On time-fractional partial differential equations of time-dependent piecewise constant order

被引:1
作者
Kian, Yavar [1 ]
Slodicka, Marian [2 ]
Soccorsi, Eric [3 ]
Van Bockstal, Karel [4 ]
机构
[1] Normandie Univ, Univ Rouen Normandy, CNRS, LMRS UMR, Rouen, France
[2] Univ Ghent, Dept Elect & Informat Syst, Res Grp Numer Anal & Math Modeling NaM2, Ghent, Belgium
[3] Aix Marseille Univ, Univ Toulon, CNRS, CPT, Marseille, France
[4] Univ Ghent, Ghent Anal & PDE Ctr, Dept Math Anal Log & Discrete Math, Ghent, Belgium
关键词
anomalous diffusion; time-fractional partial derivative; time-dependent order; VARIABLE-ORDER; INTEGRODIFFERENTIAL EQUATION; NUMERICAL-METHODS;
D O I
10.1002/mma.10439
中图分类号
O29 [应用数学];
学科分类号
070104 ;
摘要
This contribution considers the time-fractional subdiffusion with a time-dependent variable-order fractional operator of order beta(t)$$ \beta (t) $$. It is assumed that beta(t)$$ \beta (t) $$ is a piecewise constant function with a finite number of jumps. A proof technique based on the Fourier method and results from constant-order fractional subdiffusion equations has been designed. This novel approach results in the well-posedness of the problem.
引用
收藏
页码:2354 / 2369
页数:16
相关论文
共 42 条
[1]   Adaptive discretization of an integro-differential equation with a weakly singular convolution kernel [J].
Adolfsson, K ;
Enelund, M ;
Larsson, S .
COMPUTER METHODS IN APPLIED MECHANICS AND ENGINEERING, 2003, 192 (51-52) :5285-5304
[2]  
Almeida R., 2019, The variableorder fractional calculus of variations
[3]   Derivatives pricing with marked point processes using tick-by-tick data [J].
Cartea, Alvaro .
QUANTITATIVE FINANCE, 2013, 13 (01) :111-123
[4]   FINITE-ELEMENT APPROXIMATION OF A PARABOLIC INTEGRODIFFERENTIAL EQUATION WITH A WEAKLY SINGULAR KERNEL [J].
CHEN, C ;
THOMEE, V ;
WAHLBIN, LB .
MATHEMATICS OF COMPUTATION, 1992, 58 (198) :587-602
[5]   A Preconditioned Iterative Method for a Multi-State Time-Fractional Linear Complementary Problem in Option Pricing [J].
Chen, Xu ;
Gong, Xinxin ;
Lei, Siu-Long ;
Sun, Youfa .
FRACTAL AND FRACTIONAL, 2023, 7 (04)
[6]   Mechanics with variable-order differential operators [J].
Coimbra, CFM .
ANNALEN DER PHYSIK, 2003, 12 (11-12) :692-703
[7]  
Dautray R., 1988, Functional and Variational Methods, V2
[8]   Applications of Distributed-Order Fractional Operators: A Review [J].
Ding, Wei ;
Patnaik, Sansit ;
Sidhardh, Sai ;
Semperlotti, Fabio .
ENTROPY, 2021, 23 (01) :1-42
[9]   ERROR-ESTIMATES WITH SMOOTH AND NONSMOOTH DATA FOR A FINITE-ELEMENT METHOD FOR THE CAHN-HILLIARD EQUATION [J].
ELLIOTT, CM ;
LARSSON, S .
MATHEMATICS OF COMPUTATION, 1992, 58 (198) :603-630
[10]   Subdiffusive master equation with space-dependent anomalous exponent and structural instability [J].
Fedotov, Sergei ;
Falconer, Steven .
PHYSICAL REVIEW E, 2012, 85 (03)