusion-wave equations and applications to some inverse problems
01 Oct 2011-Journal of Mathematical Analysis and Applications (Academic Press)-Vol. 382, Iss: 1, pp 426-447
TL;DR: In this paper, the authors considered the initial value/boundary value problems for fractional diffusion-wave equation and established the unique existence of the weak solution and the asymptotic behavior as the time t goes to ∞ and the proofs are based on the eigenfunction expansions.
About: This article is published in Journal of Mathematical Analysis and Applications.The article was published on 2011-10-01 and is currently open access. It has received 965 citations till now. The article focuses on the topics: Boundary value problem & Initial value problem.
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01 Jan 2003
2,810 citations
TL;DR: Two fully discrete schemes based on the piecewise linear Galerkin finite element method in space and convolution quadrature in time with the generating function given by the backward Euler method/second-order backward difference method are developed and establish error estimates optimal with respect to the regularity of problem data.
Abstract: We consider initial/boundary value problems for the subdiffusion and diffusion-wave equations involving a Caputo fractional derivative in time. We develop two fully discrete schemes based on the piecewise linear Galerkin finite element method in space and convolution quadrature in time with the generating function given by the backward Euler method/second-order backward difference method, and establish error estimates optimal with respect to the regularity of problem data. These two schemes are first- and second-order accurate in time for both smooth and nonsmooth data. Extensive numerical experiments for two-dimensional problems confirm the convergence analysis and robustness of the schemes with respect to data regularity.
240 citations
TL;DR: The initial/boundary value problem for a diffusion equation involving multiple time-fractional derivatives on a bounded convex polyhedral domain is considered and nearly optimal error estimates for both cases of initial data and inhomogeneous term are derived.
235 citations
Cites background from "Initial value/boundary value proble..."
..., −1 < q ≤ 0, is very common in inverse problems and optimal control [14,32]; see also [5,13] for the parabolic counterpart....
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...However, it differs considerably from the latter in the sense that, due to the presence of the nonlocal fractional derivative term, it has limited smoothing property in space and slow asymptotic decay in time [32], which in turn also impacts related numerical analysis [12] and inverse problems [14,32]....
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TL;DR: In this article, the error analysis of the L1 scheme was revisited, and an O( √ 2−ε ) convergence rate was established for both smooth and nonsmooth initial data.
Abstract: The subdiffusion equation with a Caputo fractional derivative of order � 2 (0, 1) in time arises in a wide variety of practical applications, and it is often adopted to model anomalous subdiffusion processes in heterogeneous media. The L1 scheme is one of the most popular and successful numerical methods for dis- cretizing the Caputo fractional derivative in time. The scheme was analyzed earlier independently by Lin and Xu (2007) and Sun and Wu (2006), and an O(� 2−� ) convergence rate was established, under the assumption that the solution is twice continuously differentiable in time. However, in view of the smoothing property of the subdiffusion equation, this regularity condition is restrictive, since it does not hold even for the homogeneous problem with a smooth initial data. In this work, we revisit the error analysis of the scheme, and establish an O(�) convergence rate for both smooth and nonsmooth initial data. The analysis is valid for more gen- eral sectorial operators. In particular, the L1 scheme is applied to one-dimensional space-time fractional diffusion equations, which involves also a Riemann-Liouville derivative of order � 2 (3/2,2) in space, and error estimates are provided for the fully discrete scheme. Numerical experiments are provided to verify the sharpness of the error estimates, and robustness of the scheme with respect to data regularity.
228 citations
TL;DR: In this article, the degree of ill-posedness of fractional diffusion inverse problems was examined using the two-parameter Mittag-Leffler function and singular value decomposition.
