Distributed-order fractional diffusions on bounded domains
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Publication:2431219
Abstract: In a fractional Cauchy problem, the usual first order time derivative is replaced by a fractional derivative. The fractional derivative models time delays in a diffusion process. The order of the fractional derivative can be distributed over the unit interval, to model a mixture of delay sources. In this paper, we provide explicit strong solutions and stochastic analogues for distributed-order fractional Cauchy problems on bounded domains with Dirichlet boundary conditions. Stochastic solutions are constructed using a non-Markovian time change of a killed Markov process generated by a uniformly elliptic second order space derivative operator.
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.
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