We consider in this work stochastic differential equation (SDE) model for particles in contact with a heat bath when the memory effects are non-negligible. As a result of the fluctuation-dissipation theorem, the differential equations driven by fractional Brownian noise to model memory effects should be paired with Caputo derivatives and based on this we consider fractional stochastic differential equations (FSDEs), which should be understood in an integral form. We establish the existence of strong solutions for such equations. In the linear forcing regime, we compute the solutions explicitly and analyze the asymptotic behavior, through which we verify that satisfying fluctuation-dissipation indeed leads to the correct physical behavior. We further discuss possible extensions to nonlinear forcing regime, while leave the rigorous analysis for future works.

We study convolution groups generated by completely monotone sequences and completely monotone functions. Using a convolution group, we define a fractional calculus for a certain class of distributions. When acting on causal functions, this definition agrees with the traditional Riemann-Liouville definition for t>0 but includes some singularities at t=0 so that the group property holds. Using this group, we are able to extend the definition of Caputo derivatives of order in (0,1) to a certain class of locally integrable functions without using the first derivative. The group property allows us to de-convolve the fractional differential equations to integral equations with completely monotone kernels, which then enables us to prove the general Gronwall inequality (or comparison principle) with the most general conditions. This then opens the door of a priori energy estimates of fractional PDEs. Some other fundamental results for fractional ODEs are also established within this frame under very weak conditions. Besides, we also obtain some interesting results about completely monotone sequences.

Abstract We study a class of fourth order nonlinear parabolic equations which include the thin-film equation and the quantum drift-diffusion model as special cases. We investigate these equations by first developing functional inequalities of the type $$ \int_\Omega u^{2\gamma-\alpha-\beta}\Delta\ua\Delta\ub dx \geq c\int_\Omega|\Delta \ur |^2dx, $$ which seem to be of interest on their own right.

A longstanding question in the dual Brunn–Minkowski theory is “What are the dual analogues of Federer’s curvature measures for convex bodies?” The answer to this is provided. This leads naturally to dual versions of Minkowski-type problems: What are necessary and sufficient conditions for a Borel measure to be a dual curvature measure of a convex body? Sufficient conditions, involving measure concentration, are established for the existence of solutions to these problems.

For a self-similar measure in d-dimensional Euclidean space with overlaps but satisfies the so-called bounded measure type condition introduced by Tang and the authors, we set up a framework for deriving a closed formula for the Lq-spectrum of the measure for nonnegative q. The framework allows us to include iterated function systems that have different contraction ratios and those in higher dimension. For self-similar measures with overlaps, closed formulas for the Lq-spectrum have only been obtained earlier for measures satisfying Strichartz second-order identities. We illustrate how to use our results to prove the differentiability of the Lq-spectrum, obtain the multifractal dimension spectrum, and compute the Hausdorff dimension of the measure.