Semi-fractional diffusion equations

DOI10.1515/FCA-2019-0021MaRDI QIDQ2328612zbMATH OpenOpenAlexFDO

Authors Svenja Lage, Mark M. Meerschaert, Peter Kern

Publication date 10 October 2019

Published in Fractional Calculus \ Applied Analysis (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1806.05460

zbMATH Keywords

Grünwald-Letnikov Type Formulalog-characteristic functionlog-periodic perturbationsemi-fractional derivativesemistable Lévy processZolotarev fractional derivative

Mathematics Subject Classification ID

Fractional partial differential equations (35R11) Infinitely divisible distributions; stable distributions (60E07) Characteristic functions; other transforms (60E10) Fractional processes, including fractional Brownian motion (60G22) Processes with independent increments; Lévy processes (60G51) Applications of stochastic analysis (to PDEs, etc.) (60H30) Stochastic methods (Fokker-Planck, Langevin, etc.) applied to problems in time-dependent statistical mechanics (82C31)

Abstract: It is well known that certain fractional diffusion equations can be solved by the densities of stable L'evy motions. In this paper we use the classical semigroup approach for L'evy processes to define semi-fractional derivatives, which allows us to generalize this statement to semistable L'evy processes. A Fourier series approach for the periodic part of the corresponding L'evy exponents enables us to represent semi-fractional derivatives by a Gr"unwald-Letnikov type formula. We use this formula to calculate semi-fractional derivatives and solutions to semi-fractional diffusion equations numerically. In particular, by means of the Gr"unwald-Letnikov type formula we provide a numerical algorithm to compute semistable densities.

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Cited in

(6)

• Space-time duality for semi-fractional diffusions
• Exact asymptotic formulas for the heat kernels of space and time-fractional equations
• Stable distributions and Green's functions for fractional diffusions
• Semianalytic solution of space-time fractional diffusion equation
• scientific article; zbMATH DE number 2015749 (Why is no real title available?)
• On self-similar Bernstein functions and corresponding generalized fractional derivatives

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