Boundary Value Problem For A Loaded Fractional Diffusion Equation
Boundary Value Problem For A Loaded Fractional Diffusion Equation
1-1-2023
MURAT I. RAMAZANOV
MINZILYA KOSMAKOVA
Recommended Citation
PSKHU, ARSEN V.; RAMAZANOV, MURAT I.; and KOSMAKOVA, MINZILYA (2023) "Boundary value problem
for a loaded fractional diffusion equation," Turkish Journal of Mathematics: Vol. 47: No. 5, Article 21.
https://doi.org/10.55730/1300-0098.3450
Available at: https://journals.tubitak.gov.tr/math/vol47/iss5/21
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Turkish Journal of Mathematics Turk J Math
(2023) 47: 1585 – 1594
http://journals.tubitak.gov.tr/math/
© TÜBİTAK
Research Article doi:10.55730/1300-0098.3450
Abstract: In this paper we consider a boundary value problem for a loaded fractional diffusion equation. The loaded
term has the form of the Riemann-Liouville fractional derivative or integral. The BVP is considered in the open right
upper quadrant. The problem is reduced to an integral equation that, in some cases, belongs to the pseudo-Volterra
type, and its solvability depends on the order of differentiation in the loaded term and the behavior of the support line of
the load in a neighborhood of the origin. All these cases are considered. In particular, we establish sufficient conditions
for the unique solvability of the problem. Moreover, we give an example showing that violation of these conditions can
lead to nonuniqueness of the solution.
Key words: Fractional diffusion equation, loaded equation, fractional derivative, integral equation, Wright function
1. Introduction
Consider the equation
∂2 σ
α
D0y − u(x, y) + λ D0y u(x, y) x=γ(y) = f (x, y), (0 < α ≤ 1, σ ≤ α) (1.1)
∂x2
α σ σ
where D0y (as well as D0y ) stands for the Riemann-Liouvlle fractional derivative (D0y may be a derivative or
integral) with respect to y of order α ∈ (0, 1) (σ ≤ α ) with the origin at the point x = 0 ; γ(y) is a continuous
function that is positive for y > 0.
Operators of fractional order integration and differentiation are defined as follows (see, e.g., [14])
Z y
1
ν
D0y u(x, y) = u(t)(y − t)−ν−1 dt (ν < 0); 0
D0y u(x, y) = u(x, y); (1.2)
Γ(−ν) 0
and
∂ ν−1
ν
D0y u(x, y) = D u(x, y) (0 < ν ≤ 1).
∂y 0y
Over the past three decades, fractional diffusion equations have been the subject of intense research
attention, starting from the works [6, 29]. Papers [1, 3, 4, 11, 12, 16, 20–24] give an idea of the variety of
∗Correspondence:
[email protected]
2010 AMS Mathematics Subject Classification: 35R11; 35K20
1585
This work is licensed under a Creative Commons Attribution 4.0 International License.
PSKHU et al./Turk J Math
approaches to the study of these equations. Overviews can be found in [4]. The monographs [5, 7, 18] reflect
basic approaches and contain numerous bibliographies concerning the issue.
Equation (1.1) belongs to the class of loaded equations [15]. Of interest are boundary value problems for
the loaded heat equation, when the loaded term is represented in the form of a fractional derivative [8, 9, 25].
In [25] the loaded term is the trace of a fractional derivative on the manifold x = tω . It is proved that there
is continuity in the order of the fractional derivative. In [9] the loaded term is represented in the form of a
fractional derivative with respect to the time variable. In [8] it is shown that the existence and uniqueness of
solutions to the integral equation depend on the order of the fractional derivative in the loaded term. Integral
equations of Volterra type also arise in the study of boundary value problems in degenerate domains [2, 10].
In the present paper, we solve a boundary value problem in the right upper quadrant for the equation (1.1).
The problem is reduced to an integral equation that can belong to the pseudo-Volterra type. We investigate its
solvability that essentially depends on σ and the behavior of γ(y) in a neighborhood of the point y = 0 . The
main results are given in the form of two theorem that establish sufficient conditions for the unique solvability
of the problem, in different cases. In addition, we give an example showing that violation of these conditions
can lead to the nonuniqueness of the solution.
The article is structured as follows. In Section 2, we formulate the problem we are going to solve.
