Boundary Problems for the Fractional and Tempered Fractional Operators

DOI10.1137/17M1116222MaRDI QIDQ4643794zbMATH OpenOpenAlexFDO

Authors Weihua Deng, Buyang Li, Wenyi Tian, Pingwen Zhang

Publication date 29 May 2018

Published in Multiscale Modeling & Simulation (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1702.03639

zbMATH Keywords

generalized boundary conditionsLévy flighttempered Lévy flightwell-posedness

Mathematics Subject Classification ID

Sums of independent random variables; random walks (60G50) Processes with independent increments; Lévy processes (60G51)

Abstract: For characterizing the Brownian motion in a bounded domain: $Omega$, it is well-known that the boundary conditions of the classical diffusion equation just rely on the given information of the solution along the boundary of a domain; on the contrary, for the L'evy flights or tempered L'evy flights in a bounded domain, it involves the information of a solution in the complementary set of $Omega$, i.e., $$, with the potential reason that paths of the corresponding stochastic process are discontinuous. Guided by probability intuitions and the stochastic perspectives of anomalous diffusion, we show the reasonable ways, ensuring the clear physical meaning and well-posedness of the partial differential equations (PDEs), of specifying `boundary' conditions for space fractional PDEs modeling the anomalous diffusion. Some properties of the operators are discussed, and the well-posednesses of the PDEs with generalized boundary conditions are proved.

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