{"title":"Fractional Wiener chaos: Part 1","authors":"Elena Boguslavskaya, Elina Shishkina","doi":"10.1007/s13540-024-00343-8","DOIUrl":"https://doi.org/10.1007/s13540-024-00343-8","url":null,"abstract":"<p>In this paper, we introduce a fractional analogue of the Wiener polynomial chaos expansion. It is important to highlight that the fractional order relates to the order of chaos decomposition elements, and not to the process itself, which remains the standard Wiener process. The central instrument in our fractional analogue of the Wiener chaos expansion is the function denoted as <span>({mathcal {H}}_alpha (x,y))</span>, referred to herein as a power-normalised parabolic cylinder function. Through careful analysis of several fundamental deterministic and stochastic properties, we affirm that this function essentially serves as a fractional extension of the Hermite polynomial. In particular, the power-normalised parabolic cylinder function with the Wiener process and time as its arguments, <span>({mathcal {H}}_alpha (W_t,t))</span>, demonstrates martingale properties and can be interpreted as a fractional Itô integral with 1 as the integrand, thereby drawing parallels with its non-fractional counterpart. To build a fractional analogue of polynomial Wiener chaos on the real line, we introduce a new function, which we call the extended Hermite function, by smoothly joining two power-normalized parabolic cylinder functions at zero. We form an orthogonal set of extended Hermite functions as a one-parameter family and use tensor products of the extended Hermite functions as building blocks in the fractional Wiener chaos expansion, in the same way that tensor products of Hermite polynomials are used as building blocks in the Wiener chaos polynomial expansion.</p>","PeriodicalId":48928,"journal":{"name":"Fractional Calculus and Applied Analysis","volume":"53 1","pages":""},"PeriodicalIF":3.0,"publicationDate":"2024-10-08","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"142385848","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":2,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Yuhang Li, Zhichang Guo, Jingfeng Shao, Yao Li, Boying Wu
{"title":"Variable-order fractional 1-Laplacian diffusion equations for multiplicative noise removal","authors":"Yuhang Li, Zhichang Guo, Jingfeng Shao, Yao Li, Boying Wu","doi":"10.1007/s13540-024-00345-6","DOIUrl":"https://doi.org/10.1007/s13540-024-00345-6","url":null,"abstract":"<p>This paper deals with a class of fractional 1-Laplacian diffusion equations with variable orders, proposed as a model for removing multiplicative noise in images. The well-posedness of weak solutions to the proposed model is proved. To overcome the essential difficulties encountered in the approximation process, we place particular emphasis on studying the density properties of the variable-order fractional Sobolev spaces. Numerical experiments demonstrate that our model exhibits favorable performance across the entire image.</p>","PeriodicalId":48928,"journal":{"name":"Fractional Calculus and Applied Analysis","volume":"23 1","pages":""},"PeriodicalIF":3.0,"publicationDate":"2024-10-08","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"142385746","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":2,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Francisco Damasceno Freitas, Laice Neves de Oliveira
{"title":"A Fractional Order Derivative Newton-Raphson Method for the Computation of the Power Flow Problem Solution in Energy Systems","authors":"Francisco Damasceno Freitas, Laice Neves de Oliveira","doi":"10.1007/s13540-024-00342-9","DOIUrl":"https://doi.org/10.1007/s13540-024-00342-9","url":null,"abstract":"<p>Some nonlinear real-valued equations have no solution in the real number field, and only roots of this nature are of practical interest. However, complex roots associated with the solution may introduce an interpretation of the physical problem analysis. This paper investigates the solution of nonlinear equations exploiting fractional order derivative (FOD) calculus resources. The theory addresses a solver that considers the FOD and Newton-Raphson method. The problem is extended to a multivariate fractional order derivative (MFOD) method so that a set of nonlinear equations can be resolved iteratively. Applications to the computation of the power flow problem in energy systems are used to illustrate some types of equations and solutions. The MFOD uses a numerical limits technique to determine a Jacobian required for the fractional application. This work demonstrates how real-valued nonlinear equations with complex roots can be solved by the MFOD Newton-Raphson approach. The results indicate the potentiality of the method reaches complex-valued solutions despite the iterative process starting with a real-valued guess. The complex-valued results are interpreted considering the connection between the imaginary part of a root and the divergence of the classical Newton-Raphson (CNR) method.