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Approximation of solutions to integro-differential time fractional order parabolic equations in \(L^{p}\)-spaces
Journal of Inequalities and Applications volume 2023, Article number: 145 (2023)
Abstract
In this paper we study the initial boundary value problem for a class of integro-differential time fractional order parabolic equations with a small positive parameter ε. Using the Laplace transform, Mittag-Leffler operator family, \(C_{0}\)-semigroup, resolvent operator, and weighted function space, we get the existence of a mild solution. For suitable indices \(p\in [1,+\infty )\) and \(s\in (1,+\infty )\), we first prove that the mild solution of the approximating problem converges to that of the corresponding limit problem in \(L^{p}((0,T), L^{s}(\Omega ))\) as \(\varepsilon \rightarrow 0^{+}\). Then for the linear approximating problem with ε and the corresponding limit problem, we give the continuous dependence of the solutions. Finally, for a class of semilinear approximating problems and the corresponding limit problems with initial data in \(L^{s}(\Omega )\), we prove the local existence and uniqueness of the mild solution and then give the continuous dependence on the initial data.
1 Introduction
In this paper, we study the following initial boundary value problem (IBVP) for integro-differential time fractional order parabolic equations with a small positive parameter ε in a suitable \(L^{p}\)-space:
where the kernel \(k(t): \mathbf{R}\rightarrow \mathbf{R}\) is a continuous function such that
\(\alpha \in (0,1)\), and \(D_{t}^{\alpha}u(t)\) represents the Caputo fractional derivative of u defined by
where the Gelfand–Shilov function \(g_{\beta}(t)\) satisfies the semigroup property \(g_{\alpha}\ast g_{\beta}=g_{\alpha +\beta}\), while χ is a positive scalar function defined in \((0,\varepsilon _{0}]\) for a given real number \(\varepsilon _{0}>0\) such that
In general, A is a linear unbounded operator defined on a bounded domain \(\Omega \subset \mathbf{R}^{n}\) with \(C^{2}\)-boundary, here we consider that A is a second-order differential operator in divergence form,
endowed with vanishing Dirichlet boundary condition on ∂Ω, and there are positive constants \(c_{0}\), \(c_{1}\), γ such that \(a_{0}(x)\geq \gamma \), \(a_{0}\in C(\overline{\Omega})\), \(a_{ij}=a_{ji}\in C^{1}(\overline{\Omega})\), and
The time-fractional integro-differential equations are very popular due to their applications in real-world problems in physics, mechanics, civil and mechanical engineering. In the recent years, the research on time-fractional differential equations has attracted many authors. For fractional calculus and Mittag-Leffler function, we refer to references [15, 20]. For abstract integro-differential equations and abstract evolution equations, we refer to the monographs [19, 22] and papers [13, 14, 24]. For the fractional integro-differential equations, we refer to the references [8–10, 12]. For fractional evolution equations in Banach spaces, we refer to the PhD thesis [2]. Zhang and Li [25] considered the global well-posedness and blow-up of solutions of the Cauchy problem for a time-fractional superdiffusion equation. Li [16] discussed the regularity of mild solutions for a fractional abstract Cauchy problem with order \(\alpha \in (1, 2)\). Chen and Tang [5, 6] considered the homogenization of nonlinear nonlocal p-Laplacian operators with convolution kernels.
For \(\alpha =1\), Lorenzi and Messina [17] considered the approximation of solutions to linear integro-differential parabolic equation (1.1) in \(L^{p}\)-spaces and extended the results to the corresponding nonlinear equation [18]. For \(\alpha \in (1, 2)\), Zhao and Tang [26] discussed the approximation of solutions to nonlinear integro-differential time fractional wave equation (1.1) in the \(L^{p}\)-space.
In this paper, we first consider the linear integro-differential parabolic equation (1.1) with \(\alpha \in (0,1]\), the time-fractional order evolution equation in a Banach space. Our main task is to show that, under suitable assumptions on the functions \(f_{\varepsilon}\), f and the initial data \(u_{0,\varepsilon}\), \(u_{0}\), for suitable indices \(p\in [1,+\infty )\) and \(s\in (1,+\infty )\), in \(L^{p}((0,T), L^{s}(\Omega ))\)-norm, the mild solution \(u_{\varepsilon}(t)\) of problem (1.1) converges to the mild solution \(u(t)\) of the limit problem
as \(\varepsilon \rightarrow 0^{+}\).
In general, any order Caputo fractional derivative of \(u(t)\) for \(\alpha >0\) is defined by [21]
where m is the smallest integer greater than or equal to α, and \(g_{m-\alpha}(t)\) is defined by (1.3) with \(m-\alpha \) instead of β.
Similarly, the Riemann–Liouville fractional integral is defined by
thus we have
Applying the properties of Laplace transform and taking into account that \(\widehat{{g_{\alpha}}}(\lambda )=\lambda ^{-\alpha}\) and \(\widehat{(J_{t}^{\alpha}f)}(\lambda )=\widehat{(g_{\alpha}*f)}( \lambda )=\widehat{{g_{\alpha}}}(\lambda )\hat{f}(\lambda )=\lambda ^{- \alpha}\hat{f}(\lambda )\), the second equation in (1.10) implies that
For the linear time fractional order parabolic equation (1.1) with a small positive parameter ε, we now consider a semilinear approximating problem
and the corresponding semilinear limit problem as \(\varepsilon \rightarrow 0^{+}\), namely
where N is a nonlinear operator admitting the following representation:
and ψ is given later.
