Novel analytical and numerical methods for solving fractional dynamical systems

During the past three decades, the subject of fractional calculus (that is, calculus of integrals and derivatives of arbitrary order) has gained considerable popularity and importance, mainly due to its demonstrated applications in numerous diverse and widespread fields in science and engineering. For example, fractional calculus has been successfully applied to problems in system biology, physics, chemistry and biochemistry, hydrology, medicine, and finance. In many cases these new fractional-order models are more adequate than the previously used integer-order models, because fractional derivatives and integrals enable the description of the memory and hereditary properties inherent in various materials and processes that are governed by anomalous diffusion. Hence, there is a growing need to find the solution behaviour of these fractional differential equations. However, the analytic solutions of most fractional differential equations generally cannot be obtained. As a consequence, approximate and numerical techniques are playing an important role in identifying the solution behaviour of such fractional equations and exploring their applications. The main objective of this thesis is to develop new effective numerical methods and supporting analysis, based on the finite difference and finite element methods, for solving time, space and time-space fractional dynamical systems involving fractional derivatives in one and two spatial dimensions. A series of five published papers and one manuscript in preparation will be presented on the solution of the space fractional diffusion equation, space fractional advectiondispersion equation, time and space fractional diffusion equation, time and space fractional Fokker-Planck equation with a linear or non-linear source term, and fractional cable equation involving two time fractional derivatives, respectively. One important contribution of this thesis is the demonstration of how to choose different approximation techniques for different fractional derivatives. Special attention has been paid to the Riesz space fractional derivative, due to its important application in the field of groundwater flow, system biology and finance. We present three numerical methods to approximate the Riesz space fractional derivative, namely the L1/ L2-approximation method, the standard/shifted Gr¨unwald method, and the matrix transform method (MTM). The first two methods are based on the finite difference method, while the MTM allows discretisation in space using either the finite difference or finite element methods. Furthermore, we prove the equivalence of the Riesz fractional derivative and the fractional Laplacian operator under homogeneous Dirichlet boundary conditions – a result that had not previously been established. This result justifies the aforementioned use of the MTM to approximate the Riesz fractional derivative. After spatial discretisation, the time-space fractional partial differential equation is transformed into a system of fractional-in-time differential equations. We then investigate numerical methods to handle time fractional derivatives, be they Caputo type or Riemann-Liouville type. This leads to new methods utilising either finite difference strategies or the Laplace transform method for advancing the solution in time. The stability and convergence of our proposed numerical methods are also investigated. Numerical experiments are carried out in support of our theoretical analysis. We also emphasise that the numerical methods we develop are applicable for many other types of fractional partial differential equations.

Analytical and numerical solutions for the time and space-symmetric fractional diffusion equation

We consider a time and space-symmetric fractional diffusion equation (TSS-FDE) under homogeneous Dirichlet conditions and homogeneous Neumann conditions. The TSS-FDE is obtained from the standard diffusion equation by replacing the first-order time derivative by a Caputo fractional derivative, and the second order space derivative by a symmetric fractional derivative. First, a method of separating variables expresses the analytical solution of the TSS-FDE in terms of the Mittag--Leffler function. Second, we propose two numerical methods to approximate the Caputo time fractional derivative: the finite difference method; and the Laplace transform method. The symmetric space fractional derivative is approximated using the matrix transform method. Finally, numerical results demonstrate the effectiveness of the numerical methods and to confirm the theoretical claims.

Analytical solutions for the multi-term time-space Caputo-Riesz fractional advection-diffusion equations on a finite domain

Generalized fractional partial differential equations have now found wide application for describing important physical phenomena, such as subdiffusive and superdiffusive processes. However, studies of generalized multi-term time and space fractional partial differential equations are still under development. In this paper, the multi-term time-space Caputo-Riesz fractional advection diffusion equations (MT-TSCR-FADE) with Dirichlet nonhomogeneous boundary conditions are considered. The multi-term time-fractional derivatives are defined in the Caputo sense, whose orders belong to the intervals [0, 1], [1, 2] and [0, 2], respectively. These are called respectively the multi-term time-fractional diffusion terms, the multi-term time-fractional wave terms and the multi-term time-fractional mixed diffusion-wave terms. The space fractional derivatives are defined as Riesz fractional derivatives. Analytical solutions of three types of the MT-TSCR-FADE are derived with Dirichlet boundary conditions. By using Luchko's Theorem (Acta Math. Vietnam., 1999), we proposed some new techniques, such as a spectral representation of the fractional Laplacian operator and the equivalent relationship between fractional Laplacian operator and Riesz fractional derivative, that enabled the derivation of the analytical solutions for the multi-term time-space Caputo-Riesz fractional advection-diffusion equations. © 2012.

