Volume 14, Issue 1

This paper presents a brief overview of the life story and professional career of Prof. R. Gorenflo — a well-known mathematician, an expert in the field of Differential and Integral Equations, Numerical Mathematics, Fractional Calculus and Applied Analysis, an interesting conversational partner, an experienced colleague, and a real friend. Especially his role in the modern Fractional Calculus and its applications is highlighted.

We show that a certain axisymmetric hypersingular integral equation arising in problems of cracks in the elasticity theory may be explicitly solved in the case where the crack occupies a plane circle. We give three different forms of the resolving formula. Two of them involve regular kernels, while the third one involves a singular kernel, but requires less regularity assumptions on the the right-hand side of the equation.

We prove that by taking suitable initial distributions only finitely many measurements on the boundary are required to recover uniquely the diffusion coefficient of a one dimensional fractional diffusion equation. If a lower bound on the diffusion coefficient is known a priori then even only two measurements are sufficient. The technique is based on possibility of extracting the full boundary spectral data from special lateral measurements.

There is a well-known relationship between the Itô stochastic differential equations (SDEs) and the associated partial differential equations called Fokker-Planck equations, also called Kolmogorov equations. The Brownian motion plays the role of the basic driving process for SDEs. This paper provides fractional generalizations of the triple relationship between the driving process, corresponding SDEs and deterministic fractional order Fokker-Planck-Kolmogorov type equations.

The application of Fractional Calculus in combustion science to model the evolution in time of the radius of an isolated premixed flame ball is highlighted. Literature equations for premixed flame ball radius are re-derived by a new method that strongly simplifies previous ones. These equations are nonlinear time-fractional differential equations of order 1/2 with a Gaussian underlying diffusion process. Extending the analysis to self-similar anomalous diffusion processes with similarity parameter ν/2 > 0, the evolution equations emerge to be nonlinear time-fractional differential equations of order 1−ν/2 with a non-Gaussian underlying diffusion process.

We propose a generalization of Hamilton’s principle in which the minimization is performed with respect to the admissible functions and the order of the derivation. The Euler-Lagrange equations for such minimization are derived. They generalize the classical Euler-Lagrange equation. Also, a new variational problem is formulated in the case when the order of the derivative is defined through a constitutive equation. Necessary conditions for the existence of the minimizer are obtained. They imply various known results in a special cases.

In the paper, maximum principle for the generalized time-fractional diffusion equations including the multi-term diffusion equation and the diffusion equation of distributed order is formulated and discussed. In these equations, the time-fractional derivative is defined in the Caputo sense. In contrast to the Riemann-Liouville fractional derivative, the Caputo fractional derivative is shown to possess a suitable generalization of the extremum principle well-known for ordinary derivative. As an application, the maximum principle is used to get some a priori estimates for solutions of initial-boundary-value problems for the generalized time-fractional diffusion equations and then to prove uniqueness of their solutions.

We generalize the two forms of the fractional derivatives (in Riemann-Liouville and Caputo sense) to spaces of generalized functions using appropriate techniques such as the multiplication of absolutely continuous function by the Heaviside function, and the analytical continuation. As an application, we give the two forms of the fractional derivatives of discontinuous functions in spaces of distributions.

A connection between fractional calculus and statistical distribution theory has been established by the authors recently. Some extensions of the results to matrix-variate functions were also considered. In the present article, more results on matrix-variate statistical densities and their connections to fractional calculus will be established. When considering solutions of fractional differential equations, Mittag-Leffler functions and Fox H-function appear naturally. Some results connected with generalized Mittag-Leffler density and their asymptotic behavior will be considered. Reference is made to applications in physics, particularly superstatistics and nonextensive statistical mechanics.