Skip to main content
Log in

Mathematical Analysis of the Hadamard-Type Fractional Fokker–Planck Equation

  • Published:
Mediterranean Journal of Mathematics Aims and scope Submit manuscript

Abstract

This paper deals with a time-fractional Fokker–Planck equation, where the time-fractional derivative (denoted by \(_{H}{\textrm{D}}_{a,t}^{1-\alpha }u\)) is in the Hadamard sense with order \(\alpha \in (0,1)\). With the help of the modified Laplace transform and its inverse transform, the mild solutions of the considered equation are constructed. The existence and uniqueness of the mild solutions are proved by the contraction mapping principle, and some regularity estimates are satisfied. For \(\alpha \in (1/2,1)\), the mild solution is shown to be the classical solution. The decay estimates of the solution u and \(_{H}{\textrm{D}}_{a,t}^{1-\alpha }u\) are also investigated.

This is a preview of subscription content, log in via an institution to check access.

Access this article

Price excludes VAT (USA)
Tax calculation will be finalised during checkout.

Instant access to the full article PDF.

Similar content being viewed by others

Data Availability

Data sharing not applicable to this paper as no datasets were generated or analyzed during the current study.

References

  1. Deng, W.: Finite element method for the space and time fractional Fokker–Planck equation. SIAM J. Numer. Anal. 47(1), 204–226 (2009)

    Article  MathSciNet  MATH  Google Scholar 

  2. Fan, E.Y., Li, C.P., Li, Z.Q.: Numerical approaches to Caputo–Hadamard fractional derivatives with applications to long-term integration of fractional differential systems. Commun. Nonlinear Sci. Numer. Simul. 106, 106096 (2022)

    Article  MathSciNet  MATH  Google Scholar 

  3. Gohar, M., Li, C.P., Li, Z.Q.: Finite difference methods for Caputo–Hadamard fractional differential equations. Mediterr. J. Math. 17(6), 194 (2020)

    Article  MathSciNet  MATH  Google Scholar 

  4. Jarad, F., Abdeljawad, T., Baleanu, D.: Caputo-type modification of the Hadamard fractional derivatives. Adv. Differ. Equ. 2012, 142 (2012)

    Article  MathSciNet  MATH  Google Scholar 

  5. Kilbas, A.A., Srivastava, H.M., Trujillo, J.J.: Theory and Applications of Fractional Differential Equations. Elsevier Science, Amsterdam (2006)

    MATH  Google Scholar 

  6. Le, K.N., McLean, W., Stynes, M.: Existence, uniqueness and regularity of the solution of the time-fractional Fokker–Planck equation with general forcing. Commun. Pure Appl. Anal. 18(5), 2789–2811 (2019)

    MathSciNet  MATH  Google Scholar 

  7. Li, C.P., Cai, M.: Theory and Numerical Approximations of Fractional Integrals and Derivatives. SIAM, Philadelphia (2019)

    Book  Google Scholar 

  8. Li, C.P., Li, Z.Q.: The blow-up and global existence of solution to Caputo–Hadamard fractional partial differential equation with fractional Laplacian. J. Nonlinear Sci. 31(5), 80 (2021)

    Article  MathSciNet  MATH  Google Scholar 

  9. Li, C.P., Li, Z.Q., Wang, Z.: Mathematical analysis and the local discontinuous Galerkin method for Caputo–Hadamard fractional partial differential equation. J. Sci. Comput. 85, 41 (2020)

    Article  MathSciNet  MATH  Google Scholar 

  10. Metzler, R., Barkai, E., Klafter, J.: Anomalous diffusion and relaxation close to thermal equilibrium: a fractional Fokker Planck equation approach. Phys. Rev. Lett. 82, 3563–3567 (1999)

    Article  Google Scholar 

  11. Metzler, R., Klafter, J.: The random walk’s guide to anomalous diffusion: a fractional dynamics approach. Phys. Rep. 339, 1–77 (2000)

    Article  MathSciNet  MATH  Google Scholar 

  12. Peng, L., Zhou, Y.: The existence of mild and classical solutions for time fractional Fokker–Planck equations. Monatsh. Math. 199, 377–410 (2022)

    Article  MathSciNet  MATH  Google Scholar 

  13. Pinto, L., Sousa, E.: Numerical solution of a time–space fractional Fokker Planck equation with variable force field and diffusion. Commun. Nonlinear Sci. Numer. Simul. 50, 211–228 (2017)

    Article  MathSciNet  MATH  Google Scholar 

  14. Sakamoto, K., Yamamoto, M.: Initial-value-boundary-value problems for fractional diffusion-wave equations and applications to some inverse problems. J. Math. Anal. Appl. 382(1), 426–447 (2011)

    Article  MathSciNet  MATH  Google Scholar 

  15. Samko, S.G., Kilbas, A.A., Marichev, O.I.: Fractional Integrals and Derivatives: Theory and Applications. Gordon and Breach Science Publishers, Amsterdam (1993)

    MATH  Google Scholar 

  16. Vanterler, J., Sousa, C., De Oliveira, C.E.: A Gronwall inequality and the Cauchy type problem by means of \(\psi \)-Hilfer operator. Differ. Equ. Appl. 11, 87–106 (2019)

    MathSciNet  MATH  Google Scholar 

  17. Wang, Z.: L1/LDG method for Caputo–Hadamard time fractional diffusion equation. Commun. Appl. Math. Comput. (2023). https://doi.org/10.1007/s42967-023-00257-x

    Article  Google Scholar 

  18. Wang, Z., Ou, C., Vong, S.: A second-order scheme with nonuniform time grids for Caputo–Hadamard fractional sub-diffusion equations. J. Comput. Appl. Math. 414, 114448 (2022)

    Article  MathSciNet  MATH  Google Scholar 

  19. Yang, Z., Zheng, X., Wang, H.: Well-posedness and regularity of Caputo–Hadamard time-fractional diffusion equations. Fractals 30, 2250005 (2022)

    Article  MATH  Google Scholar 

Download references

Author information

Authors and Affiliations

Authors

Corresponding author

Correspondence to Zhen Wang.

Ethics declarations

Conflict of interest

The authors declare that they have no conflict of interest.

Additional information

Publisher's Note

Springer Nature remains neutral with regard to jurisdictional claims in published maps and institutional affiliations.

The work was supported by the National Natural Science Foundation of China (No. 12101266).

Rights and permissions

Springer Nature or its licensor (e.g. a society or other partner) holds exclusive rights to this article under a publishing agreement with the author(s) or other rightsholder(s); author self-archiving of the accepted manuscript version of this article is solely governed by the terms of such publishing agreement and applicable law.

Reprints and permissions

About this article

Check for updates. Verify currency and authenticity via CrossMark

Cite this article

Wang, Z., Sun, L. Mathematical Analysis of the Hadamard-Type Fractional Fokker–Planck Equation. Mediterr. J. Math. 20, 245 (2023). https://doi.org/10.1007/s00009-023-02445-8

Download citation

  • Received:

  • Revised:

  • Accepted:

  • Published:

  • DOI: https://doi.org/10.1007/s00009-023-02445-8

Keywords

Mathematics Subject Classification

Navigation