Section 3 contains notations and several auxiliary assertions. In Section 4, the problem is reduced to an integral
equation. In Sections 5 and 6, we consider various cases of the obtained integral equation and formulate the
corresponding results on the solvability of the problem. Section 7 gives an example of a nontrivial solution to
the homogeneous problem.
2. Section
In what follows Ω denotes a domain that coincides with the open right upper quadrant, i.e.
Problem 2.1 Find a regular solution of the equation (1.1) in the domain Ω satisfying the conditions
α−1
lim D0y u(x, y) = τ (x) (x > 0) (2.1)
y→0
and
u(0, y) = φ(y) (y > 0) (2.2)
where τ (x) and φ(y) are given continuous functions.
3. Preliminaries
Set
y µ−1 |x − s| x+s
Gµ (x, s, y) = Φ −β, µ; − − Φ −β, µ; − β . (3.1)
2 yβ y
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Also, we will use the letter C to denote positive constants, which are different in different cases, indicating
in parentheses the parameters on which they depend, if necessary, C = C(α, β, ...) .
It is known that ([19, 28])
ρ( 12 −µ) (βt)ρ 1
Φ(−β, µ; −t) = C t exp − 1+O (t → ∞) (3.3)
ρ−1 tρ
where
0, (−µ) ̸∈ N ∪ {0},
θ≥
−1, (−µ) ∈ N ∪ {0}.
∂2 ∂2
α
D0y − Gµ (x, s, y) = 0, α
D0y − Gµ (x, s, y) = 0 (x ̸= s), (3.9)
∂x2 ∂s2
and
Z ∞
1 x
Gµ (x, s, y)ds = y µ+β−1
− Φ −β, µ + β; − β . (3.10)
0 Γ(µ + β) y
Let us recall the form of solutions to the problem (2.1) and (2.2) for the equation (1.1) without the loaded
term, i.e. for the equation
∂2
α
D0y − u(x, y) = f (x, y). (3.11)
∂x2
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τ (x) ∈ C[0, ∞), y 1−µ φ(y) ∈ C[0, ∞), y 1−µ f (x, y) ∈ C(Ω), (3.12)
2
2
lim τ (x) exp −ωx 2−α = 0, lim y 1−µ f (x, y) exp −ωx 2−α = 0, (3.13)
x→∞ x→∞
for some µ > 0 and every ω > 0 , and let the function f (x, y) can be represented in the form
−δ ∗
f (x, y) = D0y f (x, y) (3.14)
Z y Z ∞
+ φ(t) G0 (x, 0, y − t) dt + τ (s) Gβ (x, s, y) ds,
0 0
Proof The fact that a regular solution to the problem (3.11), (2.1), and (2.2) has the form (3.15), can be
adapted from [17, Theorem 8.1]. In particular, this presentation proves the uniqueness of the problem. A direct
verification shows that the conditions (3.12), (3.13), and (3.14) are sufficient for the function (3.15) to be a
solution of (3.11), (2.1), and (2.2). For example, by (3.8), (3.9), and (3.14), it is easy to see that
Z y Z ∞ Z y Z ∞
∂2 ∂ ∂
f (s, t) Gβ (x, s, y − t) ds dt = f ∗ (s, t) Gβ+µ (x, s, y − t) ds dt =
∂x2 0 0 ∂x 0 0 ∂x
Z Z Z ∞
y
(y − t)µ−1 ∗ y
=− f (x, t) ds dt + f ∗ (s, t)Gµ−β (x, s, y − t) ds dt =
0 Γ(µ) 0 0
Z y Z ∞
= −f (x, y) + D0y
α
f (s, t)Gβ (x, s, y − t) ds dt.
0 0
Remark 3.2 It should be noted that condition (3.14) is superfluous if the function f (x, y) does not depend on
x . Indeed, if f (x, y) = f (y) then, by (3.10), we have
Z y Z ∞ Z y
−α x
f (s, t) Gβ (x, s, y − t) ds dt = D0y f (y) − f (t) (y − t) α−1
Φ −β, α; − dt.
0 0 0 (y − t)β
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and
Z y
∂2 x
α
D0y − f (t) (y − t)α−1 Φ −β, α; − dt = 0.
∂x2 0 (y − t)β
Consequently,
Z y Z ∞
∂2
α
D0y − f (s) Gβ (x, s, y − t) ds dt = f (y).
