Fractional-Parabolic Systems

We develop a theory of the Cauchy problem for linear evolution systems of partial differential equations with the Caputo-Dzrbashyan fractional derivative in the time variable $t$. The class of systems considered in the paper is a fractional extension of the class of systems of the first order in $t$ satisfying the uniform strong parabolicity condition. We construct and investigate the Green matrix of the Cauchy problem. While similar results for the fractional diffusion equations were based on the H-function representation of the Green matrix for equations with constant coefficients (not available in the general situation), here we use, as a basic tool, the subordination identity for a model homogeneous system. We also prove a uniqueness result based on the reduction to an operator-differential equation.Comment: Version 3 contains corrections (pages 6 and 23) as compared with the published tex

On the inverse of the Caputo matrix exponential

[EN] Matrix exponentials are widely used to efficiently tackle systems of linear differential equations. To be able to solve systems of fractional differential equations, the Caputo matrix exponential of the index a > 0 was introduced. It generalizes and adapts the conventional matrix exponential to systems of fractional differential equations with constant coefficients. This paper analyzes the most significant properties of the Caputo matrix exponential, in particular those related to its inverse. Several numerical test examples are discussed throughout this exposition in order to outline our approach. Moreover, we demonstrate that the inverse of a Caputo matrix exponential in general is not another Caputo matrix exponential.This work has been partially supported by Spanish Ministerio de Economia y Competitividad and European Regional Development Fund (ERDF) grants TIN2017-89314-P and by the Programa de Apoyo a la Investigacion y Desarrollo 2018 of the Universitat Politecnica de Valencia (PAID-06-18) grant SP20180016.Defez Candel, E.; Tung, MM.; Chen-Charpentier, BM.; Alonso Abalos, JM. (2019). On the inverse of the Caputo matrix exponential. Mathematics. 7(12):1-11. https://doi.org/10.3390/math7121137S111712Moler, C., & Van Loan, C. (2003). Nineteen Dubious Ways to Compute the Exponential of a Matrix, Twenty-Five Years Later. SIAM Review, 45(1), 3-49. doi:10.1137/s00361445024180Ortigueira, M. D., & Tenreiro Machado, J. A. (2015). What is a fractional derivative? Journal of Computational Physics, 293, 4-13. doi:10.1016/j.jcp.2014.07.019Caputo, M. (1967). Linear Models of Dissipation whose Q is almost Frequency Independent--II. Geophysical Journal International, 13(5), 529-539. doi:10.1111/j.1365-246x.1967.tb02303.xRodrigo, M. R. (2016). On fractional matrix exponentials and their explicit calculation. Journal of Differential Equations, 261(7), 4223-4243. doi:10.1016/j.jde.2016.06.023Garrappa, R., & Popolizio, M. (2018). Computing the Matrix Mittag-Leffler Function with Applications to Fractional Calculus. Journal of Scientific Computing, 77(1), 129-153. doi:10.1007/s10915-018-0699-

A characterization of the wave front set defined by the iterates of an operator with constant coefficients

[EN] We characterize the wave front set WF*P (u) with respect to the iterates of a linear partial differential operator with constant coefficients of a classical distribution u is an element of D '(Omega), Omega an open subset in R-n. We use recent Paley-Wiener theorems for generalized ultradifferentiable classes in the sense of Braun, Meise and Taylor. We also give several examples and applications to the regularity of operators with variable coefficients and constant strength. Finally, we construct a distribution with prescribed wave front set of this type.The authors were partially supported by FAR2011 (Universita di Ferrara), "Fondi per le necessita di base della ricerca" 2012 and 2013 (Universita di Ferrara) and the INDAM-GNAMPA Project 2014 "Equazioni Differenziali a Derivate Parziali di Evoluzione e Stocastiche" The research of the second author was partially supported by MINECO of Spain, Project MTM2013-43540-P.Boiti, C.; Jornet Casanova, D. (2017). A characterization of the wave front set defined by the iterates of an operator with constant coefficients. Revista de la Real Academia de Ciencias Exactas Físicas y Naturales Serie A Matemáticas. 111(3):891-919. https://doi.org/10.1007/s13398-016-0329-8S8919191113Albanese, A.A., Jornet, D., Oliaro, A.: Quasianalytic wave front sets for solutions of linear partial differential operators. Integr. Equ. Oper. Theory 66, 153–181 (2010)Boiti, C., Jornet, D.: The problem of iterates in some classes of ultradifferentiable functions. In: “Operator Theory: Advances and Applications”. Birkhauser, Basel. 245, 21–32 (2015)Boiti, C., Jornet, D., Juan-Huguet, J.,: Wave front set with respect to the iterates of an operator with constant coefficients. Abstr. Appl. Anal., 1–17 (2014). doi: 10.1155/2014/438716 (Article ID 438716)Bolley, P., Camus, J., Mattera, C.: Analyticité microlocale et itérés d’operateurs hypoelliptiques. In: Séminaire Goulaouic–Schwartz, 1978–79, Exp N.13. École Polytech., PalaiseauBonet, J., Fernández, C., Meise, R.: Characterization of the $$\omega$$ ω -hypoelliptic convolution operators on ultradistributions. Ann. Acad. Sci. Fenn. Math. 25, 261–284 (2000)Bonet, J., Meise, R., Melikhov, S.N.: A comparison of two different ways to define classes of ultradifferentiable functions. Bull. Belg. Math. Soc. Simon Stevin 14, 425–444 (2007)Braun, R.W., Meise, R., Taylor, B.A.: Ultradifferentiable functions and Fourier analysis. Result. Math. 17, 206–237 (1990)Fernández, C., Galbis, A., Jornet, D.: $$\omega$$ ω -hypoelliptic differential operators of constant strength. J. Math. Anal. Appl. 297, 561–576 (2004)Fernández, C., Galbis, A., Jornet, D.: Pseudodifferential operators of Beurling type and the wave front set. J. Math. Anal. Appl. 340, 1153–1170 (2008)Hörmander, L.: On interior regularity of the solutions of partial differential equations. Comm. Pure Appl. Math. 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Statistics of non-linear stochastic dynamical systems under L\'evy noises by a convolution quadrature approach

This paper describes a novel numerical approach to find the statistics of the non-stationary response of scalar non-linear systems excited by L\'evy white noises. The proposed numerical procedure relies on the introduction of an integral transform of Wiener-Hopf type into the equation governing the characteristic function. Once this equation is rewritten as partial integro-differential equation, it is then solved by applying the method of convolution quadrature originally proposed by Lubich, here extended to deal with this particular integral transform. The proposed approach is relevant for two reasons: 1) Statistics of systems with several different drift terms can be handled in an efficient way, independently from the kind of white noise; 2) The particular form of Wiener-Hopf integral transform and its numerical evaluation, both introduced in this study, are generalizations of fractional integro-differential operators of potential type and Gr\"unwald-Letnikov fractional derivatives, respectively.Comment: 20 pages, 5 figure

A fractional B-spline collocation method for the numerical solution of fractional predator-prey models

We present a collocation method based on fractional B-splines for the solution of fractional differential problems. The key-idea is to use the space generated by the fractional B-splines, i.e., piecewise polynomials of noninteger degree, as approximating space. Then, in the collocation step the fractional derivative of the approximating function is approximated accurately and efficiently by an exact differentiation rule that involves the generalized finite difference operator. To show the effectiveness of the method for the solution of nonlinear dynamical systems of fractional order, we solved the fractional Lotka-Volterra model and a fractional predator-pray model with variable coefficients. The numerical tests show that the method we proposed is accurate while keeping a low computational cost