Abstract: Over the last two decades, anomalous diffusion processes in which the mean squares variance grows slower or faster than that in a Gaussian process have found many applications. At a macroscopic level, these processes are adequately described by fractional differential equations, which involves fractional derivatives in time or/and space. The fractional derivatives describe either history mechanism or long range interactions of particle motions at a microscopic level. The new physics can change dramatically the behavior of the forward problems. For example, the solution operator of the time fractional diffusion diffusion equation has only limited smoothing property, whereas the solution for the space fractional diffusion equation may contain weak singularity. Naturally one expects that the new physics will impact related inverse problems in terms of uniqueness, stability, and degree of ill-posedness. The last aspect is especially important from a practical point of view, i.e., stably reconstructing the quantities of interest. In this paper, we employ a formal analytic and numerical way, especially the two-parameter Mittag-Leffler function and singular value decomposition, to examine the degree of ill-posedness of several 'classical' inverse problems for fractional differential equations involving a Djrbashian–Caputo fractional derivative in either time or space, which represent the fractional analogues of that for classical integral order differential equations. We discuss four inverse problems, i.e., backward fractional diffusion, sideways problem, inverse source problem and inverse potential problem for time fractional diffusion, and inverse Sturm–Liouville problem, Cauchy problem, backward fractional diffusion and sideways problem for space fractional diffusion. It is found that contrary to the wide belief, the influence of anomalous diffusion on the degree of ill-posedness is not definitive: it can either significantly improve or worsen the conditioning of related inverse problems, depending crucially on the specific type of given data and quantity of interest. Further, the study exhibits distinct new features of 'fractional' inverse problems, and a partial list of surprising observations is given below. (a) Classical backward diffusion is exponentially ill-posed, whereas time fractional backward diffusion is only mildly ill-posed in the sense of norms on the domain and range spaces. However, this does not imply that the latter always allows a more effective reconstruction. (b) Theoretically, the time fractional sideways problem is severely ill-posed like its classical counterpart, but numerically can be nearly well-posed. (c) The classical Sturm–Liouville problem requires two pieces of spectral data to uniquely determine a general potential, but in the fractional case, one single Dirichlet spectrum may suffice. (d) The space fractional sideways problem can be far more or far less ill-posed than the classical counterpart, depending on the location of the lateral Cauchy data. In many cases, the precise mechanism of these surprising observations is unclear, and awaits further analytical and numerical exploration, which requires new mathematical tools and ingenuities. Further, our findings indicate fractional diffusion inverse problems also provide an excellent case study in the differences between theoretical ill-conditioning involving domain and range norms and the numerical analysis of a finite-dimensional reconstruction procedure. Throughout we will also describe known analytical and numerical results in the literature.
226 citations
References
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Book•
01 Jan 1941
TL;DR: In this paper, the authors present a theory for linear PDEs: Sobolev spaces Second-order elliptic equations Linear evolution equations, Hamilton-Jacobi equations and systems of conservation laws.
Abstract: Introduction Part I: Representation formulas for solutions: Four important linear partial differential equations Nonlinear first-order PDE Other ways to represent solutions Part II: Theory for linear partial differential equations: Sobolev spaces Second-order elliptic equations Linear evolution equations Part III: Theory for nonlinear partial differential equations: The calculus of variations Nonvariational techniques Hamilton-Jacobi equations Systems of conservation laws Appendices Bibliography Index.
25,734 citations
Book•
07 Jan 2013
TL;DR: In this article, Leray-Schauder and Harnack this article considered the Dirichlet Problem for Poisson's Equation and showed that it is a special case of Divergence Form Operators.
