Introduction to fractional and pseudo-differential equations with singular symbols (Q2353899)

The book systematically presents the theory of pseudo-differential operators with symbols singular in dual variables. Furthermore, the author deals with fractional order derivatives, distributed and variable order fractional derivatives, random walk approximants, and applications of these theories to various initial and multi-point boundary value problems for pseudo-differential equations. Fractional Fokker-Planck-Kolmogorov equations associated with a large class of stochastic processes are presented. A complex version of the theory of pseudo-differential operators with meromorphic symbols based on the recently introduced complex Fourier transform is developed and applied for initial and boundary value problems for systems of complex differential and pseudo-differential equations. Chapter 1 gives an overview on function spaces and distributions. It serves as a survey of known results and definitions which are used in the remainder of the book. On first reading it can be skipped by researchers who are familiar with the subject. The notation is (more or less) standard. In Chapter 2 the author introduces the main objects under investigation, namely \(\Psi\)DOSS, that is, pseudo-differential operators with singular symbols. As a motivation some boundary value problems are discussed. From the very start, equations which are associated to stochastic processes are considered as well. Fractional calculus and fractional order operators are the main topic of the third chapter. This theory dates back to the first half of the 19th century (Riemann/Liouville). Again the author starts elementary and gives nice motivations. In the subsequent section he describes the theory -- in particular different kinds of fractional derivatives -- and includes recent developments. Chapter 4 is devoted to boundary value problems for pseudo-differential equations with singular symbols. The role of the Duhamel principle is emphasized on various occasions. A generalization of this principle for the fractional setting is established in Chapter 5. In the sixth chapter distributed and variable order differential-operator equations are treated. The author describes how these equations arise naturally in applications (kinetic theory, elasticity). Duhamel principles are discussed in various settings. The connection to stochastic processes gets back into the focus in Chapter 7 where the author deals with Fokker-Planck-Kolmogorov equations. Itô calculus w.r.t. Brownian motion is introduced shortly, before the author elaborates on the connection between the two fields. The author does not restrict his attention to the classical case, but also considers time-changed Lévy processes and fractional Brownian motion. Needless to say that the processes are always linked to equations of the types which were described and analyzed in the earlier chapters. In Chapter 8 random walk approximants of mixed and time-changed Lévy processes are considered. On the side of stochastic processes, the author is interested in convergence of finite dimensional distributions. Having discussed the (limit of) a simple random walk, he moves on to Lévy-Feller processes, mixed Lévy processes and (as approximants) continuous time random walks. Finally, in the last chapter the author deals with complex \(\Psi\)DOSS and systems of complex differential equations. Starting with the complex wave equation and the complex heat equation, the author develops the complex counterpart of the real valued theory (Chapters 2--8) in a nutshell. The book is interesting both for probabilists and for researchers in those areas of functional analysis where pseudo-differential operators arise. The interesting connections are emphasized by a multitude of examples. Additional notes at the end of each chapter provide nice historical insights and help to understand the role of the presented results within the big picture.