Space-time fractional diffusion on bounded domains

Details Space-time fractional diffusion on bounded domains Space-time fractional diffusion on bounded domains

2011-09-13

arxiv.org/abs/1109.2881v1

Mathematics

Probability

15 pages, submitted for publication

Scientific paper

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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