In this paper, we consider an initial-boundary value problem for a non-linear fractional diffusion equation on a bounded domain. The fractional derivative is defined in Caputo's sense with respect to the time variable and represents the case of sub-diffusion. Also, the equation involves a second order symmetric uniformly elliptic operator with time-independent coefficients. These initial-boundary value problems arise in applied sciences such as mathematical physics, fluid mechanics, mathematical biology and engineering. By using eigenfunction expansions and Banach fixed point theorem, we establish the existence, uniqueness and regularity properties of the solution of the problem.
Citation: Özge Arıbaş, İsmet Gölgeleyen, Mustafa Yıldız. On the solvability of an initial-boundary value problem for a non-linear fractional diffusion equation[J]. AIMS Mathematics, 2023, 8(3): 5432-5444. doi: 10.3934/math.2023273
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Abstract
In this paper, we consider an initial-boundary value problem for a non-linear fractional diffusion equation on a bounded domain. The fractional derivative is defined in Caputo's sense with respect to the time variable and represents the case of sub-diffusion. Also, the equation involves a second order symmetric uniformly elliptic operator with time-independent coefficients. These initial-boundary value problems arise in applied sciences such as mathematical physics, fluid mechanics, mathematical biology and engineering. By using eigenfunction expansions and Banach fixed point theorem, we establish the existence, uniqueness and regularity properties of the solution of the problem.
1.
Introduction
The classical diffusion equation describes the random motion of particles suspended in a medium. But when the particles do not obey a certain law, it may not give a correct result. Anomalous diffusion which occurs in a very heterogeneous aquifer, is an example of this case. Here, fractional diffusion equations can be used as an accurate model [1,2,3]. In recent years, these equations have been getting more attention, since they are able to create new models for a wide range of natural processes in physics, medicine, and so on [4].
Some of the significant works for initial-boundary value problems (IBVP) involving fractional-order diffusion equations are as follows: Luchko [2] solved this kind of problem for the homogeneous equation and by the same method, the inhomogeneous case was studied in [3]. As for the non-linear equations with fractional order 0<α<1 and Laplace operator, Luchko et al. [5] and Jin et al. [6,7] considered existence, uniqueness and regularity of the solutions. Kian and Yamamoto [8] studied a more general operator for 1<α<2. In [4,9], some systems involving non-linear fractional diffusion equations were examined. In this work, we generalize these results by taking a more general elliptic operator with 0<α<1.
As for the recent algorithms for the non-linear partial differential equations which include fractional derivatives and integrals, we refer to [10,11,12].
2.
Preliminaries
We use eigenfunction expansions in order to establish the weak solution of the problem, which is a fundamental technique for finding solutions of IBVP for partial differential equations. In the literature, this method was used by [1,2] for a homogeneous linear fractional diffusion equation. In [2], since the operator in the equation is a symmetric uniformly elliptic operator with time-independent coefficients, the problem for a fractional partial differential equation was solved by transforming into two different problems for fractional ordinary differential equations. Their solutions were obtained by using Laplace transform and the theory of boundary value problems for elliptic equations [13]. By using the result of [2] in the case of inhomogeneous classical partial differential equations, Sakamoto and Yamamoto [3] obtained the solution of the IBVP for an inhomogeneous linear fractional diffusion equation. Then, Luchko et al. [5] and Jin et al. [7] used this idea for a non-linear fractional diffusion equation.
In order to investigate the existence, uniqueness and regularity properties of the solution of the problem, we use a priori estimates in L2(Ω). Sakamoto and Yamamoto [3] proved regularity of solution of an IBVP for an inhomogeneous linear diffusion equation. For non-linear fractional diffusion equations, Jin [7] applied a generalized method of Bielecki [14] which is widely used in the theory of functional equations.
and g, s, p are given functions in Ω×(0,T) and T>0 is a fixed value.
We aim to solve the equation
∂αtu(x,t)=Lu(x,t)+F(x,t,u(x,t)),(x,t)∈Ω×(0,T)
(2.4)
satisfying the following initial and boundary conditions:
u(x,0)=b(x),x∈¯Ω,
(2.5)
u(x,t)=0,(x,t)∈∂Ω×[0,T].
(2.6)
We also define the second order symmetric uniformly elliptic operator by
Lu=d∑i,j=1∂xi(aij(x)∂xju),x∈¯Ω.
(2.7)
Here, we assume that the coefficients have the following properties:
aij∈C∞(¯Ω),aij=aji,
(2.8)
for every integer 0≤i,j≤d, and there exists a constant v>0 satisfying
vd∑i=1ξ2i≤d∑i,j=1aij(x)ξiξj.
(2.9)
In this paper, H10(Ω) and H2(Ω) denote the usual Sobolev spaces [17,18]. Additionally, the space ˜Hs(Ω) is associated with the elliptic operator
A:H2(Ω)∩H10(Ω)→L2(Ω),
(2.10)
where it is assumed that s≥0 is a real number, A is defined as A=−L. The spectrum of A consists entirely of eigenvalues {λj}∞j=1. By Section 6.5 of [19], there exists an orthonormal basis {φj}∞j=1 of L2(Ω) such that
Aφj=λjφj,φj|∂Ω=0,
(2.11)
thus, φj∈˜H2(Ω) is an eigenfunction corresponding to j-th eigenvalue λj.
For any s≥0, the space ˜Hs(Ω) is defined by
˜Hs(Ω)={v∈L2(Ω):∞∑j=1λsj|(v,φj)|2<∞},
(2.12)
and it is a Hilbert space with the norm
‖v‖2˜Hs(Ω)=∞∑j=1λsj|(v,φj)|2=‖As/2v‖2L2(Ω).
