arXiv subjects

Yuri Luchko

Publications and source records attributed to Yuri Luchko.

27 records · Page 2Linked to original sources

arXiv2017

On the maximum principle for a time-fractional diffusion equation

In this paper, we discuss the maximum principle for a time-fractional diffusion equation $$ \partial_t^αu(x,t) = \sum_{i,j=1}^n \partial_i(a_{ij}(x)\partial_j u(x,t)) + c(x)u(x,t) + F(x,t),\ t>0,\ x \in Ω\subset {\mathbb R}^n$$ with the Caputo time-derivative of the order $α\in (0,1)$ in the case of the homogeneous Dirichlet boundary condition. Compared to the already published results, our findings have two important special features. First, we derive a maximum principle for a suitably defined weak solution in the fractional Sobolev spaces, not for the strong solution. Second, for the non-negative source functions $F = F(x,t)$ we prove the non-negativity of the weak solution to the problem under consideration without any restrictions on the sign of the coefficient $c=c(x)$ by the derivative of order zero in the spatial differential operator. Moreover, we prove the monotonicity of the solution with respect to the coefficient $c=c(x)$.

math.AP↗

arXiv2016

Cauchy and signaling problems for the time-fractional diffusion-wave equation

In this paper, some known and novel properties of the Cauchy and signaling problems for the one-dimensional time-fractional diffusion-wave equation with the Caputo fractional derivative of order $β,\ 1 \le β\le 2$ are investigated. In particular, their response to a localized disturbance of the initial data is studied. It is known that whereas the diffusion equation describes a process where the disturbance spreads infinitely fast, the propagation velocity of the disturbance is a constant for the wave equation. We show that the time-fractional diffusion-wave equation interpolates between these two different responses in the sense that the propagation velocities of the maximum points, centers of gravity, and medians of the fundamental solutions to both the Cauchy and the signaling problems are all finite. On the other hand, the disturbance spreads infinitely fast and the time-fractional diffusion-wave equation is non-relativistic like the classical diffusion equation. In this paper, the maximum locations, the centers of gravity, and the medians of the fundamental solution to the Cauchy and signaling problems and their propagation velocities are described analytically and calculated numerically. The obtained results for the Cauchy and the signaling problems are interpreted and compared to each other.

math.AP↗

arXiv2016

Propagation Speed of the Maximum of the Fundamental Solution to the Fractional Diffusion-Wave Equation

In this paper, the one-dimensional time-fractional diffusion-wave equation with the fractional derivative of order $1 \le α\le 2$ is revisited. This equation interpolates between the diffusion and the wave equations that behave quite differently regarding their response to a localized disturbance: whereas the diffusion equation describes a process, where a disturbance spreads infinitely fast, the propagation speed of the disturbance is a constant for the wave equation. For the time fractional diffusion-wave equation, the propagation speed of a disturbance is infinite, but its fundamental solution possesses a maximum that disperses with a finite speed. In this paper, the fundamental solution of the Cauchy problem for the time-fractional diffusion-wave equation, its maximum location, maximum value, and other important characteristics are investigated in detail. To illustrate analytical formulas, results of numerical calculations and plots are presented. Numerical algorithms and programs used to produce plots are discussed.

math-ph↗

arXiv2014

Operator theoretic approach to the Caputo derivative and the fractional diffusion equations

The Caputo time-derivative is usually defined pointwise for well-behaved functions, say, for continuously differentiable functions. Accordingly, in the theory of the partial fractional differential equations with the Caputo derivatives, the functional spaces where the solutions are looked for are often the spaces of the smooth functions that are too narrow. In this paper, we introduce a suitable definition of the Caputo derivative in the fractional Sobolev spaces and investigate it from the operator theoretic viewpoint. In particular, some important equivalences of the norms related to the fractional integration and differentiation operators in the fractional Sobolev spaces are given. These results are then applied for proving the maximal regularity of the solutions to some initial-boundary value problems for the time-fractional diffusion equation with the Caputo derivative in the fractional Sobolev spaces.

math.AP↗

arXiv2013

Multi-dimensional fractional wave equation and some properties of its fundamental solution

