Well-posedness of fractional parabolic equations

In the present paper, we consider the abstract Cauchy problem for the fractional differential equation

in an arbitrary Banach space E with the strongly positive operators . The well-posedness of this problem in spaces of smooth functions is established. The coercive stability estimates for the solution of problems for 2mth order multidimensional fractional parabolic equations and one-dimensional fractional parabolic equations with nonlocal boundary conditions in a space variable are obtained. The stable difference scheme for the approximate solution of this problem is presented. The well-posedness of the difference scheme in difference analogues of spaces of smooth functions is established. In practice, the coercive stability estimates for the solution of difference schemes for the fractional parabolic equation with nonlocal boundary conditions in a space variable and the 2mth order multidimensional fractional parabolic equation are obtained.

MSC: 65M12, 65N12.

It is known that differential equations involving derivatives of noninteger order have shown to be adequate models for various physical phenomena in areas like rheology, damping laws, diffusion processes, etc. Methods of solutions of problems for fractional differential equations have been studied extensively by many researchers (see, e.g., [1-43] and the references given therein).

The role played by coercive stability inequalities (well-posedness) in the study of boundary value problems for parabolic partial differential equations is well known (see, e.g., [44-51]). In the present paper, the initial value problem

for the fractional differential equation in an arbitrary Banach space E with the linear (unbounded) operators is considered. Here and are the unknown and the given functions, respectively, defined on with values in E. The derivative is understood as the limit in the norm of E of the corresponding ratio of differences. is a given closed linear operator in E with the domain , independent of t and dense in E. Finally, .

Here is the standard Riemann-Liouville derivative of order . This fractional differential equation corresponds to the Basset problem [9]. It represents a classical problem in fluid dynamics where the unsteady motion of a particle accelerates in a viscous fluid due to the gravity of force. Recently, fractional Basset equations with independent in t operator coefficients have been studied extensively (see, e.g., [52-56] and the references given therein).

In the present paper, the well-posedness of problem (2) with dependent in t operator coefficients in spaces of smooth functions is established. In practice, the coercive stability estimates for the solution of problems for 2mth order multidimensional fractional parabolic equations and one-dimensional fractional parabolic equations with nonlocal boundary conditions in a space variable are obtained. The stable difference scheme for the approximate solution of initial value problem (2)

is presented. Here .

The paper is organized as follows. The well-posedness of problem (2) in spaces of smooth functions is established in Section 2. In Section 3 the coercive stability estimates for the solution of problems for 2mth order multidimensional fractional parabolic equations and one-dimensional fractional parabolic equations with nonlocal boundary conditions are obtained. The well-posedness of (3) in difference analogues of spaces of smooth functions is established and the coercive stability estimates for the solution of difference schemes for the fractional parabolic equation with nonlocal boundary conditions in a space variable and the 2mth order multidimensional fractional parabolic equation are obtained in Section 4.

A function is called a solution of problem (2) if the following conditions are satisfied:

(i) is continuously differentiable on the segment . The derivatives at the endpoints of the segment are understood as the appropriate unilateral derivatives.

(ii) The element belongs to for all and the function is continuous on the segment .

(iii) satisfies the equation and the initial condition (2).

A solution of problem (2) defined in this manner will from now on be referred to as a solution of problem (2) in the space of all continuous functions defined on with values in E equipped with the norm

In this paper, positive constants, which can differ in time, are indicated with an M. On the other hand, is used to focus on the fact that the constant depends only on  .

The well-posedness in of boundary value problem (2) means that the coercive inequality

is true for its solution .

Suppose that for each the operator generates an analytic semigroup () with an exponentially decreasing norm, when , i.e., the following estimates

hold for some , . From this inequality it follows the operator exists and is bounded, and hence is closed in .

Suppose that the operator is Hölder continuous in t in the uniform operator topology for each fixed s, that is,

An operator-valued function , defined and strongly continuous jointly in t, s for , is called a fundamental solution of (2) if

(1) the operator is strongly continuous in t and s for ,

(2)

the following identity holds:

(3) the operator maps the region D into itself. The operator is bounded and strongly continuous in t and s for ,

(4) on the region D the operator is strongly differentiable relative to t and s, while

and

Now, let us obtain the representation for the solution of problem (2). The initial value problem

has a unique solution [54] and the following formula holds:

Using and the formula , we get

Now, we will give a series of interesting lemmas and estimates concerning the fundamental solution of (2) which will be useful in the sequel.

