Wright functions governed by fractional directional derivatives and fractional advection diffusion equations

DOI10.4310/MAA.2015.V22.N1.A1MaRDI QIDQ2349229zbMATH OpenFDO

Authors Mirko D'Ovidio

Publication date 22 June 2015

Published in Methods and Applications of Analysis (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1204.3502

zbMATH Keywords

fractional advection diffusion equationsfractional directional derivativestable subordinatortranslation operatorWright function

Mathematics Subject Classification ID

Fractional derivatives and integrals (26A33) Fractional partial differential equations (35R11) Applications of stochastic analysis (to PDEs, etc.) (60H30) Transition functions, generators and resolvents (60J35) Diffusion processes (60J60) Applications of Brownian motions and diffusion theory (population genetics, absorption problems, etc.) (60J70)

Abstract: We consider fractional directional derivatives and establish some connection with stable densities. Solutions to advection equations involving fractional directional derivatives are presented and some properties investigated. In particular we obtain solutions written in terms of Wright functions by exploiting operational rules involving the shift operator. We also consider fractional advection diffusion equations involving fractional powers of the negative Laplace operator and directional derivatives of fractional order and discuss the probabilistic interpretations of solutions.

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Cited in

(5)

• On discrete-time semi-Markov processes
• Fractional spherical random fields
• Fractional diffusions with time-varying coefficients
• Fractional gamma and gamma-subordinated processes
• Multidimensional fractional advection-dispersion equations and related stochastic processes

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