Analytical solutions for the multi-term time-fractional diffusion-wave/diffusion equations in a finite domain

Multi-term time-fractional differential equations have been used for describing important physical phenomena. However, studies of the multi-term time-fractional partial differential equations with three kinds of nonhomogeneous boundary conditions are still limited. In this paper, a method of separating variables is used to solve the multi-term time-fractional diffusion-wave equation and the multi-term time-fractional diffusion equation in a finite domain. In the two equations, the time-fractional derivative is defined in the Caputo sense. We discuss and derive the analytical solutions of the two equations with three kinds of nonhomogeneous boundary conditions, namely, Dirichlet, Neumann and Robin conditions, respectively.

Anomalous reaction-diffusion as a model of nonexponential DNA escape kinetics

We show that data from recent experiments carried out on the kinetics of DNA escape from alpha-hemolysin nanopores [M. Wiggin, C. Tropini, C. T. Cossa, N. N. Jetha, and A. Marziali, Biophys. J. 95, 5317 (2008)] may be rationalized by a model of chain dynamics based on the anomalous diffusion of a particle moving in a harmonic well in the presence of a delta function sink. The experiments of Wiggin found, among other things, that the occasional occurrence of unusually long escape times in the distribution of chain trapping events led to nonexponential decays in the survival probability, S(t), of the DNA molecules within the nanopore. Wiggin ascribed this nonexponentiality to the existence of a distribution of trapping potentials, which they suggested was theresult of stochastic interactions between the bases of the DNA and the amino acids located on the surface of the nanopore. Based on this idea, they showed that the experimentally determined S(t) could be well fit in both the short and long time regimes by a function of the form (1+t/tau)(-alpha) (the so called Becquerel function). In our model, S(t) is found to be given by a Mittag-Leffler function at short times and by a generalized Mittag-Leffler function at long times. By suitable choice of certain parameter values, these functions are found to fit the experimental S(t) even better than the Becquerel function. Anomalous diffusion of DNA within the trap prior to escape over a barrier of fixed height may therefore provide a second, plausible explanation of the data, and may offer fresh perspectives on similar trapping and escape problems.

Dynamics of Barrierless and Activated Chemical Reactions in a Dispersive Medium within the Fractional Diffusion Equation Approach

Barrierless chemical reactions have often been modeled as a Brownian motion on a one-dimensional harmonic potential energy surface with a position-dependent reaction sink or window located near the minimum of the surface. This simple (but highly successful) description leads to a nonexponential survival probability only at small to intermediate times but exponential decay in the long-time limit. However, in several reactive events involving proteins and glasses, the reactions are found to exhibit a strongly nonexponential (power law) decay kinetics even in the long time. In order to address such reactions, here, we introduce a model of barrierless chemical reaction where the motion along the reaction coordinate sustains dispersive diffusion. A complete analytical solution of the model can be obtained only in the frequency domain, but an asymptotic solution is obtained in the limit of long time. In this case, the asymptotic long-time decay of the survival probability is a power law of the Mittag−Leffler functional form. When the barrier height is increased, the decay of the survival probability still remains nonexponential, in contrast to the ordinary Brownian motion case where the rate is given by the Smoluchowski limit of the well-known Kramers' expression. Interestingly, the reaction under dispersive diffusion is shown to exhibit strong dependence on the initial state of the system, thus predicting a strong dependence on the excitation wavelength for photoisomerization reactions in a dispersive medium. The theory also predicts a fractional viscosity dependence of the rate, which is often observed in the reactions occurring in complex environments.

