Fractional Partial Differential Equations with Boundary Conditions

DOI10.1016/J.JDE.2017.09.040MaRDI QIDQ6288172arXivWikidataFDO

Authors Boris Baeumer, Mihály Kovács, Harish Sankaranarayanan

Publication date 22 June 2017

Published in arXiv

Full work available at URL https://doi.org/10.1016/J.JDE.2017.09.040

Mathematics Subject Classification ID

Existence problems for PDEs: global existence, local existence, non-existence (35A01) Uniqueness problems for PDEs: global uniqueness, local uniqueness, non-uniqueness (35A02) Fractional partial differential equations (35R11)

arXiv classification

math.APmath.NAmath.PR

Abstract: We identify the stochastic processes associated with one-sided fractional partial differential equations on a bounded domain with various boundary conditions. This is essential for modelling using spatial fractional derivatives. We show well-posedness of the associated Cauchy problems in $C_0(Omega)$ and $L_1(Omega)$. In order to do so we develop a new method of embedding finite state Markov processes into Feller processes and then show convergence of the respective Feller processes. This also gives a numerical approximation of the solution. The proof of well-posedness closes a gap in many numerical algorithm articles approximating solutions to fractional differential equations that use the Lax-Richtmyer Equivalence Theorem to prove convergence without checking well-posedness.

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