English

Mixed linear fractional boundary value problems

Probability 2019-09-04 v2 Analysis of PDEs

Abstract

In this article we obtain two-sided estimates for the Greens function of fractional boundary value problems on R+×R+×Rd\mathbb R_+ \times \mathbb R_+ \times \mathbb R^d of the form (t1D0+βt2D0+γ)u(t1,t2,x)=Lxu(t1,t2,x),(-{}_{t_1}D^\beta_{0+*} - {}_{t_2}D^\gamma_{0+*})u(t_1, t_2, x) = L_{x}u(t_1, t_2, x), with some prescribed boundary functions on the boundaries {0}×R+×Rd\{0\} \times \mathbb R_+ \times \mathbb R^d and R+×{0}×Rd\mathbb R_+ \times\{0\}\times \mathbb R^d. The operators t1Dβ{}_{t_1}D^\beta and t1Dγ{}_{t_1}D^\gamma are Caputo fractional derivatives of order β,γ(0,1)\beta, \gamma \in (0, 1) and LxL_{x} is the generator of a diffusion semigroup: Lx=(a(x))L_x= \nabla \cdot(a(x) \nabla) for some nice function a(x)a(x). The Greens function of such boundary value problems are decomposed into its components along each boundary, giving rise to a natural extension to the case involving k2k \geq 2 number of fractional derivatives on the left hand side.

Keywords

Cite

@article{arxiv.1908.03158,
  title  = {Mixed linear fractional boundary value problems},
  author = {Ifan Johnston and Vassili Kolokoltsov},
  journal= {arXiv preprint arXiv:1908.03158},
  year   = {2019}
}

Comments

16 pages, 1 figure; updated references, minor typos and new figure