SIAM J. MATH. ANAL.

1992 Society for Industrial and Applied Mathematics

Vol. 23, No. 5, pp. 1182-1188, September 1992 OO7

ENERGY INEQUALITIES FOR INTEGRO-PARTIAL DIFFERENTIAL

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EQUATIONS WITH RIEMANN-LIOUVILLE INTEGRALS*

YASUHIRO FUJITA?

Abstract. This paper presents energy inequalities for the integro-partial differential equations with the
Riemann-Liouville integrals. These equations interpolate between the heat equation and the wave equation.
This fact is reflected in the energy inequalities so that they correspond to the energy equality for the wave
equation. The proofs depend on the Fourier analysis and the probability methods.

Key words, energy inequality, Mittag-Leffler distribution, fractional derivative

AMS(MOS) subject classifications. 45K05, 26A33

1. Introduction. Let n -> 1 be an integer and 1 =< a =< 2. We study the integro-partial
differential equation
tc /2
(IDE) u( t, x) c(x) / t(X) -F F() (t--s)-lAtl(S,X) as
r(1+(/2))
(t> 0, x R"),
2
where F(x) is the gamma function and A=Yj= (O/Oxj) The integral appeared in
(IDE) is the Riemann-Liouville integral of order a defined by

if(t)=F(a) (t-s)-lf(s) ds.

The integro-partial differential equation (IDE) interpolates between the heat equation
(a 1 and ,--0) and the wave equation (c 2); (IDE) is interpreted as the integral
form of the formal Cauchy problem (O/Ot)u(t,x) Au(t, x). Several authors studied
the qualitative properties of the solution of (IDE) [8], [9], [12], however, about the
quantitative properties of it, only LP(Rn)-decay (p_->2) was studied for 0 -= 0 [10].
The aim of the present paper is to derive energy inequalities for (IDE) (1 -< a -< 2).
For the solution us of (IDE), these energy inequalities deal with the quantity

and its time average

(2) -m,c (/) / 1/a e-ta’/Cm,(t at (A > 0).

Here I1" is the Sobolev norm of order m and Ilv b 2m ]10th/0X 2m," D/2 is the
E=I
fractional differential operator of order a/2(l_-<a <2) and Dl=(o/ot) (see 2). As
far as we know, there exists no paper treating the quantities m,(t) and -m,(A) except
a 2. For a 2, the following energy equality is widely known"

(3) Cm,2(t)
The main results are as follows. In Theorem 1, we derive the energy inequality
for m.(t) (1_-< a <2). This inequality corresponds to the energy equality (3). In

* Received by the editors July 3, 1991; accepted for publication (in revised form) October 27, 1991.
Department of Mathematics, Faculty of Science, Toyama University, Toyama 930, Japan. The author
was partially supported by the Grant-in-Aid for Encouragement of Young Scientists (No. 02740103) by the
Ministry of Education, Science, and Culture of Japan.
1182
 INEQUALITIES FOR INTEGRO-PARTIAL DIFFERENTIAL EQUATIONS 1183

Theorem 2 we treat the asymptotic behavior of ,,,(t) as t for 1 =< a <2. In

Theorem 3, we show that -,,(h) is a continuous and strictly increasing function of
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a 1, 2]. Thus the time average -,,(h) interpolates monotonically and continuously
between -,,1 (h) and -,,2(h).
There exist many papers about the estimates for the solutions of (Volterra)
integro-partial differential equations. (Cf. [3], [4], [5], [11].) As compared with these
estimates, our energy inequalities are unique in the sense that they correspond to the
energy equality for the wave equation. It seems, however, to be difficult to generalize
these inequalities to other equations.
The present paper is organized as follows: we state the main results in 2 and
prove them in 3.
2. Main results. Let H(R n) be the Fr6chet space consisting of C-functions b
such that b and all its derivatives belong to L2(Rn); H(R ") is equipped with the
sequence of norms {11" I1,,}=o defined by

where is the Fourier transform of h in L2(R)

(:) 1
.
Alirn (27r),/2 f Ixl<=a} e _ix.th (x) dx
Throughout this paper we assume that b and q of (IDE) belong to H(Rn).
in

DEFINITION. The function u in C([0, o)-H(Rn)) is said to be a solution of

L (R).

