Applications of integral transforms in fractional diffusion processes

DOI10.1080/10652460412331270652MaRDI QIDQ4659490zbMATH OpenOpenAlexFDO

Authors Francesco Mainardi

Publication date 21 March 2005

Published in Integral Transforms and Special Functions (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/0710.0145

zbMATH Keywords

Caputo fractional derivativeFourier transformfractional differential equationsfractional diffusion processesGreen's function solutionLaplace transformsMellin transformsRiesz-Feller fractional

Mathematics Subject Classification ID

Fractional derivatives and integrals (26A33) Mittag-Leffler functions and generalizations (33E12) Transform methods (e.g., integral transforms) applied to PDEs (35A22) Heat equation (35K05) Fourier and Fourier-Stieltjes transforms and other transforms of Fourier type (42A38) Laplace transform (44A10) Integro-partial differential equations (45K05) Diffusion processes (60J60)

Abstract: The fundamental solution (Green function) for the Cauchy problem of the space-time fractional diffusion equation is investigated with respect to its scaling and similarity properties, starting from its Fourier-Laplace representation. Then, by using the Mellin transform, a general representation of the Green function in terms of Mellin-Barnes integrals in the complex plane is derived. This allows us to obtain a suitable computational form of the Green function in the space-time domain and to analyse its probability interpretation.

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Cited in

(10)

• The Riesz-Bessel fractional diffusion equation
• Boundary value problems for a pseudoparabolic equation with the Caputo fractional derivative
• Existence and regularity results for stochastic fractional pseudo-parabolic equations driven by white noise
• Boundary value problems for a moisture transfer equation with the Caputo fractional derivative and the Bessel operator
• Discrete-space time-fractional processes
• A scaling method and its applications to problems in fractional dimensional space
• A class of self-similar stochastic processes with stationary increments to model anomalous diffusion in physics
• The method of Green's function for one differential equation of a fractional order
• scientific article; zbMATH DE number 2208480 (Why is no real title available?)
• Q operator to right fractional calculus with general kernel functions: Euler-Lagrange equations and terminal value problems

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