119620819
Hölder regularity for nondivergence nonlocal parabolic equations
This paper proves Hölder continuity of viscosity solutions to certain nonlocal parabolic equations that involve a generalized fractional time derivative of Marchaud or Caputo type. As a necessary and preliminary result, this paper first proves Hölder continuity for viscosity solutions to certain nonlinear ordinary differential equations involving the generalized fractional time derivative.
118632091
Fully Nonlinear Elliptic Equations
Introduction Preliminaries Viscosity solutions of elliptic equations Alexandroff estimate and maximum principle Harnack inequality Uniqueness of solutions Concave equations $W^{2,p}$ regularity Holder regularity The Dirichlet problem for concave equations Bibliography Index.
31634328
The random walk's guide to anomalous diffusion: a fractional dynamics approach
Abstract Fractional kinetic equations of the diffusion, diffusion–advection, and Fokker–Planck type are presented as a useful approach for the description of transport dynamics in complex systems which are governed by anomalous diffusion and non-exponential relaxation patterns. These fractional equations are derived asymptotically from basic random walk models, and from a generalised master equation. Several physical consequences are discussed which are relevant to dynamical processes in complex systems. Methods of solution are introduced and for some special cases exact solutions are calculated. This report demonstrates that fractional equations have come of age as a complementary tool in the description of anomalous transport processes.
121334628
Chaos, fractional kinetics, and anomalous transport
Abstract Chaotic dynamics can be considered as a physical phenomenon that bridges the regular evolution of systems with the random one. These two alternative states of physical processes are, typically, described by the corresponding alternative methods: quasiperiodic or other regular functions in the first case, and kinetic or other probabilistic equations in the second case. What kind of kinetics should be for chaotic dynamics that is intermediate between completely regular (integrable) and completely random (noisy) cases? What features of the dynamics and in what way should they be represented in the kinetics of chaos? These are the subjects of this paper, where the new concept of fractional kinetics is reviewed for systems with Hamiltonian chaos. Particularly, we show how the notions of dynamical quasi-traps, Poincare recurrences, Levy flights, exit time distributions, phase space topology prove to be important in the construction of kinetics. The concept of fractional kinetics enters a different area of applications, such as particle dynamics in different potentials, particle advection in fluids, plasma physics and fusion devices, quantum optics, and many others. New characteristics of the kinetics are involved to fractional kinetics and the most important are anomalous transport, superdiffusion, weak mixing, and others. The fractional kinetics does not look as the usual one since some moments of the distribution function are infinite and fluctuations from the equilibrium state do not have any finite time of relaxation. Different important physical phenomena: cooling of particles and signals, particle and wave traps, Maxwell's Demon, etc. represent some domains where fractional kinetics proves to be valuable.
1209706
Regularity theory for fully nonlinear integro‐differential equations
We consider nonlinear integro-differential equations, like the ones that arise from stochastic control problems with purely jump Levy processes. We obtain a nonlocal version of the ABP estimate, Harnack inequality, and interior C 1,� regularity for general fully nonlinear integro- differential equations. Our estimates remain uniform as the degree of the equation approaches two, so they can be seen as a natural extension of the regularity theory for elliptic partial differential equations.
119140984
Regularity for solutions of non local parabolic equations
We study the regularity of solutions of parabolic fully nonlinear nonlocal equations. We prove Cα regularity in space and time and, under different assumptions on the kernels, C1,α in space for translation invariant equations. The proofs rely on a weak parabolic ABP and the classic ideas of Tso (Commun. Partial Diff. Equ. 10(5):543–553, 1985) and Wang (Commun. Pure Appl. Math. 45(1), 27–76, 1992). Our results remain uniform as σ → 2 allowing us to recover most of the regularity results found in Tso (Commun. Partial Diff. Equ. 10(5):543–553, 1985).