</p>","PeriodicalId":48928,"journal":{"name":"Fractional Calculus and Applied Analysis","volume":"56 1","pages":""},"PeriodicalIF":3.0,"publicationDate":"2024-10-08","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"142385763","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":2,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
{"title":"Fractional Sobolev type spaces of functions of two variables via Riemann-Liouville derivatives","authors":"Dariusz Idczak","doi":"10.1007/s13540-024-00344-7","DOIUrl":"https://doi.org/10.1007/s13540-024-00344-7","url":null,"abstract":"<p>We introduce and study the spaces of fractionally absolutely continuous functions of two variables of any order and the fractional Sobolev type spaces of functions of two variables. Our approach is based on the Riemann-Liouville fractional integrals and derivatives. We investigate relations between these spaces as well as between the Riemann-Liouville and weak derivatives.</p>","PeriodicalId":48928,"journal":{"name":"Fractional Calculus and Applied Analysis","volume":"51 1","pages":""},"PeriodicalIF":3.0,"publicationDate":"2024-10-07","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"142384287","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":2,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
{"title":"Sticky Brownian motions on star graphs","authors":"Stefano Bonaccorsi, Mirko D’Ovidio","doi":"10.1007/s13540-024-00336-7","DOIUrl":"https://doi.org/10.1007/s13540-024-00336-7","url":null,"abstract":"<p>This paper is concerned with the construction of Brownian motions and related stochastic processes in a star graph, which is a non-Euclidean structure where some features of the classical modeling fail. We propose a probabilistic construction of the Sticky Brownian motion by slowing down the Brownian motion when in the vertex of the star graph. Later, we apply a random change of time to the previous construction, which leads to a trapping phenomenon in the vertex of the star graph, with characterization of the trap in terms of a singular measure <span>(varPhi )</span>. The process associated to this time change is described here and, moreover, we show that it defines a probabilistic representation of the solution to a heat equation type problem on the star graph with non-local dynamic conditions in the vertex that can be written in terms of a Caputo-Džrbašjan fractional derivative defined by the singular measure <span>(varPhi )</span>. Extensions to general graph structures can be given by applying to our results a localisation technique.</p>","PeriodicalId":48928,"journal":{"name":"Fractional Calculus and Applied Analysis","volume":"2 1","pages":""},"PeriodicalIF":3.0,"publicationDate":"2024-09-18","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"142245217","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":2,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
{"title":"Group classification of time fractional Black-Scholes equation with time-dependent coefficients","authors":"Jicheng Yu, Yuqiang Feng","doi":"10.1007/s13540-024-00339-4","DOIUrl":"https://doi.org/10.1007/s13540-024-00339-4","url":null,"abstract":"<p>In this paper, we present Lie symmetry analysis for time fractional Black-Scholes equation with time-dependent coefficients. The group classification is carried out by investigating the time-dependent coefficients <span>(sigma (t))</span>, <i>r</i>(<i>t</i>) and <i>s</i>(<i>t</i>). Then the obtained group generators are used to reduce the equation under study, some of the reduced equations are fractional ordinary equations with Erdélyi-Kober fractional derivative, and some exact solutions including power series solutions are constructed.</p>","PeriodicalId":48928,"journal":{"name":"Fractional Calculus and Applied Analysis","volume":"94 1","pages":""},"PeriodicalIF":3.0,"publicationDate":"2024-09-16","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"142235035","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":2,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Amin Boumenir, Khaled M. Furati, Ibrahim O. Sarumi
