Band 14, Heft 3

In the framework of second law of thermodynamics, we analyze a set of fractional generalized heat equations. The second law ensures that the heat flows from hot to cold regions, and this condition is analyzed in the context of the Fractional Calculus.

After recalling some definitions regarding the Chen fractional integro-differentiation and discussing the pro et contra of various ways of truncation related to Chen fractional differentiation, we show that, within the framework of weighted Lebesgue spaces with variable exponent, the Chen-Marchaud fractional derivative is the left inverse operator for the Chen fractional integral operator.

We study the boundedness of the maximal operator on the weighted variable exponent Lebesgue spaces L ωp(·) (Ω). For a given log-Hölder continuous exponent p with 1 < inf p ⩽ supp < ∞ we present a necessary and sufficient condition on the weight ω for the boundedness of M. This condition is a generalization of the classical Muckenhoupt condition.

The paper shows that the distribution of the normalized minimum contrast estimator of the drift parameter in the fractional Ornstein-Uhlenbeck process observed over [0, T] converges to the standard normal distribution with an uniform error rate of the order O(T −1/2) for the case H > 1/2 where H is the Hurst exponent of the fractional Brownian motion driving the Ornstein-Uhlenbeck process. Then based on discrete observations, it introduces several approximate minimum contrast estimators and studies their rate of of weak convergence to normal distribution.

In the paper existence and uniqueness of the solution for a time-fractional diffusion equation on a bounded domain with Lyapunov boundary is proved in the space of continuous functions up to boundary. Since a fundamental solution of the problem is known, we may seek the solution as the double layer potential. This approach leads to a Volterra integral equation of the second kind associated with a compact operator. Then classical analysis may be employed to show that the corresponding integral equation has a unique solution if the boundary datum is continuous and satisfies a compatibility condition. This proves that the original problem has a unique solution and the solution is given by the double layer potential.

The time-fractional diffusion-wave equation is considered in an infinite cylinder in the case of three spatial coordinates r, ϕ and z. The Caputo fractional derivative of the order 0 < α ≤ 2 is used. Several examples of problems with Dirichlet and Neumann boundary conditions at a surface of the cylinder are solved using the integral transforms technique. Numerical results are illustrated graphically.

Bounded-input bounded-output stability issues for fractional-order linear time invariant (LTI) system with double noncommensurate orders for the matrix case have been established in this paper. Sufficient and necessary condition of stability is given, and a simple algorithm to test the stability for this kind of fractional-order systems is presented. Based on the numerical inverse Laplace transform technique, time-domain responses for fractional-order system with double noncommensurate orders are shown in numerical examples to illustrate the proposed results.

In this paper, we consider the finite element method for time fractional partial differential equations. The existence and uniqueness of the solutions are proved by using the Lax-Milgram Lemma. A time stepping method is introduced based on a quadrature formula approach. The fully discrete scheme is considered by using a finite element method and optimal convergence error estimates are obtained. The numerical examples at the end of the paper show that the experimental results are consistent with our theoretical results.

The numerical solution of differential equations of fractional order is known to be a computationally very expensive problem due to the nonlocal nature of the fractional differential operators. We demonstrate that parallelization may be used to overcome these difficulties. To this end we propose to implement the fractional version of the second-order Adams-Bashforth-Moulton method on a parallel computer. According to many recent publications, this algorithm has been successfully applied to a large number of fractional differential equations arising from a variety of application areas. The precise nature of the parallelization concept is discussed in detail and some examples are given to show the viability of our approach.