119610127
Fractional diffusion in plasma turbulence
Transport of tracer particles is studied in a model of three-dimensional, resistive, pressure-gradient-driven plasma turbulence. It is shown that in this system transport is anomalous and cannot be described in the context of the standard diffusion paradigm. In particular, the probability density function (pdf) of the radial displacements of tracers is strongly non-Gaussian with algebraic decaying tails, and the moments of the tracer displacements exhibit superdiffusive scaling. To model these results we present a transport model with fractional derivatives in space and time. The model incorporates in a unified way nonlocal effects in space (i.e., non-Fickian transport), memory effects (i.e., non-Markovian transport), and non-Gaussian scaling. There is quantitative agreement between the turbulence transport calculations and the fractional diffusion model. In particular, the model reproduces the shape and space-time scaling of the pdf, and the superdiffusive scaling of moments.
6160860
Nondiffusive transport in plasma turbulence: a fractional diffusion approach.
Numerical evidence of nondiffusive transport in three-dimensional, resistive pressure-gradient-driven plasma turbulence is presented. It is shown that the probability density function (pdf) of tracer particles' radial displacements is strongly non-Gaussian and exhibits algebraic decaying tails. To model these results we propose a macroscopic transport model for the pdf based on the use of fractional derivatives in space and time that incorporate in a unified way space-time nonlocality (non-Fickian transport), non-Gaussianity, and nondiffusive scaling. The fractional diffusion model reproduces the shape and space-time scaling of the non-Gaussian pdf of turbulent transport calculations. The model also reproduces the observed superdiffusive scaling.
28692334
A Parabolic Problem with a Fractional Time Derivative
We study regularity for a parabolic problem with fractional diffusion in space and a fractional time derivative. Our main result is a De Giorgi–Nash–Moser Hölder regularity theorem for solutions in a divergence form equation. We also prove results regarding existence, uniqueness, and higher regularity in time.
51793744
Porous medium flow with both a fractional potential pressure and fractional time derivative
The authors study a porous medium equation with a right-hand side. The operator has nonlocal diffusion effects given by an inverse fractional Laplacian operator. The derivative in time is also fractional and is of Caputo-type, which takes into account “memory”. The precise model is $$D_t^\alpha u - div\left( {u - {{\left( { - \Delta } \right)}^{ - \sigma }}u} \right) = f,0 < \sigma  < \frac{1}{2}.$$Dtαu−div(u−(−Δ)−σu)=f,0<σ<12. This paper poses the problem over {t ∈ R+, x ∈ Rn} with nonnegative initial data u(0, x) ≥ 0 as well as the right-hand side f ≥ 0. The existence for weak solutions when f, u(0, x) have exponential decay at infinity is proved. The main result is Hölder continuity for such weak solutions.
119688504
Maximum principles, extension problem and inversion for nonlocal one-sided equations
We study one-sided nonlocal equations of the form $$\int_{x_0}^\infty\frac{u(x)-u(x_0)}{(x-x_0)^{1+\alpha}} dx=f(x_0),$$ on the real line. Notice that to compute this nonlocal operator of order $0<\alpha<1$ at a point $x_0$ we need to know the values of $u(x)$ to the right of $x_0$, that is, for $x\geq x_0$. We show that the operator above corresponds to a fractional power of a one-sided first order derivative. Maximum principles and a characterization with an extension problem in the spirit of Caffarelli--Silvestre and Stinga--Torrea are proved. It is also shown that these fractional equations can be solved in the general setting of weighted one-sided spaces. In this regard we present suitable inversion results. Along the way we are able to unify and clarify several notions of fractional derivatives found in the literature.
115163993
On the differentiability of the solution to the Hamilton–Jacobi equation with critical fractional diffusion
Abstract We prove that the Hamilton–Jacobi equation for an arbitrary Hamiltonian H (locally Lipschitz but not necessarily convex) and fractional diffusion of order one (critical) has classical C 1 , α solutions. The proof is achieved using a new Holder estimate for solutions of advection–diffusion equations of order one with bounded vector fields that are not necessarily divergence free.