For Banach spaces \((X,\|\cdot \|_{X})\) and \((Y,\|\cdot \|_{Y})\), we consider the closed linear operator \(A: D(A)\subset X\rightarrow Y\), the notation \([D(A)]\) represents the domain of A endowed with graph norm \(\|x\|_{1}=\|x\|_{X}+\|Ax\|_{Y}\), \(x\in D(A)\). Recalling the classical theory of semigroups [11], the Mittag-Leffler function \(E_{\alpha}\) and the nonnegative Wright function \(\Psi _{\alpha}\) have the relation and property (see [2])
where the Gamma function is defined by \(\Gamma (\alpha )={\int _{0}^{+\infty}t^{\alpha -1}e^{-t}\,dt}\). In this paper we will use also the Beta function \(\mathrm{B}:(0,\infty )\times (0,\infty )\rightarrow (0,\infty )\) defined by
Using the subordination principle, we can write the Mittag-Leffler family associated to the operator A in the form
where \(\{e^{tA}\}_{t\geq 0}\) is an analytic semigroup associated with the operator A defined in (1.5).
Regarding the convergence of approximating IBVP to the α-order time fractional evolutional equation \(D_{t}^{\alpha}u_{\varepsilon}+\chi (\varepsilon )(-A)u_{\varepsilon}+(-A)(k^{ \varepsilon}\ast u_{\varepsilon})=N[u_{\varepsilon}]\) to the corresponding limit IBVP of the equation \(D_{t}^{\alpha}u+(1+\chi _{0})(-A)u=N[u]\) as scale parameter \(\varepsilon \rightarrow 0^{+}\), for a general class of sectorial operators \(A=\sum_{i,j=1}^{n}D_{x_{i}}(a_{ij}(x)D_{x_{j}})+a_{0}(x)\) defined in equation (1.5), the novelty of this paper is to extend the results in [17, 18] from \(\alpha =1\) (classical integro-differential parabolic equation) to \(\alpha \in (0,1]\) (time fractional order integro-differential parabolic equation). Also we consider a more general kernel \(k(t)\) in equation (1.1) instead of the kernel included in the series representation in [17].
This paper is divided into five sections. Section 2 is devoted to showing some basic properties of the resolvent operators \(F^{\varepsilon}_{\alpha}\), \(G^{\varepsilon}_{\alpha}\) defined in equations (2.2)–(2.5) and the nonlinear operator N. Our main results are stated in Sect. 3, and their proofs are given in Sect. 4. A discussion is given in Sect. 5.
2 Properties of resolvent operators
We first state some assumptions on the operator A and the initial data \(u_{0,\varepsilon}(x)\) to our abstract Cauchy problems of the linear equation (1.1) and the semilinear equation (1.12), respectively. We assume that X is a given general Banach space with a norm denoted by \(\|\cdot \|_{X}\). And approximation results we want to study in \(L^{p}((0,T); X)\) involve the norm denoted by \(\|f\|_{L^{p}((0,T); X)}=\int _{0}^{T}\|f(t)\|_{X}^{p}\,dt\). Furthermore, we state the following assumptions:
-
(H1)
The operator \(A: D(A)\subset X\rightarrow X\) is a closed linear operator, with \(D(A)\) dense in X, and for some \(\phi \in (\frac{\pi}{2},\pi )\) there is a positive constant \(C_{0}=C_{0}(\phi )\) such that
$$\begin{aligned} \Sigma _{0,\phi}= \bigl\{ \lambda \in \mathbb{C}: \bigl\vert \arg ( \lambda ) \bigr\vert < \phi \bigr\} \subset \rho (A), \end{aligned}$$and the resolvent operator \(R(\lambda ,A)=(\lambda I-A)^{-1}\) satisfies
$$\begin{aligned} \bigl\Vert R(\lambda ,A) \bigr\Vert \leq \frac{C_{0}}{ \vert \lambda \vert },\quad \forall \lambda \in \Sigma _{0,\phi}. \end{aligned}$$ -
(H2)
The kernel \(k(t)\in L_{\mathrm{loc}}^{1}(\mathbb{R}^{+})\) is such that \(\widehat{k}(\lambda )\) exists for \(\operatorname{Re} (\lambda )>0\), \(\widehat{k}(\lambda )\) can be extended to \(\sum_{0,\phi}\), and \(\| \widehat{k}(\lambda )\|=O (\frac{1}{|\lambda |} )\) as \(|\lambda |\rightarrow +\infty \). For \(p\in [1,+\infty )\), \(\alpha \in (0,1]\), there exist constants \(\theta _{0}>\frac{1}{p}+\alpha \), \(k_{0},r>0\), and \(r_{0}>r\), \(C>0\) such that
$$\begin{aligned} \bigl\vert \widehat{k}(\lambda )-k_{0} \bigr\vert \leq C \vert \lambda \vert ^{\theta _{0}}, \quad \forall \lambda \in \Sigma _{0,\phi}\cap B(0,r_{0}). \end{aligned}$$ -
(H3)
There exist constants M, \(C>0\) such that
$$\begin{aligned} \bigl\Vert \bigl(\lambda I- \bigl(1+\chi (\varepsilon ) \bigr)A \bigr)^{-1} \bigr\Vert _{\mathcal{L}(X)}\leq \frac{M}{ \vert \lambda \vert }, \quad\forall \lambda \in \Sigma _{0,\phi}, \forall \varepsilon \in (0, \varepsilon _{0}). \end{aligned}$$ -
(H4)
The sequence \(\{f_{\varepsilon}\}_{\varepsilon >0}\subset C([0,T],X)\) converges to f in \(C([0,T],X)\) as \(\varepsilon \rightarrow 0^{+}\).
