Space-time fractional diffusion on bounded domains

作者：Chen Zhen Qing; Meerschaert Mark M^*; Nane Erkan

来源：Journal of Mathematical Analysis and Applications, 2012, 393(2): 479-488.

DOI：10.1016/j.jmaa.2012.04.032

• Fractional derivative
• Anomalous diffusion
• Probabilistic representation
• Strong solution
• Cauchy problem
• Bounded domain

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.

• 出版日期2012-9-15