{"title":"Reconstruction of a fractional evolution equation with a source","authors":"Amin Boumenir, Khaled M. Furati, Ibrahim O. Sarumi","doi":"10.1007/s13540-024-00337-6","DOIUrl":"https://doi.org/10.1007/s13540-024-00337-6","url":null,"abstract":"<p>We are concerned with the inverse problem of reconstructing a fractional evolution equation with a source. To this end we use observations of the solution on the boundary to reconstruct the principal part of the operator and the fractional order of the time derivative, while an overdetermination at a time <i>T</i> is used to recover the source by a non iterative method. Numerical examples explain how to compute the fractional order and the source using finite data.</p>","PeriodicalId":48928,"journal":{"name":"Fractional Calculus and Applied Analysis","volume":"189 1","pages":""},"PeriodicalIF":3.0,"publicationDate":"2024-09-16","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"142235038","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":2,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
{"title":"Optimal solvability for the fractional p-Laplacian with Dirichlet conditions","authors":"Antonio Iannizzotto, Dimitri Mugnai","doi":"10.1007/s13540-024-00341-w","DOIUrl":"https://doi.org/10.1007/s13540-024-00341-w","url":null,"abstract":"<p>We study a nonlinear, nonlocal Dirichlet problem driven by the fractional <i>p</i>-Laplacian, involving a <span>((p-1))</span>-sublinear reaction. By means of a weak comparison principle we prove uniqueness of the solution. Also, comparing the problem to ’asymptotic’ weighted eigenvalue problems for the same operator, we prove a necessary and sufficient condition for the existence of a solution. Our work extends classical results due to Brezis-Oswald [7] and Diaz-Saa [11] to the nonlinear nonlocal framework.</p>","PeriodicalId":48928,"journal":{"name":"Fractional Calculus and Applied Analysis","volume":"53 1","pages":""},"PeriodicalIF":3.0,"publicationDate":"2024-09-13","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"142175014","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":2,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
{"title":"Existence, multiplicity and asymptotic behaviour of normalized solutions to non-autonomous fractional HLS lower critical Choquard equation","authors":"Jianlun Liu, Hong-Rui Sun, Ziheng Zhang","doi":"10.1007/s13540-024-00338-5","DOIUrl":"https://doi.org/10.1007/s13540-024-00338-5","url":null,"abstract":"<p>In this paper, we study a class of non-autonomous lower critical fractional Choquard equation with a pure-power nonlinear perturbation. Under some reasonable assumptions on the potential function <i>h</i>, we prove the existence and discuss asymptotic behavior of ground state solutions for our problem. Meanwhile, we also prove that the number of normalized solutions is at least the number of global maximum points of <i>h</i> when <span>(varepsilon )</span> is small enough.</p>","PeriodicalId":48928,"journal":{"name":"Fractional Calculus and Applied Analysis","volume":"15 1","pages":""},"PeriodicalIF":3.0,"publicationDate":"2024-09-13","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"142231538","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":2,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
{"title":"Radial symmetry of positive solutions for a tempered fractional p-Laplacian system","authors":"Xueying Chen","doi":"10.1007/s13540-024-00340-x","DOIUrl":"https://doi.org/10.1007/s13540-024-00340-x","url":null,"abstract":"<p>In this paper, we consider the following Schrödinger system involving the tempered fractional <i>p</i>-Laplacian </p><span>$$begin{aligned} {left{ begin{array}{ll} begin{aligned} & (-varDelta -lambda )^s_p u(x)+au^{p-1}(x)=f(u(x),v(x)), & (-varDelta -lambda )^t_p v(x)+bv^{p-1}(x)=g(u(x),v(x)), end{aligned} end{array}right. } end{aligned}$$</span><p>where <span>(n ge 2)</span>, <span>(a, b>0)</span>, <span>(2<p<infty )</span>, <span>(0<s, t<1)</span> and <span>(lambda )</span> is a sufficiently small positive constant. To effectively utilize the direct method of moving planes, we first establish the narrow region principle and the decay at infinity. Then we prove the radial symmetry and monotonicity of positive solutions for the system in the unit ball and the whole space. Our results are an extension of some content in Ma and Zhang (Appl Math J Chin Univ 37: 52–72, 2022).</p>","PeriodicalId":48928,"journal":{"name":"Fractional Calculus and Applied Analysis","volume":"36 1","pages":""},"PeriodicalIF":3.0,"publicationDate":"2024-09-12","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"142175013","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":2,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}