Abstract
We provide a general theoretical framework allowing us to extend the classical Lie theory for partial differential equations to the case of equations of fractional order. We propose a general prolongation formula for the study of Lie symmetries in the case of an arbitrary finite number of independent variables. We also prove the Lie theorem in the case of fractional differential equations, showing that the proper space for the analysis of these symmetries is the infinite dimensional jet space.
Acknowledgments
G. S. acknowledges the financial support of the John Templeton Foundation. The research of P. T. has been partly supported by the research project FIS2015-63966, MINECO, Spain, and by the ICMAT Severo Ochoa project SEV-2015-0554 (MINECO).
References
[1] E. Barkai, R. Metzler, and J. Klafter, From continuous time random walks to the fractional Fokker–Planck equation. Phys. Rev. E61 (2000), 132–138.10.1103/PhysRevE.61.132Suche in Google Scholar
[2] G.W. Bluman and S. Kumei, Symmetries and Differential Equations. Ser. Applied Mathematical Sciences, Vol. 81, World Publishing Co., 1989.10.1007/978-1-4757-4307-4Suche in Google Scholar
[3] M. Bologna, C. Tsallis, and P. Grigolini, Anomalous diffusion associated with nonlinear fractional derivative Fokker–Planck-like equation: Exact time-dependent solutions. Phys. Rev. E62, No 2 (2000), 2213–2218.10.1103/PhysRevE.62.2213Suche in Google Scholar
[4] E. Buckwar and Y. Luchko, Invariance of a partial differential equation of fractional order under the Lie group of scaling transformations. J. Math. Anal. Appl. 227, No 1 (1998), 81–97.10.1006/jmaa.1998.6078Suche in Google Scholar
[5] A.V. Chechkin, V.Yu. Gonchar, and M. Szydłowski, Fractional kinetics for relaxation and superdiffusion in a magnetic field. Phys. Plasmas9, No 1 (2002), 78–88.10.1063/1.1421617Suche in Google Scholar
[6] M. Concezzi, R. Garra, and R. Spigler, Fractional relaxation and fractional oscillation models involving Erdéiyi–Kober integrals. Fract. Calc. Appl. Anal. 18, No 5 (2015), 1212–1231; 10.1515/fca-2015-0070; https://www.degruyter.com/view/j/fca.2015.18.issue-5/issue-files/fca.2015.18.issue-5.xml.Suche in Google Scholar
[7] D. del Castillo-Negrete, B.A. Carreras, and V.E. Lynch, Front dynamics in reaction-diffusion systems with Lévy flights: A fractional diffusion approach. Phys. Rev. Lett. 91 (July 2003), Article # 018302.10.1103/PhysRevLett.91.018302Suche in Google Scholar PubMed
[8] A. Erdélyi, On fractional integration and its application to the theory of Hankel transforms. Quart. J. Math. OS-11, No 1 (1940), 293–303.10.1093/qmath/os-11.1.293Suche in Google Scholar
[9] R.K. Gazizov, A.A. Kasatkin, and S.Y. Lukashchuk, Symmetry properties of fractional diffusion equations. Phys. ScriptaT136 (Oct. 2009), Article # 014016.10.1088/0031-8949/2009/T136/014016Suche in Google Scholar
[10] R.K. Gazizov, A.A. Kasatkin, and S.Y. Lukashchuk, Group-invariant solutions of fractional differential equations. In: J.A. Tenreiro Machado, A.C.J. Luo, R.S. Barbosa, M.F. Silva and L.B. Figueiredo (Eds.), Nonlinear Science and Complexity, Springer Sci. & Business Media (2011), 51–59.10.1007/978-90-481-9884-9_5Suche in Google Scholar
[11] Q. Huang and S. Shen, Lie symmetries and group classification of a class of time fractional evolution systems. J. Math. Phys. 56, No 12 (2015), Article # 123504.10.1063/1.4937755Suche in Google Scholar
[12] Q. Huang and R. Zhdanov, Symmetries and exact solutions of the time fractional Harry-Dym equation with Riemann–Liouville derivative. Physica A409 (2014), 110–118.10.1016/j.physa.2014.04.043Suche in Google Scholar
[13] N.H. Ibragimov, Transformation Groups Applied to Mathematical Physics. Ser. Mathematics and its Applications, Springer Netherlands, 2001.Suche in Google Scholar
[14] A.A. Kilbas, H.M. Srivastava, and J.J. Trujillo, Theory and Applicationes of Fractional Differential Equations. Ser. North-Holland Mthematics Studies, Elsevier, 2006.Suche in Google Scholar
[15] H. Kober, On fractional integrals and derivatives. Quart. J. Math. OS-11, No 1 (1940), 193–211.10.1093/qmath/os-11.1.193Suche in Google Scholar
[16] J. Krasil’shchik and A. Verbovetsky, Geometry of jet spaces and integrable systems. J. Geometry Phys. 61, No 9 (2011), 1633–1674.10.1016/j.geomphys.2010.10.012Suche in Google Scholar
[17] E.K. Lenzi, R.S. Mendes, K.S. Fa, L.S. Moraes, L.R. da Silva, and L.S. Lucena, Nonlinear fractional diffusion equation: Exact results. J. Math. Phys. 46, No 8 (2005), Article # 083506.10.1063/1.1993527Suche in Google Scholar
[18] R.A. Leo, G. Sicuro, and P. Tempesta, A theorem on the existence of symmetries of fractional PDEs. C. R. Math. 352, No 3 (2014), 219–222.10.1016/j.crma.2013.11.007Suche in Google Scholar
[19] Benoit B Mandelbrot and John W Van Ness, Fractional brownian motions, fractional noises and applications. SIAM Review10, No 4 (1968), 422–437.10.1137/1010093Suche in Google Scholar
[20] R. Metzler, E. Barkai, and J. Klafter, Anomalous diffusion and relaxation close to thermal equilibrium: a fractional Fokker-Planck equation approach. Phys. Rev. Lett. 82 (May 1999), 3563–3567.10.1103/PhysRevLett.82.3563Suche in Google Scholar
[21] K.B. Oldham and J. Spanier, The Fractional Calculus. Ser. Mathematics in Science and Engineering, Academic Press (1974).Suche in Google Scholar