Lemma 2.1For anyand, the following identities hold:

Lemma 2.2For any, and, the following estimates hold:

Theorem 2.1Letbe a strongly positive operator in a Banach spaceEand. Then for the solutioninof initial value problem (2), the following stability inequality holds:

Proof Using formula (12), we get

Applying formula (23) and the formula

we obtain

Let us first obtain the estimate

for any . We have that

Applying estimate (21), we get

Now, we will estimate . We have that

Applying estimate (17), we get

Estimate (26) follows from estimates (29) and (31).

Now, let us first estimate . Applying the triangle inequality and estimate (26), we get

for any . Applying the above inequality and the integral inequality, we obtain

Using the triangle inequality and equation (2), we get

Estimate (22) follows from estimates (33) and (35). Theorem 2.1 is proved. □

With the help of , we introduce the fractional spaces , , consisting of all for which the following norms are finite:

From (6) and (7) it follows that

Theorem 2.2for alland.

Problem (2) is not well posed in for arbitrary E. It turns out that a Banach space E can be restricted to a Banach space in such a manner that the restricted problem (2) in will be well posed in . The role of will be played here by the fractional spaces ().

Theorem 2.3Suppose (). Suppose that assumptions (6) and (7) hold and. Then for the solutioninof problem (2), the coercive inequality

holds.

Proof

By Theorem 2.1,

for the solution of initial value problem (2). The proof of the estimate

for the solution of initial value problem (2) is based on formula (12), estimate (38) and the following estimates [54]:

Using equation (2) and the triangle inequality, we get

Estimate (37) follows from estimates (39) and (42). Theorem 2.3 is proved. □

Let us give, without proof, the following result.

Theorem 2.4Suppose that assumption (6) holds. Suppose that the operatoris Hölder continuous intin the uniform operator topology for each fixeds, that is,

whereMandεare positive constants independent oft, sandτfor. Suppose (). Then for the solutioninof problem (2), the coercive inequality

holds.

Now, we consider the applications of Theorems 2.1, 2.3 and 2.4.

First, the Cauchy problem on the range for the 2m-order multidimensional fractional parabolic equation is considered:

where and are given as sufficiently smooth functions. Here, σ is a sufficiently large positive constant.

Let us consider a differential operator with constant coefficients of the form

acting on functions defined on the entire space . Here is a vector with nonnegative integer components, . If () is an infinitely differentiable function that decays at infinity together with all its derivatives, then by means of the Fourier transformation, one establishes the equality

Here the Fourier transform operator is defined by the following rule:

The function is called the symbol of the operator B and is given by

We will assume that the symbol

of the differential operator of the form

acting on functions defined on the space , satisfies the inequalities

for . Problem (45) has a unique smooth solution. This allows us to reduce problem (45) to the abstract Cauchy problem (2) in a Banach space of all continuous bounded functions defined on satisfying the Hölder condition with the indicator with a strongly positive operator defined by (52) (see [57,58]).

Theorem 3.1For the solution of boundary problem (45), the following estimates are satisfied:

The proof of Theorem 3.1 is based on the abstract Theorems 2.1, 2.3, 2.4 and the coercivity inequality for an elliptic operator in and on the following theorem on the structure of the fractional spaces .

Theorem 3.2for alland[59].

Second, we consider the mixed boundary value problem for the fractional parabolic equation

where and are given sufficiently smooth functions and . Here, σ is a sufficiently large positive constant.

We introduce the Banach spaces () of all continuous functions satisfying the Hölder condition for which the following norms are finite:

where is the space of all continuous functions defined on [0,1] with the usual norm

It is known that the differential expression [60]

defines a positive operator acting in with the domain and satisfying the conditions , . Therefore, we can replace the mixed problem (56) by the abstract boundary value problem (2). Using the results of Theorems 2.1, 2.3, 2.4, we can obtain the following theorem.

Theorem 3.3For the solution of mixed problem (56), the following estimates are valid:

The proof of Theorem 3.3 is based on abstract Theorems 2.1, 2.3, 2.4 and on the following theorem on the structure of the fractional spaces .

Theorem 3.4for all, [60].

Let us first obtain the representation for the solution of problem (3). It is clear that the first order of accuracy difference scheme

has a solution and the following formula holds:

where

Here . Denote that

Applying the formula , we get

So, formula (66) gives the representation for the solution of problem (3).

Let be the linear space of mesh functions with values in the Banach space E. Next on we introduce the Banach space with the norm

Theorem 4.1Letbe a strongly positive operator in a Banach spaceE. Then for the solutioninof initial value problem (3), the stability inequality

holds.

Proof Using formula (66), we get

Applying formulas (69) and (65), we obtain

Let us first obtain the estimate

for any . We have that

Using estimates

and the following elementary inequality:

we obtain

Now, we will estimate . We have that

Applying estimates (73) and (74), we get

Estimate (71) follows from estimates (75) and (80).