-
(H5)
Functions \(u_{0,\varepsilon},u_{0}\in X\) and \(\{u_{0,\varepsilon}\}_{\varepsilon >0}\) converges to \(u_{0}\) in X as \(\varepsilon \rightarrow 0^{+}\).
Remark 2.1
Assumptions (H1), (H2), and (H3) have been considered in [7–10, 12], with the operator \(B(t)=K(t)A\) for a given function \(K(t)\) and \(\alpha =1\).
In the sequel, for \(r>0\) and \(\theta \in (\frac{\pi}{2},\phi )\), we denote a sector by
In addition, for a given Banach space, \(\rho (F_{\alpha}^{\varepsilon})\) and \(\rho (G_{\alpha}^{\varepsilon})\) are the sets
and \(\rho (F_{\alpha})\) and \(\rho (G_{\alpha})\) are the sets
Next we collect some properties established in [7, 23].
Lemma 2.1
([7])
Under Assumptions (H1), (H2), and (H3), there exists an \(r>0\) such that \(\sum_{r,\phi}\subset \rho (G^{\varepsilon}_{\alpha})\), \(\sum_{r,\phi}\subset \rho (F^{\varepsilon}_{\alpha})\), and the operator-valued functions \(F^{\varepsilon}_{\alpha}, G^{\varepsilon}_{\alpha}:\sum_{r,\phi} \rightarrow \mathcal{L}(X)\) are analytic. Moreover, there exists a constant M such that
Definition 2.1
The operator families \(\{S_{\alpha}^{\varepsilon}(t)\}_{t\geq 0}\) and \(\{S_{\alpha}(t)\}_{t\geq 0}\) are defined by
and the operator families \(\{T_{\alpha}^{\varepsilon}(t)\}_{t\geq 0}\) and \(\{T_{\alpha}(t)\}_{t\geq 0}\) are defined by
where \(\Gamma _{1}(r,\theta )=\{te^{i\theta}: t\geq r\}\), \(\Gamma _{2}(r,\theta )=\{re^{i\xi}:|\xi |\leq \theta \}\), \(\Gamma _{3}(r,\theta )=\{te^{-i\theta}:t\geq r\}\), \(\theta \in (\pi /2,\phi )\), and \(\Gamma _{r,\theta}=\bigcup_{i=1}^{3}\Gamma _{i}(r,\theta )\), oriented counterclockwise.
Using the Laplace transform, we give the definitions of \(L^{q}\)-mild solutions to the equations (1.1), (1.7), (1.12), and (1.13), respectively.
Definition 2.2
Let \(T>0\), \(\varepsilon \in (0,\varepsilon _{0}]\), \(u_{0,\varepsilon}, u_{0}\in L^{q}(\Omega )\). Functions \(u_{\varepsilon}\in \mathrm{C}([0,T],L^{q}(\Omega ))\) and \(u\in \mathrm{C}([0,T],L^{q}(\Omega ))\) are called \(L^{q}\)-mild solutions of equations (1.1) and (1.7) in \([0,T]\) if \(u_{\varepsilon}\) and u respectively satisfy the following equations:
Definition 2.3
Let \(T>0\), \(\varepsilon \in (0,\varepsilon _{0}]\), \(u_{0,\varepsilon}, u_{0}\in L^{q}(\Omega )\). Functions \(u_{\varepsilon}\in \mathrm{C}([0,T],L^{q}(\Omega ))\) and \(u\in \mathrm{C}([0,T],L^{q}(\Omega ))\) are called \(L^{q}\)-mild solutions of equations (1.12) and (1.13) in \([0,T]\) if \(u_{\varepsilon}\) and u respectively satisfy the following equations:
Lemma 2.2
([7])
Under Assumptions (H1), (H2), and (H3), the operator-valued function \(S_{\alpha}^{\varepsilon}(t)\) defined in Definition 2.1is (i) exponentially bounded in \(\mathcal{L}(X)\); (ii) exponentially bounded in \(\mathcal{L}(D[A])\); (iii) strongly continuous on \([0,\infty )\) and uniformly continuous on \((0,\infty )\) in \(\mathcal{L}(X)\); (iv) strongly continuous on \([0,\infty )\) in \(\mathcal{L}(D[A])\). The operator function \(T_{\alpha}^{\varepsilon}(t)\) defined in Definition 2.1is (v) exponentially bounded in \(\mathcal{L}(X)\); (vi) uniformly continuous on \((0,\infty )\) in \(\mathcal{L}(X)\).
