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Register a new userA Fractional Lie Group Method For Anomalous Diffusion Equations
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Guo-cheng Wu
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Lie group method provides an efficient tool to solve a differential equation. This paper suggests a fractional partner for fractional partial differential equations using a fractional characteristic method. A space-time fractional diffusion equation is used as an example to illustrate the effectiveness of the Lie group method.
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Lie group method provides an efficient tool to solve nonlinear partial differential equations. This paper suggests a fractional Lie group method for fractional partial differential equations. A time-fractional Burgers equation is used as an example to illustrate the effectiveness of the Lie group method and some classes of exact solutions are obtained.
We study homogenization for a class of generalized Langevin equations (GLEs) with state-dependent coefficients and exhibiting multiple time scales. In addition to the small mass limit, we focus on homogenization limits, which involve taking to zero the inertial time scale and, possibly, some of the memory time scales and noise correlation time scales. The latter are meaningful limits for a class of GLEs modeling anomalous diffusion. We find that, in general, the limiting stochastic differential equations (SDEs) for the slow degrees of freedom contain non-trivial drift correction terms and are driven by non-Markov noise processes. These results follow from a general homogenization theorem stated and proven here. We illustrate them using stochastic models of particle diffusion.
The method of characteristics has played a very important role in mathematical physics. Preciously, it was used to solve the initial value problem for partial differential equations of first order. In this paper, we propose a fractional method of characteristics and use it to solve some fractional partial differential equations.
We carry out the enhanced group classification of a class of (1+1)-dimensional nonlinear diffusion-reaction equations with gradient-dependent diffusivity using the two-step version of the method of furcate splitting. For simultaneously finding the equivalence groups of an unnormalized class of differential equations and a collection of its subclasses, we suggest an optimized version of the direct method. The optimization includes the preliminary study of admissible transformations within the entire class and the successive splitting of the corresponding determining equations with respect to arbitrary elements and their derivatives depending on auxiliary constraints associated with each of required subclasses. In the course of applying the suggested technique to subclasses of the class under consideration, we construct, for the first time, a nontrivial example of finite-dimensional effective generalized equivalence group. Using the method of Lie reduction and the generalized separation of variables, exact solutions of some equations under consideration are found.
We discuss the classical statement of group classification problem and some its extensions in the general case. After that, we carry out the complete extended group classification for a class of (1+1)-dimensional nonlinear diffusion--convection equations with coefficients depending on the space variable. At first, we construct the usual equivalence group and the extended one including transformations which are nonlocal with respect to arbitrary elements. The extended equivalence group has interesting structure since it contains a non-trivial subgroup of non-local gauge equivalence transformations. The complete group classification of the class under consideration is carried out with respect to the extended equivalence group and with respect to the set of all point transformations. Usage of extended equivalence and correct choice of gauges of arbitrary elements play the major role for simple and clear formulation of the final results. The set of admissible transformations of this class is preliminary investigated.
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