Time-fractional telegraph equations and telegraph processes with Brownian time (Q1424399): Difference between revisions

The Fourier transforms of the fundamental solutions of the time-fractional telegraph equation \(\frac{\partial^{2\alpha}u}{\partial t^{2\alpha} }+ 2\lambda \frac{\partial^\alpha u}{\partial t^\alpha}= c^2\frac{\partial^2u}{\partial x^2 }\), \(0<\alpha\leq 1\), with initial conditions \(u(x,0)=\delta(x)\) for \(0<\alpha\leq 1/2\) and \(u(x,0)=\delta(x)\), \(u_t(x,0)=0\) for \(1/2<\alpha\leq 1\), are determined in terms of Mittag-Leffler functions. In the case \(\alpha= 1/2\), the fundamental solution is shown to be the distribution of a telegraph process with Brownian time. In the special case \(c,\lambda\to\infty\) such that \(c^2/\lambda\to 1\), this distribution turns out to be a law of the iterated Brownian motion.