Lemma 2.3
Let \(1\leq q\leq r<\infty \) be such that \(\frac{n}{2}(\frac{1}{q}-\frac{1}{r})<1\). If the operator A is defined in equation (1.5) and satisfies Assumption (H1), then for every \(\varphi \in L^{q}(\Omega )\) we have
where C is a positive constant. Moreover, the operator family \(\{S_{\alpha}(t)\}_{t\geq 0}\) is strongly continuously in \(L^{r}(\Omega )\).
Proof
The proof of estimate (2.10) can be found in [18]. In order to compare the operator families \(\{S_{\alpha}(t)\}_{t\geq 0}\) and \(\{T_{\alpha}(t)\}_{t\geq 0}\), here we give the proof of estimate (2.10) again. From Theorem 3.1 [23], we get
From the proof of Lemma 2.1 [1] and using equation (1.16) of the Wright function \(\Psi _{\alpha}\), we have
Similarly, we have
Now, for \(0\leq t_{1}\leq t_{2}\), we have
thus, \(\forall s>0\), as \(t_{2}\rightarrow t_{1}^{+}\), one gets
Now Lebesgue’s dominated convergence theorem and the fact \(\int _{0}^{\infty}\Psi _{\alpha}(s)\,ds=1\) imply that
therefore,
so the operator family \(\{S_{\alpha}(t)\}_{t\geq 0}\) is strongly continuously in \(L^{r}(\Omega )\). This completes the proof of Lemma 2.3. □
Lemma 2.4
There exists a positive constant C depending only on α, T, M, θ, r such that
Proof
From (i) and (v) in Lemma 2.2, for any \(\lambda \in \Sigma _{r,\varphi}\), \(t\in [0,T]\), we have
This completes the proof of Lemma 2.4. □
Lemma 2.5
Under Assumptions (H1)–(H3), for \(p\in [1, +\infty )\), \(\alpha +\frac{1}{p}>1\), \(\theta _{0}\in (\alpha +\frac{1}{p}, +\infty )\), and \(\varepsilon _{1}\in (0, \min \{\varepsilon _{0},\frac{r_{0}}{r}\})\), there exists a positive constant C depending only on α, T, M, θ, r, \(\varepsilon _{0}\), \(\theta _{0}\), p, \(r_{0}\) such that
Proof
From Lemma 2.1, we have
then
and
Hence, we have
and
We first estimate the integrals over \(\Gamma _{j}(r,\theta )\), \(j=1,3\). From Assumption (H2), there exists a positive constant C such that for \(\Gamma _{1}(r,\theta )=\{te^{i\theta}: t\geq r\}\) and \(\Gamma _{3}(r,\theta )=\{te^{-i\theta}:t\geq r\}\), we have
where \(I_{1}={\int _{0}^{r_{0}}s^{\theta _{0}-1-\frac{1}{p}}\,ds}\) converges for \(\theta _{0}>\frac{1}{p}\), and \(I_{2}={\int _{r_{0}}^{+\infty}s^{-1-\frac{1}{p}}\,ds}\) converges for \(p\geq 1\).
Similarly, there exists a positive constant C such that
where \(I_{3}={\int _{0}^{r_{0}}s^{\theta _{0}-1-\frac{1}{p}- \alpha}\,ds}\) converges for \(\theta _{0}>\frac{1}{p}+\alpha \) and \(I_{4}={\int _{r_{0}}^{+\infty}s^{-1-\frac{1}{p}-\alpha}\,ds}\) converges for \(p\geq 1\) and \(\alpha \in (0,1)\).
For the function \(\chi (\varepsilon )\), we can also get
and
where C is a positive constant.
From (2.20)–(2.23), we get the estimates of the integrals over \(\Gamma _{j}(r,\theta )\) (\(j=1,3\)):
We now estimate the integrals over \(\Gamma _{2}(r,\theta )\) in (2.18) and (2.19). Choosing \(\varepsilon \in (0,\varepsilon _{1}]\) with \(\varepsilon _{1}\leq \min \{\varepsilon _{0},\frac{r_{0}}{r}\}\) and making use of assumptions (iv) and (v) in Lemma 2.2, we have
and
From (2.18), (2.24), and (2.26), we get the estimate (2.16); and from (2.19), (2.25), and (2.27), we get the estimate (2.17). This completes the proof of Lemma 2.5. □
Lemma 2.6
If \(f_{\varepsilon}\) and f satisfy Assumption (H4), and \(\frac{1}{p}+\alpha >1\) (\(p\geq 1\)), then
where C is a positive constant depending only on α, T, M, θ, r, \(\varepsilon _{0}\), \(\theta _{0}\), p, \(r_{0}\), and
the convolution is defined by \({(T\ast f)(t)=\int _{0}^{t}T(t-s)f(s)\,ds,}\) and we have
Proof
From the identity
we have
For \(\frac{1}{p}+\frac{1}{q}\geq 1\) (\(p\geq 1\), \(q\geq 1\)), we can use Young’s inequality for convolution, together with Minkowski’s inequality and Lemmas 2.4 and 2.5, to obtain
For \(\frac{1}{p}+\frac{1}{q}<1\) (\(p>1\), \(q>1\)), we first choose \(r=p\) in (2.29) and then use Young’s inequality for convolution, together with Lemmas 2.4 and 2.5, to get
Thus the estimate (2.28) holds true for \(\frac{1}{p}+\frac{1}{q}<1\) (\(p>1\), \(q>1\)).
