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Application of the hypercomplex fractional

integro-differential operators to the fractional Stokes

equation

M. Ferreira

†,‡

,

R.S. Kraußhar

§

,

M.M. Rodrigues

,

N. Vieira

School of Technology and Management Polytechnic Institute of Leiria

P-2411-901, Leiria, Portugal. Email: [email protected]

§

Fachgebiet Mathematik

Erziehungswissenschaftliche Fakult¨at, Universit¨at Erfurt Nordh¨auserstr. 63, 99089 Erfurt, Germany.

E-mail: [email protected]

CIDMA - Center for Research and Development in Mathematics and Applications Department of Mathematics, University of Aveiro

Campus Universit´ario de Santiago, 3810-193 Aveiro, Portugal. E-mails: [email protected], [email protected], [email protected]

Abstract

We present a generalization of several results of the classical continuous Clifford function theory to the context of fractional Clifford analysis. The aim of this paper is to show how the fractional integro-differential hypercomplex operator calculus can be applied to a concrete fractional Stokes problem in arbitrary dimen-sions which has been attracting recent interest (cf. [1, 6]).

1

Basics on fractional calculus and special functions

For a, b ∈ R with a < b and α > 0, the left and right Riemann-Liouville fractional integrals Iα

a+and Ibα− of order

α are defined by (see [5]) (Iaα+f ) (x) = 1 Γ(α) Z x a f (t) (x − t)1−α dt, x > a, (I α b−f ) (x) = 1 Γ(α) Z b x f (t) (t − x)1−α dt, x < b. (1) By RLDα

a+ andRLDαb− we denote the left and right Riemann-Liouville fractional derivatives of order α > 0 on

[a, b] ⊂ R (see [5]): RLDα a+f (x) = DmIam−α+ f (x) = 1 Γ(m − α) dm dxm Z x a f (t) (x − t)α−m+1 dt, x > a (2) RLDα b−f (x) = (−1)m DmIbm−α− f (x) = (−1)m Γ(m − α) dm dxm Z b x f (t) (t − x)α−m+1 dt, x < b. (3)

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Here, m = [α] + 1 and [α] means the integer part of α. The symbols CDαa+ and

CDα

b− denote the left (resp.

right) Caputo fractional derivative of order α > 0:

CDα a+f (x) = Iam−α+ D mf (x) = 1 Γ(m − α) Z x a f(m)(t) (x − t)α−m+1 dt, x > a (4) CDα b−f (x) = (−1)m Ibm−α− D mf (x) = (−1)m Γ(m − α) Z b x f(m)(t) (t − x)α−m+1 dt, x < b. (5)

We denote by Iaα+(L1) the class of functions f that are represented by the fractional integral (1) of a summable

function, that is f = Iα

a+ϕ, with ϕ ∈ L1(a, b). The space ACm([a, b]) contains all functions that are continuously

differentiable over [a, b] up to the order m − 1 and f(m−1) is supposed to be absolutely continuous over [a, b].

To explicitly describe the integral kernels that are used in the sequel we need to introduce the two-parameter Mittag-Leffler function Eµ,ν(z) (cf [3]) as Eµ,ν(z) =P

+∞ k=0

zk

Γ(µk+ν), µ > 0, ν ∈ R, z ∈ C. Let us now turn to

the treatment of the higher dimensional setting. We consider bounded open rectangular domains in Rn of the

form Ω =Qn

i=1]ai, bi[. Let α = (α1, . . . , αn), with αi∈ ]0, 1], i = 1, . . . , n. The n-parameter fractional Laplace

operators RLα

a+ and C∆αa+, and the associated fractional Dirac operators RLDαa+ and CDαa+ acting on the

variables (x1, · · · , xn) ∈ Rn are defined over Ω by RLα a+ = n X i=1 RL a+i∂ 1+αi xi , Cα a+ = n X i=1 C a+i∂ 1+αi xi , RLDα a+ = n X i=1 eiRLa+ i ∂ 1+αi 2 xi , CDα a+= n X i=1 eiaC+ i ∂ 1+αi 2 xi . (6)

For i = 1, . . . , n the partial derivativesRL

a+i∂ 1+αi xi , RL a+i∂ 1+αi 2 xi , C a+i∂ 1+αi xi and C a+i∂ 1+αi 2

xi are the left Riemann-Liouville

and Caputo fractional derivatives (2) and (4) of orders 1 + αi and 1+α2 i, with respect to the variable xi ∈]ai, bi[.

