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We study the Cauchy problem for a nonlocal heat equation, which is of fractional order both in space and time. We prove four main theorems: (i) a representation formula for classical solutions, (ii) a quantitative decay rate at which the…

Analysis of PDEs · Mathematics 2015-07-10 Jukka Kemppainen , Juhana Siljander , Rico Zacher

The purpose is to study the Cauchy problem for non-linear in time and space pseudo-differential equations. These include the fractional in time versions of HJB equations governing the controlled scaled CTRW. As a preliminary step which is…

Analysis of PDEs · Mathematics 2014-02-28 V. Kolokoltsov , M. Veretennikova

In this paper we consider a final value problem for a diffusion equation with time-space fractional differentiation on a bounded domain $D$ of $ \mathbb{R}^{k}$, $k\ge 1$, which includes the fractional power $\mathcal L^\beta$, $0<\beta\le…

Analysis of PDEs · Mathematics 2020-06-24 Nguyen Huy Tuan , Tran Bao Ngoc , Yong Zhou , Donal O'Regan

We consider the spatially $3$-D version of the following Keller-Segel-Navier-Stokes system with rotational flux $$\left\{\begin{array}{l} n_t+u\cdot\nabla n=\Delta n-\nabla\cdot(nS(x,n,c)\nabla c),\quad x\in \Omega, t>0, c_t+u\cdot\nabla…

Analysis of PDEs · Mathematics 2019-12-23 Jiashan Zheng

In this paper, we consider the fractional Camassa-Holm equation modelling the propagation of small-but-finite amplitude long unidirectional waves in a nonlocally and nonlinearly elastic medium. First, we establish the local well-posedness…

Analysis of PDEs · Mathematics 2020-06-08 Lili Fan , Hongjun Gao , Junfang Wang , Wei Yan

For a real-valued one dimensional diffusive strict local martingale,, we provide a set of smooth functions in which the Cauchy problem has a unique classical solution under a local H\"older condition. Under the weaker Engelbert-Schmidt…

Mathematical Finance · Quantitative Finance 2022-05-11 Umut Cetin , Kasper Larsen

This paper mainly investigates the Cauchy problem of the spatially weighted dissipative equation with initial data in the weighted Lebesgue space. A generalized Hankel Transform is introduced to derive the analytical solution and a special…

Analysis of PDEs · Mathematics 2016-09-13 Ziheng Tu , Xiaojun Lu

We present a general framework for the rigorous numerical analysis of time-fractional nonlinear parabolic partial differential equations, with a fractional derivative of order $\alpha\in(0,1)$ in time. The framework relies on three…

Numerical Analysis · Mathematics 2017-12-05 Bangti Jin , Buyang Li , Zhi Zhou

We study two new classes of inverse problems for a time-switched system in which a fractional wave equation (with Caputo derivative of order $\alpha \in (1,2)$) governs the dynamics on the interval $[0,a)$, and a fractional diffusion…

Analysis of PDEs · Mathematics 2026-05-26 E. T. Karimov , N. A. Murolimova

In this paper we develop the theory of initial and boundary value problems for the self-adjoint nabla fractional difference equation containing a Caputo fractional nabla difference that is given by \[ \nabla[p(t+1)\nabla_{a*}^\nu x(t+1)] +…

Classical Analysis and ODEs · Mathematics 2020-02-20 Kevin Ahrendt , Lydia DeWolf , Liam Mazurowski , Kelsey Mitchell , Tim Rolling , Dominic Veconi

We consider a Keller-Segel model with non-linear porous medium type diffusion and non-local attractive power law interaction, focusing on potentials that are less singular than Newtonian interaction. Here, the nonlinear diffusion is chosen…

Analysis of PDEs · Mathematics 2024-12-18 Shen Bian , Yichen Zou

We study the Cauchy problem for fractional Schr\"odinger equation with cubic convolution nonlinearity ($i\partial_t u - (-\Delta)^{\frac{\alpha}{2}}u\pm (K\ast |u|^2) u =0$) with Cauchy data in the modulation spaces $M^{p,q}(\mathbb…

Analysis of PDEs · Mathematics 2018-10-10 Divyang G. Bhimani

In this work we investigate an inverse coefficient problem for the one-dimensional subdiffusion model, which involves a Caputo fractional derivative in time. The inverse problem is to determine two coefficients and multiple parameters (the…

Analysis of PDEs · Mathematics 2024-03-19 Siyu Cen , Bangti Jin , Yavar Kian , Eric Soccorsi , Rachid Zarouf , Zhi Zhou

In this article, we consider the following stochastic fractional diffusion equation \begin{equation*} \left(\partial^{\beta}+\dfrac{\nu}{2}\left(-\Delta\right)^{\alpha / 2}\right) u(t, x)= \lambda\: I_{0_+}^{\gamma}\left[u(t, x) \dot{W}(t,…

Probability · Mathematics 2023-03-22 Yuhui Guo , Jian Song , Xiaoming Song

In this paper, we study a one dimensional nonlinear equation with diffusion $-\nu(-\partial_{xx})^{\frac{\alpha}{2}}$ for $0\leq \alpha\leq 2$ and $\nu>0$. We use a viscous-splitting algorithm to obtain global nonnegative weak solutions in…

Analysis of PDEs · Mathematics 2021-03-08 Yu Gao , Cong Wang , Xiaoping Xue

We are concerned with the Keller--Segel--Navier--Stokes system \begin{equation*} \left\{ \begin{array}{ll} \rho_t+u\cdot\nabla\rho=\Delta\rho-\nabla\cdot(\rho \mathcal{S}(x,\rho,c)\nabla c)-\rho m, &\!\! (x,t)\in \Omega\times (0,T), \\…

Analysis of PDEs · Mathematics 2020-06-24 Myowin Htwe , Peter Y. H. Pang , Yifu Wang

This work deals with the aggregation diffusion equation \[\partial_t \rho = \Delta_p\rho + \lambda div((K_a*\rho)\rho),\] where $K_a(x)=\frac{x}{|x|^a}$ is an attraction kernel and $\Delta_p$ is the so called $p$-Laplacian. We show that the…

Analysis of PDEs · Mathematics 2020-01-22 Laurent Lafleche , Samir Salem

In this paper, we investigate the semilinear equation with a time-space fractional structural damping and a nonlocal in time nonlinearity \begin{equation*} {\mathbf{D}}_{0|t}^{1+\alpha_1}u + (-\Delta)^\sigma u+(-\Delta…

Analysis of PDEs · Mathematics 2020-02-25 K. Bouguetof

In this paper we obtain necessary conditions and sufficient conditions on the initial data for the solvability of the Cauchy problem $$ \partial_t u+(-\Delta)^{\frac{\theta}{2}}u=u^p,\quad x\in{\bf R}^N,\,\,t>0, \qquad u(0)=\mu\ge…

Analysis of PDEs · Mathematics 2016-07-06 Kotaro Hisa , Kazuhiro Ishige

We consider the linear integro-differential operator $L$ defined by \[ Lu(x) =\int_\Rn (u(x+y) - u(x) - 1_{[1,2]}(\alpha) 1_{\{|y|\leq 2\}}(y)y \cdot \nabla u(x)) k(x,y) \sd y . \] Here the kernel $k(x,y)$ behaves like $|y|^{-d-\alpha}$,…

Probability · Mathematics 2007-05-23 H. Abels M. Kassmann
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