Since \(L^{q}((0,T),X)\hookrightarrow L^{1}((0,T),X)\), we easily get the convergence (2.28). This completes the proof of Lemma 2.6. □
Lemma 2.7
If \(u_{0,\varepsilon}\) and \(u_{0}\) satisfy Assumption (H5), then for \(p\geq 1\) and for any \(\varepsilon \in (0,\varepsilon _{1}]\), we have
for some positive constant C depending only on α, T, M, θ, r, \(\varepsilon _{0}\), \(\theta _{0}\), p, \(r_{0}\). Moreover,
Proof
Due to the identity \(S_{\alpha}^{\varepsilon}u_{0,\varepsilon}-S_{\alpha}u_{0}=S_{\alpha}^{ \varepsilon}(u_{0,\varepsilon}-u_{0})+(S_{\alpha}^{\varepsilon}-S_{ \alpha})u_{0}\), from Minkowski’s inequality and Lemmas 2.5 and 2.6, we obtain that
This completes the proof of Lemma 2.7. □
3 Statement of the problems and main results
Now we consider the existence of solutions \(u_{\varepsilon}\) and u to problem (1.1) with a small parameter ε and the limit problem (1.7) as \(\varepsilon \rightarrow 0^{+}\), respectively, and then we focus on the convergence of \(u_{\varepsilon}\) to u in the space \(X_{\rho}\), where
is endowed with the norm
Define the space
endowed with the norm
We now state our main results.
Theorem 3.1
Suppose the operator A defined in equation (1.5) satisfies Assumptions (H1), (H3), the coefficient χ satisfies the convergence condition (1.4), the convolution kernel k satisfies Assumption (H2), and \(\rho \geq 1\), \(q\geq 1\), \(q>\frac{\alpha n}{2}(\rho -1)\), \(\alpha \in (\frac{1}{\rho}, 1]\). Then
-
(i)
There exist constants \(T>0\) and \(R>0\) such that the problem (1.1) admits an \(L^{q}\)-mild solution \(u_{\varepsilon}: [0,T]\rightarrow L^{q}(\Omega )\) in the ball \(\mathbf{B}_{R}\) which is unique in \(C([0,T], L^{q}(\Omega ))\cap X_{\rho}\), for any \((f_{\varepsilon},u_{0,\varepsilon})\in \mathrm{C}([0,T], L^{\rho q}( \Omega ))\times L^{\rho q}(\Omega )\), \(\varepsilon \in [0,\varepsilon _{0}]\).
-
(ii)
For constants \(T>0\) and \(R>0\), in the ball \(\mathbf{B}_{R}\) the problem (1.7) admits an \(L^{q}\)-mild solution \(u: [0,T]\rightarrow L^{q}(\Omega )\) which is unique in \(C([0,T], L^{q}(\Omega ))\cap X_{\rho}\), for any \((f,u_{0})\in \mathrm{C}([0,T], L^{q}(\Omega ))\times L^{q}(\Omega )\).
-
(iii)
The solutions \(u_{\varepsilon}\), u depend continuously on the initial data, that is, if \(u_{\varepsilon}\), \(v_{\varepsilon}\) and u, v are solutions of problems (1.1) and (1.7) starting from \(u_{0,\varepsilon}\), \(v_{0,\varepsilon}\) and \(u_{0}\), \(v_{0}\), respectively, then
$$\begin{aligned}& \sup_{t\in (0,T]}t^{\frac{\alpha n}{2\rho q}(\rho -1)} \bigl\Vert u_{ \varepsilon}(t)-v_{\varepsilon}(t) \bigr\Vert _{L^{\rho q}(\Omega )} \leq C \Vert u_{0, \varepsilon}-v_{0,\varepsilon} \Vert _{L^{\rho q}(\Omega )}, \end{aligned}$$(3.5)$$\begin{aligned}& \sup_{t\in (0,T]}t^{\frac{\alpha n}{2\rho q}(\rho -1)} \bigl\Vert u(t)-v(t) \bigr\Vert _{L^{ \rho q}(\Omega )} \leq C \Vert u_{0}-v_{0} \Vert _{L^{q}(\Omega )}. \end{aligned}$$(3.6)
Theorem 3.2
Suppose the operator A defined in equation (1.5) satisfies Assumptions (H1), (H3), the nonlinear operator \(N: [0,T]\times X\rightarrow X\) defined by equation (1.14) is continuous with respect to t, and there exists a constant \(M>0\) such that
Assume that the coefficient χ satisfies the convergence condition (1.4), the convolution kernel k satisfies Assumption (H2), and \(\rho \geq 1\), \(q\geq 1\), \(\alpha >\rho \beta \), \(\alpha \in (\frac{1}{\rho}, 1]\), \(q>\frac{\alpha n(\rho -1)}{2}\). Then
-
(i)
There exist constants \(T>0\) and \(R>0\) such that the problem (1.12) admits an \(L^{q}\)-mild solution \(u_{\varepsilon}:[0,T]\rightarrow L^{q}(\Omega )\) in the ball \(\mathbf{B}_{R}\) which is unique in \(\mathrm{C}([0,T], L^{q}(\Omega ))\cap X_{\rho}\) for any \((f_{\varepsilon}, u_{0,\varepsilon})\in \mathrm{C}([0,T], L^{\rho q}( \Omega ))\times L^{\rho q}(\Omega )\), \(\varepsilon \in [0,\varepsilon _{0}]\).