In this paper, a multi-dimensional fractional wave equation that describes propagation of the damped waves is introduced and analyzed. In contrast to the fractional diffusion-wave equation, the fractional wave equation contains fractional derivatives of the same order $α,\ 1\le α\le 2$ both in space and in time. This feature is a decisive factor for inheriting some crucial characteristics of the wave equation like e.g. a constant phase velocity of the damped waves that are described by the fractional wave equation. Some new integral representations of the fundamental solution of the multi-dimensional wave equation are presented. In the one- and three-dimensional cases, the fundamental solution is obtained in explicit form in terms of elementary functions. In the one-dimensional case, the fundamental solution is shown to be a spatial probability density function evolving in time. However, for the dimensions grater than one, the fundamental solution can be negative and therefore does not allow a probabilistic interpretation anymore. To illustrate analytical findings, results of numerical calculations and numerous plots are presented.

math-ph↗

arXiv2012

Fractional wave equation and damped waves

In this paper, a fractional generalization of the wave equation that describes propagation of damped waves is considered. In contrast to the fractional diffusion-wave equation, the fractional wave equation contains fractional derivatives of the same order $α,\ 1\le α\le 2$ both in space and in time. We show that this feature is a decisive factor for inheriting some crucial characteristics of the wave equation like a constant propagation velocity of both the maximum of its fundamental solution and its gravity and mass centers. Moreover, the first, the second, and the Smith centrovelocities of the damped waves described by the fractional wave equation are constant and depend just on the equation order $α$. The fundamental solution of the fractional wave equation is determined and shown to be a spatial probability density function evolving in time that possesses finite moments up to the order $α$. To illustrate analytical findings, results of numerical calculations and numerous plots are presented.

math-ph↗

arXiv2011

Initial-boundary-value problems for the one-dimensional time-fractional diffusion equation

In this paper, some initial-boundary-value problems for the time-fractional diffusion equation are first considered in open bounded n-dimensional domains. In particular, the maximum principle well-known for the PDEs of elliptic and parabolic types is extended for the time-fractional diffusion equation. In its turn, the maximum principle is used to show uniqueness of solution to the initial-boundary-value problems for the time-fractional diffusion equation. The generalized solution in sense of Vladimirov is then constructed in form of a Fourier series with respect to the eigenfunctions of a certain Sturm-Liouville eigenvalue problem. For the one-dimensional time-fractional diffusion equation $$ (D_t^α u)(t) = \frac{\partial}{\partial x}(p(x) \frac{\partial u}{\partial x}) -q(x)\, u + F(x,t),\ \ x\in (0,l),\ t\in (0,T) $$ the generalized solution to the initial-boundary-value problem with the Dirichlet boundary conditions is shown to be a solution in the classical sense. Properties of the solution are investigated including its smoothness and asymptotics for some special cases of the source function.

math.AP↗

arXiv2007

The fundamental solution of the space-time fractional diffusion equation

We deal with the Cauchy problem for the space-time fractional diffusion-wave equation, which is obtained from the standard diffusion equation by replacing the second-order space derivative with a Riesz-Feller derivative of order alpha in (0,2] and skewness theta, and the first-order time derivative with a Caputo derivative of order beta in (0,2]. The fundamental solution is investigated with respect to its scaling and similarity properties, starting from its Fourier-Laplace representation. By using the Mellin transform, we provide a general representation of the solution in terms of Mellin-Barnes integrals in the complex plane, which allows us to extend the probability interpretation known for the standard diffusion equation to suitable ranges of the relevant parameters alpha and beta. We derive explicit formulae (convergent series and asymptotic expansions), which enable us to plot the corresponding spatial probability densities.

cond-mat.stat-mech↗

arXiv2007

Analytical properties and applications of the Wright function

In this survey paper we consider some applications of the Wright function with special emphasis of its key role in the partial differential equations of fractional order. It was found that the Green function of the time-fractional diffusion-wave equation can be represented in terms of the Wright function. Furthermore, extending the methods of Lie groups in partial differential equations to the partial differential equations of fractional order it was shown that some of the group-invariant solutions of these equations can be given in terms of the Wright and the generalized Wright functions.Finally, we discuss recent results about distribution of zeros of the Wright function, its order, type and indicator function.

math-ph↗