(2.13)
Moreover, we have ˜Hs(Ω)⊂Hs(Ω) for s>0 and
˜H2(Ω)=H2(Ω)∩H10(Ω).
(2.14)
Since ˜Hs(Ω)⊂L2(Ω), by identifying the dual (L2(Ω))′ with L2(Ω), we have
In this work, Eα,β(z) denotes the Mittag-Leffler function, for α,β>0 and z∈C. The function Eα,β(z) satisfies the following properties (see Section 1.2 of [16]):
(i) Let 0<α<2, β be an arbitrary real number and μ satisfy πα<μ<min{π,πα}. Then there exists a real constant C1=C1(α,β,μ) such that
|Eα,β(z)|≤C11+|z|,μ≤|arg(z)|≤π.
(2.19)
(ii) We have
dmdtmEα,1(−λntα)=−λntα−mEα,α−m+1(−λntα)
(2.20)
for t,α,λn>0 and positive m∈Z.
From now on, we assume that Cj,1≤j≤29 are positive constants which are independent of the function F in (2.4) and the initial condition b in (2.5). But it may depend on the fractional order α, the coefficients of the operator L and the domain of the solution.
3.
Main result
By the method of eigenfunction expansions, the solution is sought in the form of
u(x,t)=∞∑n=1un(t)φn(x),
(3.1)
where the functions φn(x) are the solution of the following problem:
Lφn=−λnφn,φn|∂Ω=0.
(3.2)
From (3.1), we see that
un(t)=(u(.,t),φn)L2(Ω),
(3.3)
where (.,.)L2(Ω) denotes the usual inner product of the space L2(Ω). We multiply both sides of Eq (2.4) by φn and integrate it with respect to the space variable and we get
In the proof, we will use the same method as [7]. It can be seen as a generalization of Bielecki's method [14] which is used to investigate solvability of initial value problems for ordinary differential equations.
Proof. We will show the existence of the solution by defining a map in the following form:
M:C([0,T];L2(Ω))→C([0,T];L2(Ω)),
(3.17)
M(u(x,t))=u(x,t).
(3.18)
Here, instead of the usual norm of C([0,T];L2(Ω)), we consider
‖u‖k=maxt∈[0,T]{‖e−ktu(t)‖L2(Ω)}
(3.19)
for any fixed k>0. In order to use the Banach fixed point theorem, we will determine the value of k later. The function u is a solution of problem (2.4)–(2.6) if and only if u is a fixed point of the map M. We have
inequality (3.24) becomes a contraction on the space C([0,T];L2(Ω)) with the norm ‖.‖k. From the Banach fixed point theorem, we conclude that the transform M has a fixed point, which is the solution u of the integral equation (3.10).
Next, we will show the uniqueness of the solution. Let us assume that u and ˜u are two solutions of initial-value problem (2.4)–(2.6). We set
C27=C26Tk.
(3.26)
By (3.18), we can write
‖M(u)−M(˜u)‖2k=‖u−˜u‖2k≤C27‖u−˜u‖2k,
(3.27)
and
(1−C7)‖u−˜u‖k≤0.
(3.28)
Therefore, we have
‖u−˜u‖k=0,
(3.29)
which implies u=˜u. Thus, the solution u is unique.
Finally, we will examine the regularity property of the solution. We can divide this part of the proof into five steps.
Step 1. From (3.10), we write
‖u(.,t)‖2L2(Ω)≤2‖I1(.,t)‖2L2(Ω)+2‖I2(.,t)‖2L2(Ω).
(3.30)
Here, using (2.19), (2.20) and the Cauchy-Schwarz inequality, we get
Since, the terms on the right-hand side of Eq (2.4) are examined in the first and second step, we can easily write inequality (3.54). As for (3.16), the first part is obvious from (2.14) and (3.47). We can write the second part by (3.54).
we can evaluate (3.58)–(3.60) and obtain the following results.
There are two cases for the term I9, which are
‖I9(.,t)‖2L2(Ω)h2α≤C227‖b‖2H2(Ω)h2αδ2α
(3.64)
for 0<δ≤t≤T and
‖I9(.,t)‖2L2(Ω)h2α≤4C21h2α‖b‖2H2(Ω)h2α
(3.65)
for t=0. We also have
‖I10(.,t)‖2L2(Ω)h2α≤C228‖F(u)‖2C([0,T];L2(Ω))h2α
(3.66)
and
‖I11(.,t)‖2L2(Ω)h2α≤C229‖F(u)‖2C([0,T];L2(Ω))h2α.
(3.67)
By considering (3.64)–(3.67), we get (3.55). Therefore, we can write
u∈C0,α([0,T];L2(Ω)).
(3.68)
Using (3.41), (3.48), (3.54) and (3.55), we obtain (3.14). Additionally, taking into account of (3.47) and (3.68), we have (3.15).
This completes the proof of the theorem.
4.
Conclusions
In this study, we consider an initial-boundary value problem for a non-linear fractional diffusion equation. We prove the existence, uniqueness and regularity properties of the solution under some conditions on the non-linear function F and the initial condition.
Conflict of interest
The authors declare no conflicts of interest.
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Özge Arıbaş, İsmet Gölgeleyen, Mustafa Yıldız. On the solvability of an initial-boundary value problem for a non-linear fractional diffusion equation[J]. AIMS Mathematics, 2023, 8(3): 5432-5444. doi: 10.3934/math.2023273
Özge Arıbaş, İsmet Gölgeleyen, Mustafa Yıldız. On the solvability of an initial-boundary value problem for a non-linear fractional diffusion equation[J]. AIMS Mathematics, 2023, 8(3): 5432-5444. doi: 10.3934/math.2023273