An Analog of the Tricomi Problem for a Mixed Type Equation with a Partial Fractional Derivative

Mathematics Subject Classification 2010: 35M10, 35R11, 26A33, 33C05, 33E12, 33C20.

Matrix-Variate Statistical Distributions and Fractional Calculus

MSC 2010: 15A15, 15A52, 33C60, 33E12, 44A20, 62E15 Dedicated to Professor R. Gorenflo on the occasion of his 80th birthday

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.

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.

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

Cauchy-Type Problem for Diffusion-Wave Equation with the Riemann-Liouville Partial Derivative

2000 Mathematics Subject Classification: 35A15, 44A15, 26A33

Well-Posedness of the Cauchy Problem for Inhomogeneous Time-Fractional Pseudo-Differential Equations

Mathematics Subject Classification: 26A33, 45K05, 35A05, 35S10, 35S15, 33E12

On q–Analogues of Caputo Derivative and Mittag–Leffler Function

Mathematics Subject Classification: 33D60, 33E12, 26A33

Generalized Fractional Evolution Equation

2000 Mathematics Subject Classification: Primary 46F25, 26A33; Secondary: 46G20

Fractional Integration and Fractional Differentiation of the M-Series

Mathematics Subject Classification: 26A33, 33C60, 44A15

Eigenfunctions and fundamental solutions of the fractional Laplace and Dirac operators: the Riemann-Liouville case

In this paper we study eigenfunctions and fundamental solutions for the three parameter fractional Laplace operator $\Delta_+^{(\alpha,\beta,\gamma)}:= D_{x_0^+}^{1+\alpha} +D_{y_0^+}^{1+\beta} +D_{z_0^+}^{1+\gamma},$ where $(\alpha, \beta, \gamma) \in \,]0,1]^3$, and the fractional derivatives $D_{x_0^+}^{1+\alpha}$, $D_{y_0^+}^{1+\beta}$, $D_{z_0^+}^{1+\gamma}$ are in the Riemann-Liouville sense. Applying operational techniques via two-dimensional Laplace transform we describe a complete family of eigenfunctions and fundamental solutions of the operator $\Delta_+^{(\alpha,\beta,\gamma)}$ in classes of functions admitting a summable fractional derivative. Making use of the Mittag-Leffler function, a symbolic operational form of the solutions is presented. From the obtained family of fundamental solutions we deduce a family of fundamental solutions of the fractional Dirac operator, which factorizes the fractional Laplace operator. We apply also the method of separation of variables to obtain eigenfunctions and fundamental solutions.

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.