Under certain conditions we have that RLα

a+ = −RLDaα+RLDaα+ and C∆αa+ = − CDaα+ CDaα+ (see [2]). Due

to the nature of the eigenfunctions and the fundamental solution of these operators we additionally need to consider the variablex = (xb 2, . . . , xn) ∈ bΩ =Q

n

i=2]ai, bi[, and the fractional Laplace and Dirac operators acting

onbx defined by: RL b ∆αa+ = n X i=2 RL a+i∂ 1+αi xi , C b ∆αa+ = n X i=2 C a+i∂ 1+αi xi , RL b Dα a+ = n X i=2 eiRLa+ i ∂ 1+αi 2 xi , C b Dα a+= n X i=2 eiaC+ i ∂ 1+αi 2 xi . (7)

Next recalling from [2] we know that a family of fundamental solutions of the fractional Dirac operator CDα a+

can be represented in the wayCGα +(x) = Pn i=1ei CG+α  i(x), where CGα +  1(x) = (x1− a1) −1+α12 E 1+α1,1−α12  −(x1− a1)1+α1 C∆bαa+  g0(bx) + (x1− a1) 1−α1 2 E 1+α1,3−α12  −(x1− a1)1+α1 C∆b α a+  g1(x),b (8) and for i = 2, . . . , n CGα +  i(x) =  E1+α1,1  −(x1− a1)1+α1 C∆bαa+  C a+ i ∂1+αi2 xi  g0(x)b + (x1− a1)  E1+α1,2  −(x1− a1)1+α1 C∆bαa+  C a+i∂ 1+αi 2 xi  g1(bx), (9) with g0(bx) = v(a1,bx) and g1(bx) = v

0

x1(a1,bx). The functions v and v

0

x1 are defined in Corollary 3.5 of [2].

2

Fractional Hypercomplex Integral Operators

In this section we recall the definitions and the main properties of the fractional versions of the Teodorescu and Cauchy-Bitsadze operators that are going to be used in the sequel to treat the fractional Stokes problem. For all the detailed proofs and calculations we refer to our paper [2]. First we recall the following fractional Stokes

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Theorem 2.1Let f, g ∈ C`0,n(Ω) ∩ AC1(Ω) ∩ AC(Ω) Then we have Z Ω − f CDα b− (x) g(x) + f (x) RLDαa+g (x) dx = Z ∂Ω f (x) dσ(x) (Iaα+g) (x), (10)

where dσ(x) = n(x) dΩ, with n(x) being the outward pointing unit normal vector at x ∈ ∂Ω, where dΩ is the classical surface element, and where dx represents the n-dimensional volume element.

Replacing f byCGα

+(x−y) in (10) we now may obtain the following fractional Borel-Pompeiu formula (a detailed

proof is presented in [2]).

Theorem 2.2Let g ∈ C`0,n(Ω) ∩ AC1(Ω) ∩ AC(Ω). Then the following fractional Borel-Pompeiu formula holds

− Z Ω C G+α(x + a − y) RL Dαa+g (y) dy + Z ∂Ω C G+α(x + a − y) dσ(y) (I α a+g) (y) = g(x). (11)

From (11) we may introduce the following definition.

Definition 2.3Let g ∈ AC1(Ω). Then the linear integral operators

(Tαg) (x) = − Z Ω CGα +(x + a − y) g(y) dy, (F αg) (x) = Z ∂Ω CGα +(x + a − y) dσ(y) (I α a+g) (y) (12)

are called the fractional Teodorescu and Cauchy-Bitsadze operator, respectively. The previous definition allows us to rewrite (11) in the alternative form TαRLDα

a+g (x) + (F

αg) (x) = g(x),

with x ∈ Ω. For the regularity and mapping properties of (12) we refer to [2]. Again, in [2] we proved the following result:

Theorem 2.4The fractional operator Tα is the right inverse of CDα

a+, i.e., for g ∈ Lp(Ω), with p ∈

i 1,1−α2 ∗ h and α∗= min 1≤i≤n{αi}, we have CDaα+T αg (x) = g(x).

All these tools in hand allow us to obtain the following Hodge-type decomposition which is our key tool to treat boundary value problems related to the fractional Dirac operator, such as presented with a small example in the next section (see [2] for a detailed proof):

Theorem 2.5Let q = 2−(1−α2p ∗)p, p ∈

i 1,1−α2 ∗

h

, and α∗= min1≤i≤n{αi}. The space Lq(Ω) admits the following

direct decomposition Lq(Ω) = Lq(Ω) ∩ ker CDαa+  ⊕ CDα a+  ◦ Waα,p+ (Ω)  , (13) where ◦

Waα,p+ (Ω) is the space of functions g ∈ W

α,p

a+(Ω) such that tr(g) = 0. Moreover, we can define the following

projectors Pα: Lq(Ω) → Lq(Ω) ∩ ker CDaα+ , Qα: Lq(Ω) → CDαa+  ◦ Waα,p+ (Ω)  . In the previous theorem the fractional Sobolev space Waα,p+ (Ω) has the following norm:

kf kpWα,p a+(Ω) := kf kpL p(Ω)+ n X k=1 C a+ k ∂1+αk2 xk f p Lp(Ω) ,

where k · kLp(Ω) is the usual Lp-norm in Ω, and α = (α1, . . . , αn), with αk∈ ]0, 1], k = 1, . . . , n.

