Space-time fractional diffusion on bounded domains

JOURNAL OF MATHEMATICAL ANALYSIS AND APPLICATIONS

卷:393

Article

Chen, Zhen-Qing²  Meerschaert, Mark M.¹  Nane, Erkan³ 

[1] Michigan State Univ, Dept Stat & Probabil, E Lansing, MI 48823 USA

[2] Univ Washington, Dept Math, Seattle, WA 98195 USA

[3] Auburn Univ, Dept Math & Stat, Auburn, AL 36849 USA

关键词: Fractional derivative;    Anomalous diffusion;    Probabilistic representation;    Strong solution;    Cauchy problem;    Bounded domain;   

DOI  :  10.1016/j.jmaa.2012.04.032

来源: Elsevier

【 摘 要 】

Fractional diffusion equations replace the integer-order derivatives in space and time by their fractional-order analogues. They are used in physics to model anomalous diffusion. This paper develops strong solutions of space-time fractional diffusion equations on bounded domains, as well as probabilistic representations of these solutions, which are useful for particle tracking codes. (C) 2012 Elsevier Inc. All rights reserved.

【 授权许可】

Free