Pub Date : 2024-10-07DOI: 10.1007/s13540-024-00344-7
Dariusz Idczak
We introduce and study the spaces of fractionally absolutely continuous functions of two variables of any order and the fractional Sobolev type spaces of functions of two variables. Our approach is based on the Riemann-Liouville fractional integrals and derivatives. We investigate relations between these spaces as well as between the Riemann-Liouville and weak derivatives.
{"title":"Fractional Sobolev type spaces of functions of two variables via Riemann-Liouville derivatives","authors":"Dariusz Idczak","doi":"10.1007/s13540-024-00344-7","DOIUrl":"https://doi.org/10.1007/s13540-024-00344-7","url":null,"abstract":"<p>We introduce and study the spaces of fractionally absolutely continuous functions of two variables of any order and the fractional Sobolev type spaces of functions of two variables. Our approach is based on the Riemann-Liouville fractional integrals and derivatives. We investigate relations between these spaces as well as between the Riemann-Liouville and weak derivatives.</p>","PeriodicalId":48928,"journal":{"name":"Fractional Calculus and Applied Analysis","volume":"51 1","pages":""},"PeriodicalIF":3.0,"publicationDate":"2024-10-07","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"142384287","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":2,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Pub Date : 2024-09-18DOI: 10.1007/s13540-024-00336-7
Stefano Bonaccorsi, Mirko D’Ovidio
This paper is concerned with the construction of Brownian motions and related stochastic processes in a star graph, which is a non-Euclidean structure where some features of the classical modeling fail. We propose a probabilistic construction of the Sticky Brownian motion by slowing down the Brownian motion when in the vertex of the star graph. Later, we apply a random change of time to the previous construction, which leads to a trapping phenomenon in the vertex of the star graph, with characterization of the trap in terms of a singular measure (varPhi ). The process associated to this time change is described here and, moreover, we show that it defines a probabilistic representation of the solution to a heat equation type problem on the star graph with non-local dynamic conditions in the vertex that can be written in terms of a Caputo-Džrbašjan fractional derivative defined by the singular measure (varPhi ). Extensions to general graph structures can be given by applying to our results a localisation technique.
{"title":"Sticky Brownian motions on star graphs","authors":"Stefano Bonaccorsi, Mirko D’Ovidio","doi":"10.1007/s13540-024-00336-7","DOIUrl":"https://doi.org/10.1007/s13540-024-00336-7","url":null,"abstract":"<p>This paper is concerned with the construction of Brownian motions and related stochastic processes in a star graph, which is a non-Euclidean structure where some features of the classical modeling fail. We propose a probabilistic construction of the Sticky Brownian motion by slowing down the Brownian motion when in the vertex of the star graph. Later, we apply a random change of time to the previous construction, which leads to a trapping phenomenon in the vertex of the star graph, with characterization of the trap in terms of a singular measure <span>(varPhi )</span>. The process associated to this time change is described here and, moreover, we show that it defines a probabilistic representation of the solution to a heat equation type problem on the star graph with non-local dynamic conditions in the vertex that can be written in terms of a Caputo-Džrbašjan fractional derivative defined by the singular measure <span>(varPhi )</span>. Extensions to general graph structures can be given by applying to our results a localisation technique.</p>","PeriodicalId":48928,"journal":{"name":"Fractional Calculus and Applied Analysis","volume":"2 1","pages":""},"PeriodicalIF":3.0,"publicationDate":"2024-09-18","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"142245217","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":2,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Pub Date : 2024-09-16DOI: 10.1007/s13540-024-00339-4
Jicheng Yu, Yuqiang Feng
In this paper, we present Lie symmetry analysis for time fractional Black-Scholes equation with time-dependent coefficients. The group classification is carried out by investigating the time-dependent coefficients (sigma (t)), r(t) and s(t). Then the obtained group generators are used to reduce the equation under study, some of the reduced equations are fractional ordinary equations with Erdélyi-Kober fractional derivative, and some exact solutions including power series solutions are constructed.
