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arxiv: 1109.2881 · v1 · pith:QC3Q3LUZnew · submitted 2011-09-13 · 🧮 math.PR · math-ph· math.AP· math.MP

Space-time fractional diffusion on bounded domains

classification 🧮 math.PR math-phmath.APmath.MP
keywords diffusionfractionalboundeddomainsequationssolutionsspace-timeanalogues
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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.

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