Remark 2.6We would like to remark that our results coincide with the classical ones presented in [4] when considering the limit case of α = (1, ...1). However, we can notice differences in the fractional setting, for instance in the expression of the fundamental solution and in the function spaces considered.

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3

A fractional Stokes problem

Recently fractional versions of the Stokes problem have attracted a fast growing interest (see for instance [6]). The application of the version of the Laplacian allows us to model sub-diffusion problems of (in our case incompressible) flows. The following system describes the simplest model of Stokes equation with sub (resp. super) dissipation. In the Riemann-Liouville case (the Caputo case is treated analogously) it has the form

−RL∆αa+u + grad

α

p = F in Ω divαu = 0 in Ω

u = 0 on ∂Ω

Here again we suppose that Ω is a rectangular domain, F is given, p is the unknown pressure of the flow and u its unknown velocity. As in the continuous case treated in [4], the hypercomplex fractional calculus that we proposed in the previous section, now allows us to set up closed solution formulas for u and p. To proceed in this direction, remember that following [2] the fractional Laplacian can be split in the formRLα

a+= −RLDαa+RLDαa+. Applying

the previously described inverse properties of the Teodorescu transform and the properties of the projector Qα arising in the Hodge decomposition stated at the end of the previous section allows us to transform the first equation as follows: RL Dαa+ RL Daα+u + RL Dαa+p= F.

If we now apply the fractional Tα-operator from the left to this equation we get

Tα RLDα

a+RLDαa+u + Tα RLDαa+p= TαF.

Now we can apply our generalized fractional Borel-Pompeiu formula leading to

RLDα

a+u − Fα RLDaα+u + p − Fαp= TαF.

Application of the projector Qαarising the fractional version of the Hodge decomposition then leads to

Qα RLDα

a+u − QαFα RLDαa+u + Qαp− QαFαp= TαF.

Since Fα RLDα

a+u and F

αp are in the kernel ofRLDα

a+, we get Q

αFα RLDα

a+u = 0 and Q

αFαp= 0 so that our

original equation simplifies to

Qα RLDα

a+u + Qαp= QαTαF.

Next we apply once more Tα to the left of the equation and use that Qα RLDα

a+ =RLDaα+u so that the latter

equation is equivalent to

Tα RLDaα+u + T

αQα

p= TαQαTαF which in turn equals

u − Fαu | {z }

=0

+TαQαp= TαQαTαF,

so that we finally get the following formula for the velocity of the flow u = TαQαTαF − TαQαp. The pressure then can be determined by the equation

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Acknowledgement

The work of M. Ferreira, M.M. Rodrigues and N. Vieira was supported by Portuguese funds through the CIDMA - Center for Research and Development in Mathematics and Applications, and the Portuguese Foundation for Science and Technology (“FCT–Funda¸c˜ao para a Ciˆencia e a Tecnologia”), within project UID/MAT/ 0416/2013.

The work of the authors was supported by the project New Function Theoretical Methods in Computational Electrodynamics / Neue funktionentheoretische Methoden f¨ur instation¨are PDE, funded by Programme for Co-operation in Science between Portugal and Germany (“Programa de A¸c˜oes Integradas Luso-Alem˜as/2017” -Ac¸c˜ao No. A-15/17 - DAAD-PPP Deutschland-Portugal, Ref: 57340281).

N. Vieira was also supported by FCT via the FCT Researcher Program 2014 (Ref: IF/00271/2014).

References

[1] P.M. de Carvalho-Neto and G. Planas, Mild solutions to the time fractional Navier-Stokes equations in Rn,

J. Differ. Equations, 259-No.7, (2015), 2948-2980.

[2] M. Ferreira, R.S. Kraußhar, M.M. Rodrigues and N. Vieira; A higher dimensional fractional Borel-Pompeiu formula and a related hypercomplex fractional operator calculus, submitted.

[3] R. Gorenflo, A.A. Kilbas, F. Mainardi and S. Rogosin, Mittag-Leffler functions. Theory and applications, Springer Monographs in Mathematics, Springer, Berlin, 2014.

[4] K. G¨urlebeck and W. Spr¨oßig, Quaternionic and Clifford calculus for physicists and engineers, Mathemat-ical Methods in Practice, Wiley, Chichester, 1997.

[5] A.A. Kilbas, H.M. Srivastava and J.J. Trujillo, Theory and applications of fractional differential equations, North-Holland Mathematics Studies-Vol.204, Elsevier, Amsterdam, 2006.

[6] S. Lin, M. Aza¨ıez and C. Xu, Fractional Stokes equation and its spectral approximation, Int. J. Numer. Anal. Model., 15-No.1-2, (2018), 170-192.

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