{"title":"Group classification of time fractional Black-Scholes equation with time-dependent coefficients","authors":"Jicheng Yu, Yuqiang Feng","doi":"10.1007/s13540-024-00339-4","DOIUrl":"https://doi.org/10.1007/s13540-024-00339-4","url":null,"abstract":"<p>In this paper, we present Lie symmetry analysis for time fractional Black-Scholes equation with time-dependent coefficients. The group classification is carried out by investigating the time-dependent coefficients <span>(sigma (t))</span>, <i>r</i>(<i>t</i>) and <i>s</i>(<i>t</i>). Then the obtained group generators are used to reduce the equation under study, some of the reduced equations are fractional ordinary equations with Erdélyi-Kober fractional derivative, and some exact solutions including power series solutions are constructed.</p>","PeriodicalId":48928,"journal":{"name":"Fractional Calculus and Applied Analysis","volume":"94 1","pages":""},"PeriodicalIF":3.0,"publicationDate":"2024-09-16","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"142235035","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":2,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Pub Date : 2024-09-16DOI: 10.1007/s13540-024-00337-6
Amin Boumenir, Khaled M. Furati, Ibrahim O. Sarumi
We are concerned with the inverse problem of reconstructing a fractional evolution equation with a source. To this end we use observations of the solution on the boundary to reconstruct the principal part of the operator and the fractional order of the time derivative, while an overdetermination at a time T is used to recover the source by a non iterative method. Numerical examples explain how to compute the fractional order and the source using finite data.
我们关注的是重建有源分式演化方程的逆问题。为此,我们利用对边界解的观测来重构算子的主部和时间导数的分数阶,同时利用时间 T 的超确定性来通过非迭代法恢复源。数值示例解释了如何利用有限数据计算分数阶和源。
{"title":"Reconstruction of a fractional evolution equation with a source","authors":"Amin Boumenir, Khaled M. Furati, Ibrahim O. Sarumi","doi":"10.1007/s13540-024-00337-6","DOIUrl":"https://doi.org/10.1007/s13540-024-00337-6","url":null,"abstract":"<p>We are concerned with the inverse problem of reconstructing a fractional evolution equation with a source. To this end we use observations of the solution on the boundary to reconstruct the principal part of the operator and the fractional order of the time derivative, while an overdetermination at a time <i>T</i> is used to recover the source by a non iterative method. Numerical examples explain how to compute the fractional order and the source using finite data.</p>","PeriodicalId":48928,"journal":{"name":"Fractional Calculus and Applied Analysis","volume":"189 1","pages":""},"PeriodicalIF":3.0,"publicationDate":"2024-09-16","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"142235038","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":2,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Pub Date : 2024-09-13DOI: 10.1007/s13540-024-00341-w
Antonio Iannizzotto, Dimitri Mugnai
We study a nonlinear, nonlocal Dirichlet problem driven by the fractional p-Laplacian, involving a ((p-1))-sublinear reaction. By means of a weak comparison principle we prove uniqueness of the solution. Also, comparing the problem to ’asymptotic’ weighted eigenvalue problems for the same operator, we prove a necessary and sufficient condition for the existence of a solution. Our work extends classical results due to Brezis-Oswald [7] and Diaz-Saa [11] to the nonlinear nonlocal framework.
{"title":"Optimal solvability for the fractional p-Laplacian with Dirichlet conditions","authors":"Antonio Iannizzotto, Dimitri Mugnai","doi":"10.1007/s13540-024-00341-w","DOIUrl":"https://doi.org/10.1007/s13540-024-00341-w","url":null,"abstract":"<p>We study a nonlinear, nonlocal Dirichlet problem driven by the fractional <i>p</i>-Laplacian, involving a <span>((p-1))</span>-sublinear reaction. By means of a weak comparison principle we prove uniqueness of the solution. Also, comparing the problem to ’asymptotic’ weighted eigenvalue problems for the same operator, we prove a necessary and sufficient condition for the existence of a solution. Our work extends classical results due to Brezis-Oswald [7] and Diaz-Saa [11] to the nonlinear nonlocal framework.</p>","PeriodicalId":48928,"journal":{"name":"Fractional Calculus and Applied Analysis","volume":"53 1","pages":""},"PeriodicalIF":3.0,"publicationDate":"2024-09-13","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"142175014","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":2,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Pub Date : 2024-09-13DOI: 10.1007/s13540-024-00338-5
Jianlun Liu, Hong-Rui Sun, Ziheng Zhang
In this paper, we study a class of non-autonomous lower critical fractional Choquard equation with a pure-power nonlinear perturbation. Under some reasonable assumptions on the potential function h, we prove the existence and discuss asymptotic behavior of ground state solutions for our problem. Meanwhile, we also prove that the number of normalized solutions is at least the number of global maximum points of h when (varepsilon ) is small enough.