[22] P.J. Olver, Applications of Lie Groups to Differential Equations. Ser. Graduate Texts in Mathematics, Springer, New York (2000).Suche in Google Scholar
[23] T.J. Osler, Leibniz rule for fractional derivatives generalized and an application to infinite series. SIAM J. Appl. Math. 18, No 3 (1970), 658–674.10.1137/0118059Suche in Google Scholar
[24] B. Ross, The development of fractional calculus 1695–1900. Historia Mathematica4, No 1 (1977), 75–89.10.1016/0315-0860(77)90039-8Suche in Google Scholar
[25] J. Sabatier, O.P. Agrawal, and J. A .T. Machado (Eds.), Advances in Fractional Calculus. Springer, 2007.10.1007/978-1-4020-6042-7Suche in Google Scholar
[26] R. Sahadevan and T. Bakkyaraj, Invariant analysis of time fractional generalized Burgers and Korteweg–de Vries equations. J. Math. Anal. Appl. 393, No 2 (2012), 341–347.10.1016/j.jmaa.2012.04.006Suche in Google Scholar
[27] S. Samko, A.A. Kilbas, and O. Marichev, Fractional Integrals and Derivatives. Taylor & Francis, 1993.Suche in Google Scholar
[28] D.J. Saunders, The Geometry of Jet Bundles. Cambridge University Press, Cambridge, 1989.10.1017/CBO9780511526411Suche in Google Scholar
[29] E. Scalas, R. Gorenflo, and F. Mainardi, Fractional calculus and continuous-time finance. Physica A284, No 1–4 (2000), 376–384.10.1016/S0378-4371(00)00255-7Suche in Google Scholar
[30] A.M. Vinogradov, Symmetries and conservation laws of partial differential equations: Basic notions and results. Acta Appl. Math. 15, No 1-2 (1989), 3–21.10.1007/978-94-009-1948-8_1Suche in Google Scholar
[31] A.M. Vinogradov and J.Krasi’shchik (Eds.), Symmetries and Conservation Laws for Differential Equations of Mathematical Physics. American Mathematical Society (1999).10.1090/mmono/182Suche in Google Scholar
[32] X.-B. Wang, S.-F. Tian, C.-Y. Qin, and T.-T. Zhang, Lie symmetry analysis, conservation laws and exact solutions of the generalized time fractional Burgers equation. EPL (Europhysics Letters) 114, No 2 (2016), Article # 20003.10.1209/0295-5075/114/20003Suche in Google Scholar
© 2017 Diogenes Co., Sofia
Artikel in diesem Heft
- Frontmatter
- Editorial
- FCAA related news, events and books (FCAA–volume 20–1–2017)
- Survey paper
- Ten equivalent definitions of the fractional laplace operator
- Research paper
- Consensus of fractional-order multi-agent systems with input time delay
- Research paper
- Asymptotic behavior of solutions of nonlinear fractional differential equations with Caputo-Type Hadamard derivatives
- Research paper
- A preconditioned fast finite difference method for space-time fractional partial differential equations
- Research paper
- On existence and uniqueness of solutions for semilinear fractional wave equations
- Research paper
- Computational solutions of the tempered fractional wave-diffusion equation
- Research paper
- Completeness on the stability criterion of fractional order LTI systems
- Research paper
- Wavelet convolution product involving fractional fourier transform
- Research paper
- Solutions of the main boundary value problems for the time-fractional telegraph equation by the green function method
- Research paper
- A foundational approach to the Lie theory for fractional order partial differential equations
- Research paper
- Null-controllability of a fractional order diffusion equation
- Research paper
- New results in stability analysis for LTI SISO systems modeled by GL-discretized fractional-order transfer functions
- Research paper
- The stretched exponential behavior and its underlying dynamics. The phenomenological approach
- Short Paper
- Lyapunov-type inequality for an anti-periodic fractional boundary value problem
Artikel in diesem Heft
- Frontmatter
- Editorial
- FCAA related news, events and books (FCAA–volume 20–1–2017)
- Survey paper
- Ten equivalent definitions of the fractional laplace operator
- Research paper
- Consensus of fractional-order multi-agent systems with input time delay
- Research paper
- Asymptotic behavior of solutions of nonlinear fractional differential equations with Caputo-Type Hadamard derivatives
- Research paper
- A preconditioned fast finite difference method for space-time fractional partial differential equations
- Research paper
- On existence and uniqueness of solutions for semilinear fractional wave equations
- Research paper
- Computational solutions of the tempered fractional wave-diffusion equation
- Research paper
- Completeness on the stability criterion of fractional order LTI systems
- Research paper
- Wavelet convolution product involving fractional fourier transform
- Research paper
- Solutions of the main boundary value problems for the time-fractional telegraph equation by the green function method
- Research paper
- A foundational approach to the Lie theory for fractional order partial differential equations
- Research paper
- Null-controllability of a fractional order diffusion equation
- Research paper
- New results in stability analysis for LTI SISO systems modeled by GL-discretized fractional-order transfer functions
- Research paper
- The stretched exponential behavior and its underlying dynamics. The phenomenological approach
- Short Paper
- Lyapunov-type inequality for an anti-periodic fractional boundary value problem