(IDE) if it satisfies (IDE) for every > 0 and x R n.

PROPOSITION. For 1 a _<--2, (IDE) has a unique solution u.
Now we consider the energy inequalities for (IDE). These inequalities deal with
m,(t) and -m,(A) defined by (1) and (2), respectively. For 1 a <2, the fractional
differential operator D /2 of order a/2 is defined by

D/f(t)= I-/f’(t)=F(l_a/2)
=
1
fo (t-s) _/ :f’(s) ds.
For a 2, put D /2= D (O/Ot). The following inequality for the quantity ,,,,(t)
corresponds to the energy equality (3).
THEOREM 1. For 1 <= a <--2, the function D/2u is well defined as an element of
C([0, c)- H(R")). In addition, for each integer m >-O, we have
(4) m, (t) <-- q’ 2 + [iV 4 ]12, (t> 0).
The inequality (4) reduces to the equality for all ok, H(R ") if and only if cr 2.
Theorem 2 below treats the asymptotic behavior of *,, (t) as
THEOREM 2. Let m >= 0 be an integer. Suppose that there exists X H(R’) such
that q(:)= I:[(s) almost everywhere. Then, for each 1 <- c <2, we have
1
-
o for 1 <= c < 2.

(5) ina t"m,(t)=r(a_(a/2)) 2 ([Ixll m / II ll ).

Remark 1. As an example of q satisfying the assumption of Theorem 2, we give
q(x) =Ej_-I ajO/Ox(x) for some constants a and q H(R ") (l <-j <_- n). In this
case () is so chosen that

/(:)==, a*j(:) (#0), =0 (so=O).

Clearly this X belongs to H(R).
 1184 YASUHIRO FUJITA

Next we consider the time average S’,.,s(A). As for g,.,s(t), we cannot answer
whether it is a monotonic function of a because we know no method comparing
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g’m,s(t) with g’m,0(t) for 1 =< a </3 _<--2. However, as for the time average, the Laplace
transforms enable us to show the following.
THEOREM 3. Let m >-- 0 be an integer and A > O. Unless ck d/=- O, then S-,.,s (A is
a continuous and strictly increasing function of c. That is, S,,,,s(A) is continuous in
cr 6 1, 2], and the following inequalities hold whenever 1 < a </3 < 2:

(6) -,,,,,(A) < ffm, s(l) < -rn,(i) < ffm,2(/)---Ill]tilL --IIV(IIL.
Thus, there exists a one-to-one correspondence between the two intervals (1, 2) and
(’m,1 (/), "m,2(/ ),
Theorem 3 shows that the time average S-.,,s(A) interpolates monotonically and
continuously between S-,., (A) and .,,2(A).

,
3. Proofs. In the following, let Ys(t)= Ys(t, co) (1-<_a-<_2) be the stochastic
process on a probability space (f/, P) with the Mittag-Leffler distributions of order
c/2:
(_st/)
(7) Eexp{-sY(t)}=2 Re s>_-0, t>=0,
k=0 F(1 + (ka/2))’

where E stands for the expectation. Then Ys (t) has the continuous path with probability
1. That is, for almost all w f, the functions Ys (t, w) are continuous for all >_- 0.
These facts were proved in [1] (see also [9]). The use of the stochastic process Ys(t)
enables us to simplify the proofs.
Proof of Proposition. For -> 0, put
E sin
(8) Us( t, :) (:)E cos
The
nction :
Us(t, ) is defined, except benging to a null set. Since b and q are
in H (Rn), their Fourier transforms th and q belong to L(R"). Thus, Us(t, ) also
belongs to L(R ") for each t->0 because we have by (7) and (8) for almost every sc,
ts/2
(9)
r(l+(/))
Now define us(t,x)(t>-O,xR ") by

(10)
1
us(t,x)=(27r)./-- fa" eix’ Us(t, ) d.