在本文中,我们研究了一类具有纯功率非线性扰动的非自治下临界分式乔夸特方程。在势函数 h 的一些合理假设下,我们证明了问题的基态解的存在并讨论了其渐近行为。同时,我们还证明了当(varepsilon )足够小时,归一化解的数目至少是 h 的全局最大点的数目。
{"title":"Existence, multiplicity and asymptotic behaviour of normalized solutions to non-autonomous fractional HLS lower critical Choquard equation","authors":"Jianlun Liu, Hong-Rui Sun, Ziheng Zhang","doi":"10.1007/s13540-024-00338-5","DOIUrl":"https://doi.org/10.1007/s13540-024-00338-5","url":null,"abstract":"<p>In this paper, we study a class of non-autonomous lower critical fractional Choquard equation with a pure-power nonlinear perturbation. Under some reasonable assumptions on the potential function <i>h</i>, we prove the existence and discuss asymptotic behavior of ground state solutions for our problem. Meanwhile, we also prove that the number of normalized solutions is at least the number of global maximum points of <i>h</i> when <span>(varepsilon )</span> is small enough.</p>","PeriodicalId":48928,"journal":{"name":"Fractional Calculus and Applied Analysis","volume":"15 1","pages":""},"PeriodicalIF":3.0,"publicationDate":"2024-09-13","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"142231538","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":2,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
where (n ge 2), (a, b>0), (2<p<infty ), (0<s, t<1) and (lambda ) is a sufficiently small positive constant. To effectively utilize the direct method of moving planes, we first establish the narrow region principle and the decay at infinity. Then we prove the radial symmetry and monotonicity of positive solutions for the system in the unit ball and the whole space. Our results are an extension of some content in Ma and Zhang (Appl Math J Chin Univ 37: 52–72, 2022).
{"title":"Radial symmetry of positive solutions for a tempered fractional p-Laplacian system","authors":"Xueying Chen","doi":"10.1007/s13540-024-00340-x","DOIUrl":"https://doi.org/10.1007/s13540-024-00340-x","url":null,"abstract":"<p>In this paper, we consider the following Schrödinger system involving the tempered fractional <i>p</i>-Laplacian </p><span>$$begin{aligned} {left{ begin{array}{ll} begin{aligned} & (-varDelta -lambda )^s_p u(x)+au^{p-1}(x)=f(u(x),v(x)), & (-varDelta -lambda )^t_p v(x)+bv^{p-1}(x)=g(u(x),v(x)), end{aligned} end{array}right. } end{aligned}$$</span><p>where <span>(n ge 2)</span>, <span>(a, b>0)</span>, <span>(2<p<infty )</span>, <span>(0<s, t<1)</span> and <span>(lambda )</span> is a sufficiently small positive constant. To effectively utilize the direct method of moving planes, we first establish the narrow region principle and the decay at infinity. Then we prove the radial symmetry and monotonicity of positive solutions for the system in the unit ball and the whole space. Our results are an extension of some content in Ma and Zhang (Appl Math J Chin Univ 37: 52–72, 2022).</p>","PeriodicalId":48928,"journal":{"name":"Fractional Calculus and Applied Analysis","volume":"36 1","pages":""},"PeriodicalIF":3.0,"publicationDate":"2024-09-12","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"142175013","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":2,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Pub Date : 2024-09-11DOI: 10.1007/s13540-024-00332-x
Oleg Marichev, Elina Shishkina
This survey aims to present various approaches to non-integer integrals and derivatives and their practical implementation within Wolfram Mathematica. It begins by short discussion of historical moments and applications related to fractional calculus. Different methods for handling non-integer powers of differentiation operators are presented, along with generalizations of fractional integrals and derivatives. The survey also delves into the diverse applications of fractional calculus in physics, engineering, medicine, and numerical calculations. Essential details of fractional integro-differentiation implemented in Wolfram Mathematica are highlighted. The Hadamard regularization of Riemann-Liouville operator is utilized as the foundation for creating the arbitrary order of integro-differential operator in Mathematica. The survey describes the application of fractional integro-differentiation to Taylor series expansions near zero using Hadamard regularization and the use of the Meijer G-function for evaluating derivatives of complex orders. We conclude with a discussion on applying fractional integro-differentiation to “differential constants” and provide generic formulas for fractional differentiation. The extensive list of references underscores the vast body of works on fractional calculus.