116223622
Elliptic Partial Differential Equa-tions of Second Order
Chapter 1. Introduction Part I: Linear Equations Chapter 2. Laplace's Equation 2.1 The Mean Value Inequalities 2.2 Maximum and Minimum Principle 2.3 The Harnack Inequality 2.4 Green's Representation 2.5 The Poisson Integral 2.6 Convergence Theorems 2.7 Interior Estimates of Derivatives 2.8 The Dirichlet Problem the Method of Subharmonic Functions 2.9 Capacity Problems Chapter 3. The Classical Maximum Principle 3.1 The Weak Maximum Principle 3.2 The Strong Maximum Principle 3.3 Apriori Bounds 3.4 Gradient Estimates for Poisson's Equation 3.5 A Harnack Inequality 3.6 Operators in Divergence Form Notes Problems Chapter 4. Poisson's Equation and Newtonian Potential 4.1 Holder Continuity 4.2 The Dirichlet Problem for Poisson's Equation 4.3 Holder Estimates for the Second Derivatives 4.4 Estimates at the Boundary 4.5 Holder Estimates for the First Derivatives Notes Problems Chapter 5. Banach and Hilbert Spaces 5.1 The Contraction Mapping 5.2 The Method of Cintinuity 5.3 The Fredholm Alternative 5.4 Dual Spaces and Adjoints 5.5 Hilbert Spaces 5.6 The Projection Theorem 5.7 The Riesz Representation Theorem 5.8 The Lax-Milgram Theorem 5.9 The Fredholm Alternative in Hilbert Spaces 5.10 Weak Compactness Notes Problems Chapter 6. Classical Solutions the Schauder Approach 6.1 The Schauder Interior Estimates 6.2 Boundary and Global Estimates 6.3 The Dirichlet Problem 6.4 Interior and Boundary Regularity 6.5 An Alternative Approach 6.6 Non-Uniformly Elliptic Equations 6.7 Other Boundary Conditions the Obliue Derivative Problem 6.8 Appendix 1: Interpolation Inequalities 6.9 Appendix 2: Extension Lemmas Notes Problems Chapter 7. Sobolev Spaces 7.1 L^p spaces 7.2 Regularization and Approximation by Smooth Functions 7.3 Weak Derivatives 7.4 The Chain Rule 7.5 The W^(k,p) Spaces 7.6 DensityTheorems 7.7 Imbedding Theorems 7.8 Potential Estimates and Imbedding Theorems 7.9 The Morrey and John-Nirenberg Estimes 7.10 Compactness Results 7.11 Difference Quotients 7.12 Extension and Interpolation Notes Problems Chapter 8 Generalized Solutions and Regularity 8.1 The Weak Maximum Principle 8.2 Solvability of the Dirichlet Problem 8.3 Diferentiability of Weak Solutions 8.4 Global Regularity 8.5 Global Boundedness of Weak Solutions 8.6 Local Properties of Weak Solutions 8.7 The Strong Maximum Principle 8.8 The Harnack Inequality 8.9 Holder Continuity 8.10 Local Estimates at the Boundary 8.11 Holder Estimates for the First Derivatives 8.12 The Eigenvalue Problem Notes Problems Chapter 9. Strong Solutions 9.1 Maximum Princiles for Strong Solutions 9.2 L^p Estimates: Preliminary Analysis 9.3 The Marcinkiewicz Interpolation Theorem 9.4 The Calderon-Zygmund Inequality 9.5 L^p Estimates 9.6 The Dirichlet Problem 9.7 A Local Maximum Principle 9.8 Holder and Harnack Estimates 9.9 Local Estimates at the Boundary Notes Problems Part II: Quasilinear Equations Chapter 10. Maximum and Comparison Principles 10.1 The Comparison Principle 10.2 Maximum Principles 10.3 A Counterexample 10.4 Comparison Principles for Divergence Form Operators 10.5 Maximum Principles for Divergence Form Operators Notes Problems Chapter 11. Topological Fixed Point Theorems and Their Application 11.1 The Schauder Fixes Point Theorem 11.2 The Leray-Schauder Theorem: a Special Case 11.3 An Application 11.4 The Leray-Schauder Fixed Point Theorem 11.5 Variational Problems Notes Chapter 12. Equations in Two Variables 12.1 Quasiconformal Mappings 12.2 holder Gradient Estimates for Linear Equations 12.3 The Dirichlet Problem for Uniformly Elliptic Equations 12.4 Non-Uniformly Elliptic Equations Notes Problems Chapter 13. Holder Estimates for