We show that us is a unique solution of (IDE). For each integer m _>- 0, it follows from
(9), (10), and Parseval’s theorem that

-
u(t)ll 2114, II% + r(1 + (cz/2)):
Further, since Ys (t) has the continuous path, we get u (t) u
2t
II.
0 as s 0
by (8) and the dominated convergence theorem. Thus, u belongs to C([0, ): H(R")).
Next we show that u satisfies (IDE). By (7), we have for every R" and 0,
It

Ecos (II Y(t))

(_llt)
(11) E
=o
 INEQUALITIES FOR INTEGRO-PARTIAL DIFFERENTIAL EQUATIONS 1185

and
(_llt,),
o
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(12) E sin (14:l g(t))= Ilt /-

r(1 + ka +(,/2))"
Thus we can rewrite (8) as

It is easy to see that Us(’, ) is a unique solution of the integral equation

tal 2
(13)
F(I+ (c/2))
for almost every : R"; therefore, the inverse Fourier transform shows that us defined

.
by (10) satisfies (IDE) for every t>0 and x R ", so that us is a solution of (IDE).
The uniqueness of the solution of (IDE) follows from the fact that the integral equation
(13) has a unique solution for almost every sc R This completes the proof of the
Proposition. [3
Remark 2. Let w(=u2) be the solution of the wave equation. By (8), we have
Us(t, so)=E(Y(t), :). Thus the solution us (1--<a_-<2) is expressed by
u(t,x)=Ew(Y(t),x).
This expression was given by [9] for n 1. Another expression was given by [12] for
0=-0.
Proof of Theorem 1. For each r > 0 we remark that
F(1 + r)
D"/2[ 1 O, D/2 tr r-/2
F(1 + r- (a/2))
Then, we get, by (11) and (12),

D’/e[E cos (l:lg(t))3- X F(1 -d) DI 2It ]

(14)
k=l

, r(1 +(k- 1)a + (a/2))

-IIE sin (11Y(t)).
t(k-1)+(a/2)

/
The interchange of D and in (14) is permitted, since the third term of (14)
converges absolutely. Similarly we get, by (11) and (12),
(lS) D’/2[E sin (11Y,(t))] IIE cos (11Y(t)).
We have, by (8), (14), and (15),
D uo(t, ) -lel, ( )E sin (1 1 Y(t))+ (:)E cos (Iscl Y(t)).
By (10), it is easy to see that D/:u is well defined as an element of C([0, oe). H(R")),
and given by

D/2u,(t,x)=
(27r),/2 e’X’eD/2U(t, ) d.
Similarly
Ou
Oxj
t’ x)
1
(2r),/’---- Ia e
 1186 YASUHIRO FUJITA

It follows from Parseval’s theorem that

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(16)
+ cos sin (1 1
Since
[E cos (ll Y(t))[=/ IE sin (l[ Y(t))l =
(17) =<Ecos 2 (1:[ Y(t)) + E sin 2 (]:] Y(t)) 1 (t>0, R"), :
we obtain the inequality (4). It remains to show that the inequality (4) reduces to the
equality for all b, 6 6 H(R") if and only if a 2. The "if part" is the energy equality
(3). The "only if part" is proved as follows. In order that (4) reduces to the equality
for all b, q, H(R"), it is necessary that (17) reduces to the equality for all
which is clearly equivalent to
cos ([[ Y(t)) E cos (l l r(t)), sin(l:]Y(t))--Esin(]lY(t)) (t-->0)
for all :
R" with probability 1. Thus,
sin (1:1Y (t)) E sin (ll Y(t)) ’/
Y(t) lim lim EY’(t)
I1-,o [[ lel -->o [:[ F(1 + (a/2))"
To complete the proof of Theorem 1, we need to show that if Y(t) t/:/F(1 + (a/2))
(t _-> 0) P-a.s., then a 2. This follows from the following lemma. This completes the
proof of Theorem 1.
LEMMA 1. If there exists a nonrandom continuous function f on [0, c) such that
Y(t)=f(t) on [0, c) P-a.s., then a=2 and f(t)= t.
Proof By (7) and the assumption, we have
(_st/) (-sf(t))
k=O F(:=Eexp{-sY(t)}=exp{-sf(t)}=+/-ttcc/z
-Y 7 7--’7"))
k=O k!
Thus
f(t) k k/2
(k=0, 1,2,...).
k! r(l+ (kc/2))
Then it is easy to see that a 2, so thatf(t) t. This completes the proof of Lemma 1.
Proofof Theorem 2. Let 1 -< a <2. By (11), (12), and [6, chap. 18, 1 (21), p. 210],
we have