-
(ii)
For constants \(T>0\) and \(R>0\), in the ball \(\mathbf{B}_{R}\) the problem (1.13) admits an \(L^{q}\)-mild solution \(u:[0,T]\rightarrow L^{q}(\Omega )\) which is unique in \(\mathrm{C}([0,T], L^{q}(\Omega ))\cap X_{\rho}\) for any \((f, u_{0})\in \mathrm{C}([0,T], L^{q}(\Omega ))\times L^{q}(\Omega )\).
-
(iii)
The solutions \(u_{\varepsilon}\) and u depend continuously on the initial data, that is, if \(u_{\varepsilon}\), \(v_{\varepsilon}\) and u, v are solutions of the problem (1.12) and the problem (1.13) starting from \(u_{0,\varepsilon}\), \(v_{0,\varepsilon}\) and \(u_{0}\), \(v_{0}\), respectively, then we have
$$\begin{aligned}& \sup_{t\in (0,T]}t^{\frac{\alpha n}{2\rho q}(\rho -1)} \bigl\Vert u_{ \varepsilon}(t)-v_{\varepsilon}(t) \bigr\Vert _{L^{\rho q}(\Omega )} \leq C \Vert u_{0, \varepsilon}-v_{0,\varepsilon} \Vert _{L^{\rho q}(\Omega )}, \end{aligned}$$(3.9)$$\begin{aligned}& \sup_{t\in (0,T]}t^{\frac{\alpha n}{2\rho q}(\rho -1)} \bigl\Vert u(t)-v(t) \bigr\Vert _{L^{ \rho q}(\Omega )} \leq C \Vert u_{0}-v_{0} \Vert _{L^{q}(\Omega )}. \end{aligned}$$(3.10)
In the following, we denote \(\beta =\frac{\alpha n}{2\rho q}(\rho -1)\).
Theorem 3.3
Suppose the operator A defined in equation (1.5) satisfies Assumptions (H1), (H3), the coefficient χ satisfies the convergence condition (1.4), the convolution kernel k satisfies Assumption (H2), and \(\rho \geq 1\), \(p,q\geq 1\), \(\alpha \in (\frac{1}{\rho}, 1]\), \(\frac{1}{p}+\alpha \geq 1\). If \(f_{\varepsilon}\), \(f\in C([0,T];L^{\rho q}(\Omega ))\) and \(u_{0,\varepsilon}\), \(u_{0}\in L^{\rho q}(\Omega )\) are such that
then the mild solution \(u_{\varepsilon}\) of the approximating problem (1.1) converges in the space \(Y_{\rho}\) to the mild solution u of the limit problem (1.7) as \(\varepsilon \rightarrow 0^{+}\). More precisely, there exists a positive constant C such that
Theorem 3.4
Suppose the operator A defined in equation (1.5) satisfies Assumptions (H1), (H3), the nonlinear operator \(N: [0,T]\times X\rightarrow X\) defined by equation (1.14) is continuous with respect to t and satisfies (3.7) and (3.8). Assume that the coefficient χ satisfies the convergence condition (1.4), the convolution kernel k satisfies Assumption (H2), and \(\rho \geq 1\), \(p, q\geq 1\), \(q>\frac{\alpha n(\rho -1)}{2}\), \(\alpha \in ( \frac{1}{\rho}, 1]\), \(\alpha >\rho \beta \), \(\frac{1}{p}+\alpha \geq 1\). If \(f_{\varepsilon}\), \(f\in C([0,T], L^{\rho q}(\Omega ))\) and \(u_{0,\varepsilon}\), \(u_{0}\in L^{\rho q}(\Omega )\) are such that
then the mild solution \(u_{\varepsilon}\) of the approximating problem (1.12) converges in the space \(Y_{\rho}\) to the mild solution u of the limit problem (1.13) as \(\varepsilon \rightarrow 0^{+}\). More precisely, there exists a positive constant C such that
4 Proofs of Theorems 3.1–3.4
Proof of Theorem 3.1.