∂x2 0 0
where
Z y Z ∞
F (x, y) = f (s, t) Gβ (x, s, y − t) ds dt+
0 0
Z y Z ∞
+ φ(t) G0 (x, 0, y − t) dt + τ (s) Gβ (x, s, y) ds.
0 0
where
σ−α
h(y) = D0y F (x, y) x=γ(y) .
Moreover, if the conditions (3.12), (3.13), and (3.14) are satisfied, then
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where
1 γ(y)
H(y) = y α−σ−1 − Φ −β, α − σ; − β .
Γ(α − σ) y
This means that the integral equation (5.1) has a solution that is unique. Moreover, it is easy to check that
this solution is continuous for y > 0 and has a singularity at the point y = 0 , the same as the function h(y)
has. Therefore, y 1−µ g(y) ∈ C[0, ∞) for some µ > 0.
Thus, taking into account Lemma 3.1 and Remark 3.2, we can formulate the result obtained in the
considered case.
Theorem 5.1 Let σ < α and the conditions of Lemma 3.1 imposed on f (x, y), τ (x) , and φ(y) be satisfied.
Then the problem (1.1), (2.1), and (2.2) has a unique regular solution that can be given by (4.2), where g(y) is
the solution of (5.1).
6. The case σ = α
Assuming that λ ̸= −1, from (4.4), we get
Z y
λ g(t) γ(y)
g(y) = h(y) + Φ −β, 0; − dt. (6.1)
1+λ 0 y−t (y − t)β
By (3.7) we have
1 γ(y) −θ
Φ −β, 0; − ≤ C [γ(y)] (y − t)βθ−1 (θ ≥ −1). (6.2)
y−t (y − t)β
(Notice that Φ (−β, δ; −x) is positive for x > 0 and δ ≥ 0, [13, 26].)
Take θ = −1 in (6.2) and let
γ(y) ≥ Cy δ . (6.3)
(Note that, according to our convention above, in the last two inequalities, the letter C denotes different
constants.)
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−β µ−1 Γ(µ)
K h(y) ≤ Cy −δ D0y y ≤C · y µ+β−δ−1
Γ(µ + β)
and, consequently,
n Y
n−1
Γ(µ + k(β − δ))
−β
K n h(y) ≤ C n y −δ D0y y µ−1 ≤ C n · y µ+n(β−δ)−1
Γ(µ + β + k(β − δ))
k=0
∞
X λn
n
K n h(y)
n=0
(1 + λ)
Theorem 6.1 Let σ = α , λ ̸= −1, and (3.12), (3.13), and (3.14) be satisfied. If γ(y) satisfies (6.3) for some
δ < β , then the problem (1.1), (2.1), and (2.2) has a unique regular solution that is given by (4.2), where g(y)
can be found as a solution of (6.1).
7. Spectral case
By (1.2), (3.5), and (6.5), it is easy to check that
Z Z y
y
tε γ(y) (y − t)ε γ(y)
Ky =ε
Φ −β, 0; − dt = Φ −β, 0; − β dt =
0 y−t (y − t)β 0 t t
−ε−1 1 γ(y) γ(y)
= Γ(ε + 1) D0t Φ −β, 0; − β = Γ(ε + 1) y Φ −β, ε + 1; − β
ε
.
t t t=y y
Letting σ = α and
γ(y) = Ay β (A > 0),
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λ
1= Γ(ε + 1) Φ (−β, ε + 1; −A)
1+λ
or
−1
λ = [Γ(ε + 1) Φ (−β, ε + 1; −A) − 1] . (7.1)
d
Φ (−β, δ; −z) < 0 (z > 0, δ ≥ β)
dz
and, moreover,
1
Φ (−β, δ; 0) = .
Γ(δ)
This yields that there exists λ0 < 0 such that for any λ < λ0 one can find ε and A that turn (7.1) into equality.
Thus, by (4.3), we get that, for λ , ε , and A satisfying (7.1), the function
1 x
u(x, y) = y ε+α
− Φ −β, ε + α + 1; − β
Γ(ε + α + 1) y
α−1
lim D0y u(x, y) = 0, u(0, y) = 0.
y→0
Acknowledgment
This research was funded by the Science Committee of the Ministry of Education and Science of the Republic
of Kazakhstan (grant no. AP09259780, 2021–2023).
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