Distributed-order fractional diffusions on bounded domains (Q2431219)

The distributed order fractional derivative is the operator \[ (\mathbb D^{(\nu )}\varphi )(t)=\int_0^1\frac{\partial^\beta \varphi (t)}{\partial t^\beta}\nu (d\beta ) \] where \(\frac{\partial^\beta \varphi (t)}{\partial t^\beta}\) is the Caputo-Dzhrbashyan fractional derivative, \(\nu\) is a Borel measure on \([0,1]\). The authors prove the existence of a strong solution of the initial-boundary value problem with the Dirichlet boundary condition for the equation \[ (\mathbb D^{(\nu )}u)(t,x)=\Delta u(t,x) \] on a bounded smooth domain in the variable \(x\). Such equations are used in physics for modeling slow diffusion phenomena. The method is based on the use of eigenfunction expansions in \(x\). Possible generalizations and probabilistic interpretations are discussed.