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This paper concerns the explicit representation of solutions to fractional and anomalous diffusions related to Sturm-Liouville problems of fractional order associated to fractional power function spaces. In particular, the representation of the inverse to a stable subordinator is derived by means of successive compositions of Bessel processes whereas, the representation of stable subordinators is obtained by composing reciprocal Bessel processes. By means of a time-change, the representation of fractional and anomalous diffusion is therefore obtained. Furthermore, results related to the corresponding regular and singular Sturm-Liouville problems have been presented and connections with their stochastic solutions investigated. The author brings the reader's attention to the connections with fractional powers of operators and studies the explicit representations of such operators by exploiting the Mellin transforms and the related convolutions. Indeed, a crucial ingredient is the Mellin convolution of generalized gamma functions in a suitable functions space. | |||
Property / review text: This paper concerns the explicit representation of solutions to fractional and anomalous diffusions related to Sturm-Liouville problems of fractional order associated to fractional power function spaces. In particular, the representation of the inverse to a stable subordinator is derived by means of successive compositions of Bessel processes whereas, the representation of stable subordinators is obtained by composing reciprocal Bessel processes. By means of a time-change, the representation of fractional and anomalous diffusion is therefore obtained. Furthermore, results related to the corresponding regular and singular Sturm-Liouville problems have been presented and connections with their stochastic solutions investigated. The author brings the reader's attention to the connections with fractional powers of operators and studies the explicit representations of such operators by exploiting the Mellin transforms and the related convolutions. Indeed, a crucial ingredient is the Mellin convolution of generalized gamma functions in a suitable functions space. / rank | |||
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Property / reviewed by | |||
Property / reviewed by: Enzo Orsingher / rank | |||
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Property / Mathematics Subject Classification ID | |||
Property / Mathematics Subject Classification ID: 60J60 / rank | |||
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Property / Mathematics Subject Classification ID | |||
Property / Mathematics Subject Classification ID: 60G22 / rank | |||
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Property / Mathematics Subject Classification ID | |||
Property / Mathematics Subject Classification ID: 60H10 / rank | |||
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Property / Mathematics Subject Classification ID | |||
Property / Mathematics Subject Classification ID: 26A33 / rank | |||
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Property / zbMATH DE Number | |||
Property / zbMATH DE Number: 6081501 / rank | |||
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Property / zbMATH Keywords | |||
anomalous diffusion | |||
Property / zbMATH Keywords: anomalous diffusion / rank | |||
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Property / zbMATH Keywords | |||
Sturm-Liouville problem | |||
Property / zbMATH Keywords: Sturm-Liouville problem / rank | |||
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stable subordinator | |||
Property / zbMATH Keywords: stable subordinator / rank | |||
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Mellin convolution | |||
Property / zbMATH Keywords: Mellin convolution / rank | |||
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fox functions | |||
Property / zbMATH Keywords: fox functions / rank | |||
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Property / MaRDI profile type | |||
Property / MaRDI profile type: MaRDI publication profile / rank | |||
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Property / OpenAlex ID | |||
Property / OpenAlex ID: W2132997731 / rank | |||
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Property / arXiv ID | |||
Property / arXiv ID: 1011.1424 / rank | |||
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Revision as of 15:56, 5 July 2024
scientific article
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English | From Sturm-Liouville problems to fractional and anomalous diffusions |
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From Sturm-Liouville problems to fractional and anomalous diffusions (English)
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12 September 2012
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This paper concerns the explicit representation of solutions to fractional and anomalous diffusions related to Sturm-Liouville problems of fractional order associated to fractional power function spaces. In particular, the representation of the inverse to a stable subordinator is derived by means of successive compositions of Bessel processes whereas, the representation of stable subordinators is obtained by composing reciprocal Bessel processes. By means of a time-change, the representation of fractional and anomalous diffusion is therefore obtained. Furthermore, results related to the corresponding regular and singular Sturm-Liouville problems have been presented and connections with their stochastic solutions investigated. The author brings the reader's attention to the connections with fractional powers of operators and studies the explicit representations of such operators by exploiting the Mellin transforms and the related convolutions. Indeed, a crucial ingredient is the Mellin convolution of generalized gamma functions in a suitable functions space.
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anomalous diffusion
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Sturm-Liouville problem
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stable subordinator
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Mellin convolution
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fox functions
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