Abstract: Chapter 1. Introduction Part I: Linear Equations Chapter 2. Laplace's Equation 2.1 The Mean Value Inequalities 2.2 Maximum and Minimum Principle 2.3 The Harnack Inequality 2.4 Green's Representation 2.5 The Poisson Integral 2.6 Convergence Theorems 2.7 Interior Estimates of Derivatives 2.8 The Dirichlet Problem the Method of Subharmonic Functions 2.9 Capacity Problems Chapter 3. The Classical Maximum Principle 3.1 The Weak Maximum Principle 3.2 The Strong Maximum Principle 3.3 Apriori Bounds 3.4 Gradient Estimates for Poisson's Equation 3.5 A Harnack Inequality 3.6 Operators in Divergence Form Notes Problems Chapter 4. Poisson's Equation and Newtonian Potential 4.1 Holder Continuity 4.2 The Dirichlet Problem for Poisson's Equation 4.3 Holder Estimates for the Second Derivatives 4.4 Estimates at the Boundary 4.5 Holder Estimates for the First Derivatives Notes Problems Chapter 5. Banach and Hilbert Spaces 5.1 The Contraction Mapping 5.2 The Method of Cintinuity 5.3 The Fredholm Alternative 5.4 Dual Spaces and Adjoints 5.5 Hilbert Spaces 5.6 The Projection Theorem 5.7 The Riesz Representation Theorem 5.8 The Lax-Milgram Theorem 5.9 The Fredholm Alternative in Hilbert Spaces 5.10 Weak Compactness Notes Problems Chapter 6. Classical Solutions the Schauder Approach 6.1 The Schauder Interior Estimates 6.2 Boundary and Global Estimates 6.3 The Dirichlet Problem 6.4 Interior and Boundary Regularity 6.5 An Alternative Approach 6.6 Non-Uniformly Elliptic Equations 6.7 Other Boundary Conditions the Obliue Derivative Problem 6.8 Appendix 1: Interpolation Inequalities 6.9 Appendix 2: Extension Lemmas Notes Problems Chapter 7. Sobolev Spaces 7.1 L^p spaces 7.2 Regularization and Approximation by Smooth Functions 7.3 Weak Derivatives 7.4 The Chain Rule 7.5 The W^(k,p) Spaces 7.6 DensityTheorems 7.7 Imbedding Theorems 7.8 Potential Estimates and Imbedding Theorems 7.9 The Morrey and John-Nirenberg Estimes 7.10 Compactness Results 7.11 Difference Quotients 7.12 Extension and Interpolation Notes Problems Chapter 8 Generalized Solutions and Regularity 8.1 The Weak Maximum Principle 8.2 Solvability of the Dirichlet Problem 8.3 Diferentiability of Weak Solutions 8.4 Global Regularity 8.5 Global Boundedness of Weak Solutions 8.6 Local Properties of Weak Solutions 8.7 The Strong Maximum Principle 8.8 The Harnack Inequality 8.9 Holder Continuity 8.10 Local Estimates at the Boundary 8.11 Holder Estimates for the First Derivatives 8.12 The Eigenvalue Problem Notes Problems Chapter 9. Strong Solutions 9.1 Maximum Princiles for Strong Solutions 9.2 L^p Estimates: Preliminary Analysis 9.3 The Marcinkiewicz Interpolation Theorem 9.4 The Calderon-Zygmund Inequality 9.5 L^p Estimates 9.6 The Dirichlet Problem 9.7 A Local Maximum Principle 9.8 Holder and Harnack Estimates 9.9 Local Estimates at the Boundary Notes Problems Part II: Quasilinear Equations Chapter 10. Maximum and Comparison Principles 10.1 The Comparison Principle 10.2 Maximum Principles 10.3 A Counterexample 10.4 Comparison Principles for Divergence Form Operators 10.5 Maximum Principles for Divergence Form Operators Notes Problems Chapter 11. Topological Fixed Point Theorems and Their Application 11.1 The Schauder Fixes Point Theorem 11.2 The Leray-Schauder Theorem: a Special Case 11.3 An Application 11.4 The Leray-Schauder Fixed Point Theorem 11.5 Variational Problems Notes Chapter 12. Equations in Two Variables 12.1 Quasiconformal Mappings 12.2 holder Gradient Estimates for Linear Equations 12.3 The Dirichlet Problem for Uniformly Elliptic Equations 12.4 Non-Uniformly Elliptic Equations Notes Problems Chapter 13. Holder Estimates for
18,443 citations
Book•
01 Jan 1999
15,898 citations
"Initial value/boundary value proble..." refers background or methods in this paper
...22 in [37]: d dt (t α−1 Eα,α(−λtα)) = tα−2 Eα,α−1(−λntα)....
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...22 of [37]) and λ −2 n C ′ 9n with γ1 > 1 by γ > 4 + 1 and λn C ′ 8n 2 d , we have ∥∥∂t u(·, t)∥∥2D((−L)−γ ) = ∞ ∑ n=1 1 λ 2γ n ∣∣∣∣ t ∫...
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...33–34) in [37], for any p ∈ N, we have u(x, t) = − ∞ ∑ k=1 mk ∑ j=1 p ∑ =1 (−1) (1 − α )μ kt (a,φkj)φkj(x) + ∞ ∑ k=1 mk ∑ j=1 O ( 1 μ p+1 k t α(p+1) ) (a,φkj)φkj(x) as t → ∞....
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...140 in [37], by means of the Laplace transform, we can see that...
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...Then there exists a constant C1 = C1(α,β,μ) > 0 such that∣∣Eα,β(z)∣∣ C1 1 + |z| , μ ∣∣arg(z)∣∣ π. (3.1) The proof can be found on p. 35 in Podlubny [37]....
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Book•
11 Feb 1992
TL;DR: In this article, the authors considered the generation and representation of a generator of C0-Semigroups of Bounded Linear Operators and derived the following properties: 1.1 Generation and Representation.