Playing Games on Sets and Models

The most prominent objective of the thesis is the development of the generalized descriptive set theory, as we call it. There, we study the space of all functions from a fixed uncountable cardinal to itself, or to a finite set of size two. These correspond to generalized notions of the universal Baire space (functions from natural numbers to themselves with the product topology) and the Cantor space (functions from natural numbers to the {0,1}-set) respectively. We generalize the notion of Borel sets in three different ways and study the corresponding Borel structures with the aims of generalizing classical theorems of descriptive set theory or providing counter examples. In particular we are interested in equivalence relations on these spaces and their Borel reducibility to each other. The last chapter shows, using game-theoretic techniques, that the order of Borel equivalence relations under Borel reduciblity has very high complexity. The techniques in the above described set theoretical side of the thesis include forcing, general topological notions such as meager sets and combinatorial games of infinite length. By coding uncountable models to functions, we are able to apply the understanding of the generalized descriptive set theory to the model theory of uncountable models. The links between the theorems of model theory (including Shelah's classification theory) and the theorems in pure set theory are provided using game theoretic techniques from Ehrenfeucht-Fraïssé games in model theory to cub-games in set theory. The bottom line of the research declairs that the descriptive (set theoretic) complexity of an isomorphism relation of a first-order definable model class goes in synch with the stability theoretical complexity of the corresponding first-order theory. The first chapter of the thesis has slightly different focus and is purely concerned with a certain modification of the well known Ehrenfeucht-Fraïssé games. There we (me and my supervisor Tapani Hyttinen) answer some natural questions about that game mainly concerning determinacy and its relation to the standard EF-game

Green function for the diffusion limit of one-dimensional continuous time random walks

It is shown how the fractional probability density diffusion equation for the diffusion limit of one-dimensional continuous time random walks may be derived from a generalized Markovian Chapman-Kolmogorov equation. The non-Markovian behaviour is incorporated into the Markovian Chapman-Kolmogorov equation by postulating a Levy like distribution of waiting times as a kernel. The Chapman-Kolmogorov equation so generalised then takes on the form of a convolution integral. The dependence on the initial conditions typical of a non-Markovian process is treated by adding a time dependent term involving the survival probability to the convolution integral. In the diffusion limit these two assumptions about the past history of the process are sufficient to reproduce anomalous diffusion and relaxation behaviour of the Cole-Cole type. The Green function in the diffusion limit is calculated using the fact that the characteristic function is the Mittag-Leffler function. Fourier inversion of the characteristic function yields the Green function in terms of a Wright function. The moments of the distribution function are evaluated from the Mittag-Leffler function using the properties of characteristic functions and a relation between the powers of the second moment and higher order even moments is derived. (C) 2004 Elsevier B.V. All rights reserved.

Processos difusivos generalizados

We investigate several diffusion equations which extend the usual one by considering the presence of nonlinear terms or a memory effect on the diffusive term. We also considered a spatial time dependent diffusion coefficient. For these equations we have obtained a new classes of solutions and studied the connection of them with the anomalous diffusion process. We start by considering a nonlinear diffusion equation with a spatial time dependent diffusion coefficient. The solutions obtained for this case generalize the usual one and can be expressed in terms of the q-exponential and q-logarithm functions present in the generalized thermostatistics context (Tsallis formalism). After, a nonlinear external force is considered. For this case the solutions can be also expressed in terms of the q-exponential and q-logarithm functions. However, by a suitable choice of the nonlinear external force, we may have an exponential behavior, suggesting a connection with standard thermostatistics. This fact reveals that these solutions may present an anomalous relaxation process and then, reach an equilibrium state of the kind Boltzmann- Gibbs. Next, we investigate a nonmarkovian linear diffusion equation that presents a kernel leading to the anomalous diffusive process. Particularly, our first choice leads to both a the usual behavior and anomalous behavior obtained through a fractionalderivative equation. The results obtained, within this context, correspond to a change in the waiting-time distribution for jumps in the formalism of random walks. These modifications had direct influence in the solutions, that turned out to be expressed in terms of the Mittag-Leffler or H of Fox functions. In this way, the second moment associated to these distributions led to an anomalous spread of the distribution, in contrast to the usual situation where one finds a linear increase with time

On anomalous diffusion and the fractional generalized Langevin equation for a harmonic oscillator

The fractional generalized Langevin equation (FGLE) is proposed to discuss the anomalous diffusive behavior of a harmonic oscillator driven by a two-parameter Mittag-Leffler noise. The solution of this FGLE is discussed by means of the Laplace transform methodology and the kernels are presented in terms of the three-parameter Mittag-Leffler functions. Recent results associated with a generalized Langevin equation are recovered.