For the approximating problem (1.1) with a small positive parameter ε and the limit problem (1.7) as \(\varepsilon \rightarrow 0^{+}\), due to Definition 2.3, we can transform them into the integral equations (2.6) and (2.7) by the operator families \(\{S_{\alpha}(t)\}_{t\geq 0}\), \(\{T_{\alpha}(t)\}_{t\geq 0}\) and the Laplace transform. Direct computation then implies that
from which, together with \(u_{0,\varepsilon}\in L^{\rho q}(\Omega )\) and Lemma 2.2 (i), we obtain
Next, we will prove that \(u_{\varepsilon}\) is an \(L^{q}\)-mild solution. Indeed, as \(t\rightarrow 0^{+}\), we have
Therefore, \(u_{\varepsilon}\in C([0,T], L^{q}(\Omega ))\cap C((0,T], L^{\rho q}( \Omega ))\) is an \(L^{q}\)-mild solution of the approximating problem (1.1). In order to obtain the continuous dependence on the initial data of the solutions, we assume that \(u_{\varepsilon}\) and \(v_{\varepsilon}\) are solutions of the problem (1.1) starting from \(u_{0,\varepsilon}, v_{0,\varepsilon}\in L^{\rho q}(\Omega )\), respectively. For \(T>0\), we have
Next, we prove the existence of a solution to the linear limit problem (1.7). Using Lemma 2.3 and the integral equation (2.9), we have
The contraction principle implies the existence of the mild solution u in the ball \(\mathbf{B}_{R}\). We will prove that u is an \(L^{q}\)-mild solution and is unique in \(X_{\rho}\). Indeed, as \(t\rightarrow 0^{+}\), we have
Therefore, \(u\in \mathrm{C}([0,T], L^{q}(\Omega ))\cap \mathrm{C}((0,T], L^{ \rho q}(\Omega ))\) is an \(L^{q}\)-mild solution of the linear limit problem (1.7). In order to obtain the continuous dependence on the initial data of the solutions, we assume that u and v are solutions of the problem (1.7) starting from \(u_{0}, v_{0}\in L^{q}(\Omega )\), respectively. For \(T>0\), we have
finishing the proof of Theorem 3.1. □
Proof of Theorem 3.2.
For \(\rho \beta <1\), \(\frac{n}{2}(\frac{1}{q}-\frac{1}{\rho q})<1\), we can choose T such that
where \(\Gamma (\alpha )\) and \(\mathrm{B}(\alpha ,\beta )\) are the Gamma and Beta functions, respectively. Let \(\mathbf{B}_{R}\) be the closed ball in \(X_{\rho}\) centered at the origin with radius R. Then, for the nonlinear approximating problem (1.12), define an operator \(\Lambda :\mathbf{B}_{R}\rightarrow \mathbf{B}_{R}\) by
By the assumptions on the nonlinear operator N, due to Lemma 2.2 and for \(u_{\varepsilon}\in X_{\rho}\), we have
thus,
If \(u_{\varepsilon}, v_{\varepsilon}\in \mathbf{B}_{R}\), we have
thus,
This yields that Λ is a contraction operator on \(X_{\rho}\). We shall prove that \(u_{\varepsilon}\) is an \(L^{q}\)-mild solution and is unique in \(X_{\rho}\). Indeed, we have
thus, as \(t\rightarrow 0^{+}\), we obtain
Therefore, \(u_{\varepsilon}\in C([0,T], L^{q}(\Omega ))\cap C((0,T], L^{\rho q}( \Omega ))\) is an \(L^{q}\)-mild solution for the nonlinear approximating problem (1.12).
If \(v_{\varepsilon}\in X_{\rho}\) is a solution of problem (1.12), taking \(0< T'\leq T\) such that \(\|v_{\varepsilon}\|_{X_{\rho}}^{T'}\leq R\), the uniqueness in \(\mathbf{B}_{R}\) implies that \(u_{\varepsilon}(t,x)=v_{\varepsilon}(t,x)\) for all \(t\in [0,T']\). Now, we set
For \(t\in [T',T]\), we have
Defining a function \(\eta :[0,T]\rightarrow [0,+\infty )\) by \(\eta _{\varepsilon}(t)=t^{\beta}\|u_{\varepsilon}(t)-v_{\varepsilon}(t) \|_{L^{\rho q}(\Omega )}\), we have
so, due to the singular Gronwall’s lemma [4, Theorem 4], we obtain the uniqueness.