Now, let us first estimate . Applying the triangle inequality and estimate (71), we get

for any . Applying the above inequality and the difference analogue of the integral inequality, we obtain

Using the triangle inequality and equation (3), we get

Estimate (68) follows from estimates (88) and (89). Theorem 4.1 is proved. □

With the help of , we introduce the fractional spaces , , consisting of all for which the following norms are finite:

From (73) it follows that

Theorem 4.2for alland.

Problem (3) is not well posed in for arbitrary E. It turns out that a Banach space E can be restricted to a Banach space in such a manner that the restricted problem (3) in will be well posed in . The role of will be played here by the fractional spaces ().

Theorem 4.3Suppose that assumptions (6) and (7) hold and. Then for the solutioninof initial value problem (3), the coercive stability inequality

holds.

Proof

By Theorem 4.1,

for the solution of initial value problem (3). The proof of the estimate

for the solution of initial value problem (3) is based on estimate (92) and the following estimates [51]:

Using the triangle inequality and equation (3), we get

Estimate (91) follows from estimates (93) and (96). Theorem 4.3 is proved. □

Let us give, without proof, the following result.

Theorem 4.4Suppose that assumptions (6) and (43) hold. Then for the solutioninof initial value problem (3), the coercive stability inequality

holds.

Note that by passing to the limit for , one can recover Theorems 2.1-2.3 and 2.4.

Now, we consider the applications of Theorems 4.1, 4.3 and 4.4.

First, initial value problem (45) is considered. The discretization of problem (45) is carried out in two steps. In the first step, the grid space () is defined as the set of all points of the Euclidean space whose coordinates are given by

The difference operator is assigned to the differential operator , defined by (52). The operator

acts on functions defined on the entire space . Here is a vector with nonnegative integer coordinates,

where is the unit vector of the axis .

An infinitely differentiable function of the continuous argument that is continuous and bounded together with all its derivatives is said to be smooth. We say that the difference operator is a λth order () approximation of the differential operator if the inequality

holds for any smooth function . The coefficients are chosen in such a way that the operator approximates in a specified way the operator . It will be assumed that the operator approximates the differential operator with any prescribed order [57,58].

The function is obtained by replacing the operator in the right-hand side of equality (99) with the expression , respectively, and is called the symbol of the difference operator .

It will be assumed that for and fixed x, the symbol of the operator satisfies the inequalities

Suppose that the coefficient of the operator is bounded and satisfies the inequalities

With the help of , we arrive at the nonlocal boundary value problem

for an infinite system of ordinary differential equations.

In the second step, problem (104) is replaced by the difference scheme

Based on the number of corollaries of the abstract theorems given in the above, to formulate the result, one needs to introduce the spaces and of all bounded grid functions defined on , equipped with the norms

Theorem 5.1Suppose that assumptions (102) and (103) for the operatorhold. Then, the solutions of difference scheme (105) satisfy the following stability estimates:

The proof of Theorem 5.1 is based on the abstract Theorems 4.1, 4.3, 4.4 and the strong positivity of the operator defined by (114) in and on the following two theorems on the coercivity inequality for the solution of the elliptic difference equation in and on the structure of the fractional space .

Theorem 5.2Suppose that assumptions (102) and (103) for the operatorhold. Then for the solutions of the elliptic difference equation

the estimates[54]

are valid.

Theorem 5.3Suppose that assumptions (102) and (103) for the operatorhold. Then for any, the norms in the spacesandare equivalent uniformly inh[51].

Second, we consider mixed boundary value problem (56). The discretization of problem (56) is carried out in two steps. In the first step, let us define the grid space

We introduce the Banach space () of the grid functions defined on , equipped with the norm

where is the space of the grid functions defined on , equipped with the norm

To the differential operator A generated by problem (56), we assign the difference operator by the formula

acting in the space of grid functions satisfying the conditions , . With the help of , we arrive at the initial boundary value problem

for an infinite system of ordinary fractional differential equations. In the second step, we replace problem (115) by difference scheme (3)

Theorem 5.4Letτandhbe sufficiently small numbers. Then, the solutions of difference scheme (116) satisfy the following stability estimates:

The proof of Theorem 5.4 is based on the abstract Theorems 4.1, 4.3, 4.4 and the strong positivity of the operator defined by (114) in and on the following theorem on the structure of the fractional space .

Theorem 5.5For any, the norms in the spacesandare equivalent uniformly inhand[60].

The author declares that they have no competing interests.

The author would like to thank Prof. P. E. Sobolevskii for his helpful suggestions to the improvement of this paper.

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