Fractional Calculus and Applied Analysis最新文献

In this paper, we focus on the tempered subdiffusive Black–Scholes model. The main part of our work consists of the finite difference method as a numerical approach to option pricing in the considered model. We derive the governing fractional differential equation and the related weighted numerical scheme. The proposed method has an accuracy order (2-alpha ) with respect to time, where (alpha in (0,1)) is the subdiffusion parameter and 2 with respect to space. Furthermore, we provide stability and convergence analysis. Finally, we present some numerical results.

This paper studies the following coupled k-Hessian system with different order fractional Laplacian operators:

Firstly, we discuss decay at infinity principle and narrow region principle for the k-Hessian system involving fractional order Laplacian operators. Then, by exploiting the direct method of moving planes, the radial symmetry and monotonicity of the nonnegative solutions to the coupled k-Hessian system are proved in a unit ball and the whole space, respectively. We believe that the present work will lead to a deep understanding of the coupled k-Hessian system involving different order fractional Laplacian operators.

In this paper, we define the (p)-adic mixed Morrey type spaces and study the boundedness of (p)-adic fractional integral operators and their commutators on these spaces. More precisely, we first obtain the boundedness of (p)-adic fractional integral operators and their commutators on (p)-adic mixed central Morrey spaces. Moreover, we further extend these results on (p)-adic generalized mixed Morrey spaces, when a symbol function (b) belongs to the (p)-adic generalized mixed Campanato spaces.

Jeffreys equation and its fractional generalizations provide extensions of the classical diffusive laws of Fourier and Fick for heat and particle transport. In this work, a class of multi-term time-fractional generalizations of the classical Jeffreys equation is studied. Restrictions on the parameters are derived, which ensure that the fundamental solution to the one-dimensional Cauchy problem is a spatial probability density function evolving in time. The studied equations are recast as Volterra integral equations with kernels represented in terms of multinomial Mittag-Leffler functions. Applying operator-theoretic approach, we establish subordination results with respect to appropriate evolution equations of integer order, depending on the considered range of parameters. Analyticity of the corresponding solution operator is also discussed. The main tools in the proofs are Laplace transform and the Bernstein functions’ technique, especially, some properties of the sets of real powers of complete Bernstein functions.

Abstract

Collage Theorem provides a bound for the distance between an element of a given space and a fixed point of a self-map on that space, in terms of the distance between the point and its image. We give in this paper some results of Collage type for Reich mutual contractions in b-metric and strong b-metric spaces. We give upper and lower bounds for this distance, in terms of the constants of the inequality involved in the definition of the contractivity. Reich maps contain the classical Banach contractions as particular cases, as well as the maps of Kannan type, and the results obtained are very general. The middle part of the article is devoted to the invertibility of linear operators. In particular we provide criteria for invertibility of operators acting on quasi-normed spaces. Our aim is the extension of the Casazza-Christensen type conditions for the existence of inverse of a linear map defined on a quasi-Banach space, using different procedures. The results involve either a single map or two operators. The latter case provides a link between the properties of both mappings. The last part of the article is devoted to study the construction of fractal curves in Bochner spaces, initiated by the first author in a previous paper. The objective is the definition of fractal curves valued on Banach spaces and Banach algebras. We provide further results on the fractal convolution of operators, defined in the same reference, considering in this case the nonlinear operators. We prove that some properties of the initial maps are inherited by their convolutions, if some conditions on the elements of the associated iterated function system are satisfied. In the last section of the paper we use the invertibility criteria given before in order to obtain perturbed fractal spanning systems for quasi-normed Bochner spaces composed of Banach-valued integrable maps. These results can be applied to Lebesgue spaces of real valued functions as a particular case.

The paper is concerned with the three-dimensional Boussinesq-Coriolis equations with Caputo time-fractional derivatives. Specifically, by striking new balances between the dispersion effects of the Coriolis force and the smoothing effects of the Laplacian dissipation involving with a time-fractional evolution mechanism, we obtain the global existence of mild solutions to Cauchy problem of three-dimensional time-fractional Boussinesq-Coriolis equations in Besov spaces.

A new approach to the transformations of the matrices of the fractional linear systems with desired eigenvalues is proposed. Conditions for the existence of the solution to the transformation problem of the linear system to its asymptotically stable controllable and observable canonical forms with desired eigenvalues are given and illustrated by numerical examples of fractional linear systems.

Abstract

This survey shows the way in which the Armenian mathematician Academician M.M. Djrbashian introduced the apparatus of fractional calculus in investigation of weighted classes and spaces of regular functions since his earliest work of 1945 (see [3, 4] or Addendum to [22]). The investigations of M.M. Djrbashian in this topic reached their final point by his exhaustive factorization theory for functions meromorphic in the unit disc of the complex plane [11]. The contemporary development of M.M. Djrbashian’s ideas can be found in the recent monograph [22]. The survey intends to complete the survey article “Mkhitar Djrbashian and his contribution to fractional calculus" [25], which described the contribution of M.M. Djrbashian mainly from the point of view of basic constructions of the fractional calculus, to the theory of fractional differential equations and integral transforms.