In order to obtain the continuous dependence on the initial data of the solutions, for \(T>0\), we assume that \(u_{\varepsilon}\) and \(v_{\varepsilon}\) are solutions of equation (1.12) starting from \(u_{0,\varepsilon}, v_{0,\varepsilon}\in L^{\rho q}(\Omega )\), respectively. From the choice of T, it follows that
For the nonlinear limit problem (1.13), let \(\mathbf{B}_{R}\) be a closed ball in \(X_{\rho}\), centered at the origin and with radius R, and define a map \(\Gamma :\mathbf{B}_{R}\rightarrow \mathbf{B}_{R}\) by
For \(u\in X_{\rho}\), we have
Using Lemmas 2.3–2.4, one gets
For \(u,v\in \mathbf{B}_{R}\), we also get
The contraction principle implies the existence of a mild solution u in \(\mathbf{B}_{R}\). We will prove that u is an \(L^{q}\)-mild solution and is unique in \(X_{\rho}\). Indeed, we have
thus, as \(t\rightarrow 0^{+}\), we obtain
Therefore, \(u\in \mathrm{C}([0,T],L^{q}(\Omega ))\cap \mathrm{C}((0,T],L^{\rho q}( \Omega ))\) is an \(L^{q}\)-mild solution for the limit problem (1.13). If \(v\in X_{\rho}\) is a solution of problem (1.13), we may take \(0< T'\leq T\) such that \(\|v\|_{X_{\rho}}^{T'}\leq R\). Then, by the uniqueness in \(\mathbf{B}_{R}\), we have \(u(t,x)=v(t,x)\) for all \(t\in [0,T']\). Set
For \(t\in [T',T]\), we have
Now, let \(\xi :[0,T]\rightarrow [0,+\infty )\) be defined by \(\xi (t)=t^{\beta}\|u(t)-v(t)\|_{L^{\rho q}(\Omega )}\), thus we have
Apply the singular Gronwall’s Lemma [4, Theorem 4], we obtain the uniqueness of the solution.
In order to obtain the continuous dependence on the initial data of the solution, we assume that u and v are solutions of problem (1.13) starting from \(u_{0}, v_{0}\in L^{\rho q}(\Omega )\). From the choice of T, it follows that
which finishes the proof of Theorem 3.2. □
To give the proof of Theorems 3.3 and 3.4, we need the fact that the solutions \(u,u_{\varepsilon}\in L^{\infty}_{\rho}((0,T), L^{\rho q}(\Omega ))\), where the space
is endowed with the norm
Lemma 4.1
If \(u_{\varepsilon}\), u are defined by equations (2.6) and (2.7), respectively, then we have
Proof
From equations (2.6) and (2.7), and estimates (2.14) and (2.15), we get
and
therefore
ending the proof of Lemma 4.1. □
Lemma 4.2
If \(u_{\varepsilon}\) and u are defined by equations (2.8) and (2.9), respectively, then
where \(C=C(\alpha ,r,\theta ,T,\rho )>0\) is a constant.
Proof
From equations (2.8), (2.9) and Lemmas 2.3–2.5, we get
Applying a generalization of Gronwall’s inequality proved in [3], we get
thus
and
Applying the singular Gronwall’s inequality [4, Theorem 4], we get
therefore,
ending the proof of Lemma 4.2. □
Proof of Theorem 3.3.
The space \(Y_{\rho}=L^{p}((0,T),L^{\rho q}(\Omega ))\) is defined in (3.3). Using equations (2.8) and (2.9), as well as Lemmas 2.4–2.7, we have
ending the proof of Theorem 3.3. □
Proof of Theorem 3.4.
From Lemma 4.2, we have
Thus,
where
Applying Gronwall’s inequality, we obtain
Taking the \(Y_{\rho}\)-norm and using Young’s inequality, we get
Applying Young’s inequality again, from Lemmas 2.4–2.7, we deduce that
therefore,
completing the proof of Theorem 3.4. □
5 Discussion
This paper mainly discusses two problems. One is the well-posedness of mild solutions of integro-differential time-fractional order ordinary differential equations (1.1), (1.7), (1.12), and (1.13). The other is the convergence of mild solutions \(u_{\varepsilon}(t,x)\) to the initial boundary value problems (1.1) and (1.12) which contain the small positive scale parameter ε, and the asymptotic behavior of the approximating mild solution \(u_{\varepsilon}(t,x)\) near the limit mild solution \(u(t,x)\) as \(\varepsilon \rightarrow 0^{+}\), where \(u(t,x)\) is the mild solution of the limit problems (1.7) and (1.13), respectively.
An interesting problem is that the second-order differential operator A in equation (1.1) and equation (1.12) has the following divergence form:
In contrast to the differential operator \(A=\sum_{i,j=1}^{n}D_{x_{i}}(a_{ij}(x)D_{x_{j}})+a_{0}(x)\) defined in equation (1.5), the difference is that \(a_{ij}(t,x)\) depends on the time variable t. For the special case \(a_{ij}(t,x)=K(t)\tilde{a}_{ij}(x)\), one can see Remark 2.1. For the problems (1.1) and (1.12) with A defined in equation (5.1), our method is invalid. So the question is, for example, how to characterize the analytic semigroup of the operator A? And how to define a mild solution by the Laplace transform?
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Acknowledgements
We would like to give our sincere thanks to the referees for their professional comments, which largely improved the presentation of this paper. The research was supported by the National Natural Science Foundation of China (No. 12171442).
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The research is supported by the National Natural Science Foundation of China (No. 12171442).
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Y. Z. carried out the fractional partial differential equations and Y. T. carried out the reaction diffusion equations. All authors carried out the proofs and conceived the study. All authors read and approved the final manuscript.
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Zhao, Y., Tang, Y. Approximation of solutions to integro-differential time fractional order parabolic equations in \(L^{p}\)-spaces. J Inequal Appl 2023, 145 (2023). https://doi.org/10.1186/s13660-023-03057-2
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DOI: https://doi.org/10.1186/s13660-023-03057-2