Abstract: 1 Generation and Representation.- 1.1 Uniformly Continuous Semigroups of Bounded Linear Operators.- 1.2 Strongly Continuous Semigroups of Bounded Linear Operators.- 1.3 The Hille-Yosida Theorem.- 1.4 The Lumer Phillips Theorem.- 1.5 The Characterization of the Infinitesimal Generators of C0 Semigroups.- 1.6 Groups of Bounded Operators.- 1.7 The Inversion of the Laplace Transform.- 1.8 Two Exponential Formulas.- 1.9 Pseudo Resolvents.- 1.10 The Dual Semigroup.- 2 Spectral Properties and Regularity.- 2.1 Weak Equals Strong.- 2.2 Spectral Mapping Theorems.- 2.3 Semigroups of Compact Operators.- 2.4 Differentiability.- 2.5 Analytic Semigroups.- 2.6 Fractional Powers of Closed Operators.- 3 Perturbations and Approximations.- 3.1 Perturbations by Bounded Linear Operators.- 3.2 Perturbations of Infinitesimal Generators of Analytic Semigroups.- 3.3 Perturbations of Infinitesimal Generators of Contraction Semigroups.- 3.4 The Trotter Approximation Theorem.- 3.5 A General Representation Theorem.- 3.6 Approximation by Discrete Semigroups.- 4 The Abstract Cauchy Problem.- 4.1 The Homogeneous Initial Value Problem.- 4.2 The Inhomogeneous Initial Value Problem.- 4.3 Regularity of Mild Solutions for Analytic Semigroups.- 4.4 Asymptotic Behavior of Solutions.- 4.5 Invariant and Admissible Subspaces.- 5 Evolution Equations.- 5.1 Evolution Systems.- 5.2 Stable Families of Generators.- 5.3 An Evolution System in the Hyperbolic Case.- 5.4 Regular Solutions in the Hyperbolic Case.- 5.5 The Inhomogeneous Equation in the Hyperbolic Case.- 5.6 An Evolution System for the Parabolic Initial Value Problem.- 5.7 The Inhomogeneous Equation in the Parabolic Case.- 5.8 Asymptotic Behavior of Solutions in the Parabolic Case.- 6 Some Nonlinear Evolution Equations.- 6.1 Lipschitz Perturbations of Linear Evolution Equations.- 6.2 Semilinear Equations with Compact Semigroups.- 6.3 Semilinear Equations with Analytic Semigroups.- 6.4 A Quasilinear Equation of Evolution.- 7 Applications to Partial Differential Equations-Linear Equations.- 7.1 Introduction.- 7.2 Parabolic Equations-L2 Theory.- 7.3 Parabolic Equations-Lp Theory.- 7.4 The Wave Equation.- 7.5 A Schrodinger Equation.- 7.6 A Parabolic Evolution Equation.- 8 Applications to Partial Differential Equations-Nonlinear Equations.- 8.1 A Nonlinear Schroinger Equation.- 8.2 A Nonlinear Heat Equation in R1.- 8.3 A Semilinear Evolution Equation in R3.- 8.4 A General Class of Semilinear Initial Value Problems.- 8.5 The Korteweg-de Vries Equation.- Bibliographical Notes and Remarks.
11,637 citations
Book•
02 Mar 2006
TL;DR: In this article, the authors present a method for solving Fractional Differential Equations (DFE) using Integral Transform Methods for Explicit Solutions to FractionAL Differentially Equations.
Abstract: 1. Preliminaries. 2. Fractional Integrals and Fractional Derivatives. 3. Ordinary Fractional Differential Equations. Existence and Uniqueness Theorems. 4. Methods for Explicitly solving Fractional Differential Equations. 5. Integral Transform Methods for Explicit Solutions to Fractional Differential Equations. 6. Partial Fractional Differential Equations. 7. Sequential Linear Differential Equations of Fractional Order. 8. Further Applications of Fractional Models. Bibliography Subject Index
11,492 citations
"Initial value/boundary value proble..." refers background in this paper
..., [14,18]), we have ∂ t u(x, t) = ∞ ∑ n=1 {−λn(a,φn)Eα,1(−λntα) − λn(b,φn)t Eα,2(−λntα)} (3....
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...19) are given in [14,18,37] for example, and we can formally obtain the expansions....
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..., Chapter 3 in [18], [37]), we obtain that un(t) = 0, n = 1,2,3, ....
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...As source books related with fractional derivatives, see Samko, Kilbas and Marichev [44] which is an encyclopedic treatment of the fractional calculus and also Gorenflo and Mainardi [14], Kilbas, Srivastava and Trujillo [18], Mainardi [29], Miller and Ross [31], Oldham and Spanier [35], Podlubny [37]....
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...[18] A.A. Kilbas, H.M. Srivastava, J.J. Trujillo, Theory and Applications of Fractional Differential Equations, Elsevier, Amsterdam, 2006....
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