Fractional Cauchy problems on bounded domains: survey of recent results

Details Fractional Cauchy problems on bounded domains: survey of recent results Fractional Cauchy problems on bounded domains: survey of recent results

2010-04-09

arxiv.org/abs/1004.1577v1

Mathematics

Probability

Scientific paper

In a fractional Cauchy problem, the usual first order time derivative is replaced by a fractional derivative. This problem was first considered by \citet{nigmatullin}, and \citet{zaslavsky} in $\mathbb R^d$ for modeling some physical phenomena. The fractional derivative models time delays in a diffusion process. We will give a survey of the recent results on the fractional Cauchy problem and its generalizations on bounded domains $D\subset \rd$ obtained in \citet{m-n-v-aop, mnv-2}. We also study the solutions of fractional Cauchy problem where the first time derivative is replaced with an infinite sum of fractional derivatives. We point out a connection to eigenvalue problems for the fractional time operators considered. The solutions to the eigenvalue problems are expressed by Mittag-Leffler functions and its generalized versions. The stochastic solution of the eigenvalue problems for the fractional derivatives are given by inverse subordinators.

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