On the maximum principle for a time-fractional diffusion equation

DOI10.1515/FCA-2017-0060zbMATH Open1374.35426arXiv1702.07591OpenAlexW2963887505MaRDI QIDQ1677971FDOQ1677971

Authors: Yuri Luchko, M. Yamamoto 

Publication date: 14 November 2017

Published in: Fractional Calculus \ Applied Analysis (Search for Journal in Brave)

Abstract: In this paper, we discuss the maximum principle for a time-fractional diffusion equation ${\displaystyle }$ partial_t^alpha u(x,t) = sum_{i,j=1}^n partial_i(a_{ij}(x)partial_j u(x,t)) + c(x)u(x,t) + F(x,t), t>0, x in Omega subset {mathbb R}^n${\displaystyle }$ with the Caputo time-derivative of the order $alphain(0,1)$ in the case of the homogeneous Dirichlet boundary condition. Compared to the already published results, our findings have two important special features. First, we derive a maximum principle for a suitably defined weak solution in the fractional Sobolev spaces, not for the strong solution. Second, for the non-negative source functions $F=F(x,t)$ we prove the non-negativity of the weak solution to the problem under consideration without any restrictions on the sign of the coefficient $c=c(x)$ by the derivative of order zero in the spatial differential operator. Moreover, we prove the monotonicity of the solution with respect to the coefficient $c=c(x)$.

Full work available at URL: https://arxiv.org/abs/1702.07591

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zbMATH Keywords

Caputo fractional derivativecomparison principleinitial-boundary-value problemstime-fractional diffusion equationweak maximum principle

Mathematics Subject Classification ID

Maximum principles in context of PDEs (35B50) Integro-partial differential equations (45K05) Existence problems for PDEs: global existence, local existence, non-existence (35A01) Dependence of solutions to PDEs on initial and/or boundary data and/or on parameters of PDEs (35B30) Solutions to PDEs in closed form (35C05) Weak solutions to PDEs (35D30) Wave equation (35L05) Fractional partial differential equations (35R11) Fundamental solutions to PDEs and systems of PDEs with constant coefficients (35E05)

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Cited In (39)

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• The finite volume scheme preserving maximum principle for two-dimensional time-fractional Fokker-Planck equations on distorted meshes
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• Initial-boundary value problems for multi-term time-fractional wave equations
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• An error estimate of a numerical approximation to a hidden-memory variable-order space-time fractional diffusion equation
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