(18) lim r 2 E cos (rY(1))

r(1 -c)
and
1
(19) lim r E sin (rY,(1)):
F(1 (a/2))"
For a1, we interpret that 1/F(1-a)=0. In this case the equality (18) still holds,
since r2Ecos (rYl(1))
r 2 exp {-r}. Since Y(t) t/ZY(1) (t>=O) in distribution,
we have, by (16) and the assumption of Theorem 2,

t’, (t): j. [[;()12+ I()lz](1 + 112)

[[lt[E cos ([lt=/2y(1))12+[[2t[E sin ([]t/2y(1))]2]
 INEQUALITIES FOR INTEGRO-PARTIAL DIFFERENTIAL EQUATIONS 1187

Then the desired result follows from (18), (19), and the dominated convergence
theorem. This completes the proof of Theorem 2. rq
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To prove Theorem 3, we need a lemma, which was established in [9].

LEMMA 2. Let 1 <= <-- 2. For every bounded and continuous function v( on [0, oo),
it holds that

e-atEv( g(t)) dt A ("/2)-1 e -yawl2 v(y) dy (A> 0).

Proof of eorem 3. First we show that if 1 2, then ff,(X) ffm,0(A)

for each integer m 0 and A > 0. Let
c(t, )= E cos (11Y(t)), S(t, )= E sin (11Y,(t)).
By (2) and (16), it holds that

(20) m,(a) [. (1 + I1=)[111()1+ [()l=]a(a, ) de,

where

A,(A, so) A ’/’ e--tA1/’[C(t, )+ S2(t, sc)] dt.

On the other hand, using Lcmma 2, we get, for every > 0 and R
-1
,
where
I0 e-’c(, ) = if0 e -’ c(v/(), ) ( +)
Yz/(t) is the stochastic process with the Mittag-Leffier distributions of order
/ (see (7) above). The uniqueness of the Laplace transform leads to
c (, () c / (), ).
Similarly we get
S(t, ) ES(Y2/(t), ).
Thus, by the Cauchy-Schwarz inequality
A(, )
=al/ e-,"’"[(EC( y/(t). ))+(ES( y2/(t). ))2] dt
(2)
al/- e-."’[C(g,/(t).)+S(g/(t).}]at
(22)
/(/)(/- exp {-y(a/)"/}[C(y, )+ S(y, )] dy

A(a, ).
so that
(23) A(a, ) A(a, ).
Here, in (22), we used Lemma 2. Then the inequality ffm,,(a)N ff,(a) follows from
(20) and (23).
 1188 YASUHIRO FUJITA

Next, we show that if 3-m,(h) 3-m,(h) (a --</3), except the trivial case 4 q’ -=0,
then a =/3. Here h>0 and m_->0 are fixed arbitrarily. The case 3-m,,(h)= 3-m,(h)
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occurs if and only if (21) reduces to the equality. In order that (21) reduces to the
equality, it is necessary that the following equalities hold with probability 1"
Ct( Y2/t( t), ) EC,( Y2//( t), ) >= O, Rn),
(24)
So(Y2/o(t), )=ESo(Y/o(t), ) (t>=O, Rn).
Remark that
/2
S( t, E sin (lYl (t))
lim lim E Y (t)
I1-o Isl r(1 +(/3/2))
Thus we have, by (24),
(v/,(t)) / =E (v/,(t))
r(1 +(/3/2)) r(1 +(/3/2))"

-
By Lemma 1, we find that 2a/,8 2, so that a =/3. This means that if a </3, then
3-m,(A) < 3-m,Z(A), except the trivial case b q 0.
Finally, we show that 3-m,(A) is continuous in a e [1, 2] for every rn -->_ 0 and > 0.
For every => 0 and s e R", Ca (t, s) and S (t, s) are continuous in a e 1, 2] because
the series (11) and (12) converge uniformly in a e 1, 2]. Then the desired result follows
from (20) and the dominated convergence theorem. This completes the proof of
Theorem 3.
Acknowledgment. The author wishes to thank the referee who has carefully read
the manuscript and whose constructive criticisms have been most helpful.

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