{"title":"Overview of fractional calculus and its computer implementation in Wolfram Mathematica","authors":"Oleg Marichev, Elina Shishkina","doi":"10.1007/s13540-024-00332-x","DOIUrl":"https://doi.org/10.1007/s13540-024-00332-x","url":null,"abstract":"<p>This survey aims to present various approaches to non-integer integrals and derivatives and their practical implementation within Wolfram Mathematica. It begins by short discussion of historical moments and applications related to fractional calculus. Different methods for handling non-integer powers of differentiation operators are presented, along with generalizations of fractional integrals and derivatives. The survey also delves into the diverse applications of fractional calculus in physics, engineering, medicine, and numerical calculations. Essential details of fractional integro-differentiation implemented in Wolfram Mathematica are highlighted. The Hadamard regularization of Riemann-Liouville operator is utilized as the foundation for creating the arbitrary order of integro-differential operator in Mathematica. The survey describes the application of fractional integro-differentiation to Taylor series expansions near zero using Hadamard regularization and the use of the Meijer <i>G</i>-function for evaluating derivatives of complex orders. We conclude with a discussion on applying fractional integro-differentiation to “differential constants” and provide generic formulas for fractional differentiation. The extensive list of references underscores the vast body of works on fractional calculus.</p>","PeriodicalId":48928,"journal":{"name":"Fractional Calculus and Applied Analysis","volume":"52 1","pages":""},"PeriodicalIF":3.0,"publicationDate":"2024-09-11","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"142170844","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":2,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Pub Date : 2024-09-09DOI: 10.1007/s13540-024-00334-9
Zhi Li, Benchen Huang, Liping Xu
In this paper, we investigate the non-confluence property of a class of stochastic differential equations with Markovian switching driven by fractional Brownian motion with Hurst parameter (Hin (1/2,1)). By using the generalized Itô formula and stopping time techniques, we obtain some sufficient conditions ensuring the non-confluence property for the considered equations. Additionally, we present two important corollaries on the non-confluence property by the Poisson equation and M-matrix, respectively, which can verify the non-confluence property more effectively than the general condition. Finally, we provide an example to illustrate the practical usefulness of our theoretical results.
在本文中,我们研究了一类具有马尔可夫切换的随机微分方程,该方程由具有赫斯特参数(Hin (1/2,1))的分数布朗运动驱动。通过使用广义伊托公式和停止时间技术,我们得到了一些确保所考虑方程非融合特性的充分条件。此外,我们还通过泊松方程和 M 矩阵分别提出了关于非汇合性质的两个重要推论,它们比一般条件更有效地验证了非汇合性质。最后,我们提供了一个例子来说明我们的理论结果的实用性。
{"title":"Non-confluence for SDEs driven by fractional Brownian motion with Markovian switching","authors":"Zhi Li, Benchen Huang, Liping Xu","doi":"10.1007/s13540-024-00334-9","DOIUrl":"https://doi.org/10.1007/s13540-024-00334-9","url":null,"abstract":"<p>In this paper, we investigate the non-confluence property of a class of stochastic differential equations with Markovian switching driven by fractional Brownian motion with Hurst parameter <span>(Hin (1/2,1))</span>. By using the generalized Itô formula and stopping time techniques, we obtain some sufficient conditions ensuring the non-confluence property for the considered equations. Additionally, we present two important corollaries on the non-confluence property by the Poisson equation and <i>M</i>-matrix, respectively, which can verify the non-confluence property more effectively than the general condition. Finally, we provide an example to illustrate the practical usefulness of our theoretical results.</p>","PeriodicalId":48928,"journal":{"name":"Fractional Calculus and Applied Analysis","volume":"48 1","pages":""},"PeriodicalIF":3.0,"publicationDate":"2024-09-09","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"142160425","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":2,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
In this paper, we introduce the concept of Stepanov-like (weighted) pseudo S-asymptotically Bloch type periodic processes in the square mean sense, and establish some basic results on the function space of such processes like completeness, convolution and composition theorems. Under the situation that the functions forcing are Stepanov-like (weighted) pseudo S-asymptotically Bloch type periodic and verify some suitable assumptions, we establish the existence and uniqueness of square-mean (weighted) pseudo S-asymptotically Bloch type periodic mild solutions of some fractional stochastic integrodifferential equations (driven by fractional Brownian motion). Finally, the most important findings are substantiated with the assistance of an illustration.
{"title":"Stepanov-like weighted pseudo S-asymptotically Bloch type periodicity and applications to stochastic evolution equations with fractional Brownian motions","authors":"Amadou Diop, Mamadou Moustapha Mbaye, Yong-Kui Chang, Gaston Mandata N’Guérékata","doi":"10.1007/s13540-024-00333-w","DOIUrl":"https://doi.org/10.1007/s13540-024-00333-w","url":null,"abstract":"<p>In this paper, we introduce the concept of Stepanov-like (weighted) pseudo <i>S</i>-asymptotically Bloch type periodic processes in the square mean sense, and establish some basic results on the function space of such processes like completeness, convolution and composition theorems. Under the situation that the functions forcing are Stepanov-like (weighted) pseudo <i>S</i>-asymptotically Bloch type periodic and verify some suitable assumptions, we establish the existence and uniqueness of square-mean (weighted) pseudo <i>S</i>-asymptotically Bloch type periodic mild solutions of some fractional stochastic integrodifferential equations (driven by fractional Brownian motion). Finally, the most important findings are substantiated with the assistance of an illustration.</p>","PeriodicalId":48928,"journal":{"name":"Fractional Calculus and Applied Analysis","volume":"46 1","pages":""},"PeriodicalIF":3.0,"publicationDate":"2024-09-06","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"142144251","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":2,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}