Alcuni problemi additivi riguardanti i numeri primi

La tesi prende spunto da due laboratori del Piano di Lauree Scientifiche, "Numeri primi e crittografia" e "Giocare con i numeri". Si approfondiscono i problemi additivi riguardanti i numeri primi. Questi sono stati scelti per due principali motivi: la semplicità dei contenuti, che possono essere compresi dagli studenti di tutti i tipi di scuola, e la possibilità di prestarsi bene ad un approccio di tipo laboratoriale da parte degli studenti, adattabile alle diverse preparazioni matematiche e al tempo stesso in grado di stimolare curiosità su problemi ancora irrisolti. Si mostreranno metodi di risoluzione di tipo elementare ma anche metodi che coinvolgono l'analisi complessa.

Il teorema della mappa di Riemann

Il teorema della mappa di Riemann è un risultato fondamentale dell'analisi complessa che afferma l'esistenza di un biolomorfismo tra un qualsiasi dominio semplicemente connesso incluso strettamente nel piano ed il disco unità. Si tratta di un teorema di grande importanza e generalità, dato che non si fa alcuna ipotesi sul bordo del dominio considerato. Inoltre ha applicazioni in diverse aree della matematica, ad esempio nella topologia: può infatti essere usato per dimostrare che due domini semplicemente connessi del piano sono tra loro omeomorfi. Presentiamo in questa tesi due diverse dimostrazioni del teorema.

Trasformata e antitrasformata di Fourier per funzioni sommabili e applicazioni

In questa tesi viene trattata la trasformata di Fourier per funzioni sommabili, con particolare riguardo per il cosiddetto teorema di inversione, che permette il calcolo di sofisticati integrali reali. Viene inoltre fornito un capitolo di premesse di analisi complessa, utili al calcolo esplicito di trasformate di Fourier.

Dielectric relaxation in biological materials

The study of dielectric properties concerns storage and dissipation of electric and magnetic energy in materials. Dielectrics are important in order to explain various phenomena in Solid-State Physics and in Physics of Biological Materials. Indeed, during the last two centuries, many scientists have tried to explain and model the dielectric relaxation. Starting from the Kohlrausch model and passing through the ideal Debye one, they arrived at more com- plex models that try to explain the experimentally observed distributions of relaxation times, including the classical (Cole-Cole, Davidson-Cole and Havriliak-Negami) and the more recent ones (Hilfer, Jonscher, Weron, etc.). The purpose of this thesis is to discuss a variety of models carrying out the analysis both in the frequency and in the time domain. Particular attention is devoted to the three classical models, that are studied using a transcendental function known as Mittag-Leffler function. We highlight that one of the most important properties of this function, its complete monotonicity, is an essential property for the physical acceptability and realizability of the models. Lo studio delle proprietà dielettriche riguarda l’immagazzinamento e la dissipazione di energia elettrica e magnetica nei materiali. I dielettrici sono importanti al fine di spiegare vari fenomeni nell’ambito della Fisica dello Stato Solido e della Fisica dei Materiali Biologici. Infatti, durante i due secoli passati, molti scienziati hanno tentato di spiegare e modellizzare il rilassamento dielettrico. A partire dal modello di Kohlrausch e passando attraverso quello ideale di Debye, sono giunti a modelli più complessi che tentano di spiegare la distribuzione osservata sperimentalmente di tempi di rilassamento, tra i quali modelli abbiamo quelli classici (Cole-Cole, Davidson-Cole e Havriliak-Negami) e quelli più recenti (Hilfer, Jonscher, Weron, etc.). L’obiettivo di questa tesi è discutere vari modelli, conducendo l’analisi sia nel dominio delle frequenze sia in quello dei tempi. Particolare attenzione è rivolta ai tre modelli classici, i quali sono studiati utilizzando una funzione trascendente nota come funzione di Mittag-Leffler. Evidenziamo come una delle più importanti proprietà di questa funzione, la sua completa monotonia, è una proprietà essenziale per l’accettabilità fisica e la realizzabilità dei modelli.