From Sturm-Liouville problems to fractional and anomalous diffusions

DOI10.1016/J.SPA.2012.06.002zbMATH Open1260.60159arXiv1011.1424OpenAlexW2132997731MaRDI QIDQ449235FDOQ449235

Authors: Mirko D'Ovidio 

Publication date: 12 September 2012

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

Abstract: Some fractional and anomalous diffusions are driven by equations involving fractional derivatives in both time and space. Such diffusions are processes with randomly varying times. In representing the solutions to those diffusions, the explicit laws of certain stable processes turn out to be fundamental. This paper directs one's efforts towards the explicit representation of solutions to fractional and anomalous diffusions related to Sturm-Liouville problems of fractional order associated to fractional power function spaces. Furthermore, we study a new version of the Bochner's subordination rule and we establish some connections between subordination and space-fractional operator

Full work available at URL: https://arxiv.org/abs/1011.1424

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zbMATH Keywords

Sturm-Liouville problemanomalous diffusionstable subordinatorfox functionsMellin convolution

Mathematics Subject Classification ID

Fractional processes, including fractional Brownian motion (60G22) Diffusion processes (60J60) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Fractional derivatives and integrals (26A33)

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Cited In (24)

• Alternative forms of compound fractional Poisson processes
• Probabilistic representation formula for the solution of fractional high-order heat-type equations
• Asymptotics for time-changed diffusions
• Applications of the fractional Sturm-Liouville problem to the space-time fractional diffusion in a finite domain
• Fractional Sturm-Liouville problem
• Variational methods for the fractional Sturm-Liouville problem
• Fractional Sturm-Liouville boundary value problems in unbounded domains: theory and applications
• Finite fractional Sturm-Liouville transforms for generalized fractional derivatives
• Fractional diffusion-type equations with exponential and logarithmic differential operators
• Fractional diffusion-telegraph equations and their associated stochastic solutions
• Time dependent random fields on spherical non-homogeneous surfaces
• Applications of the fractional Sturm-Liouville difference problem to the fractional diffusion difference equation
• Continuous random walks and fractional powers of operators
• Fractional equations via convergence of forms
• Existence of solutions for Riemann-Liouville fractional differential equations with nonlocal Erdélyi-Kober integral boundary conditions on the half-line
• Self-similar Cauchy problems and generalized Mittag-Leffler functions
• Convolution-type derivatives, hitting-times of subordinators and time-changed \(C_0\)-semigroups
• Optimal control of a fractional diffusion Sturm-Liouville problem on a star graph
• Homogeneous Robin boundary conditions and discrete spectrum of fractional eigenvalue problem
• Coordinates changed random fields on the sphere
• On finite fractional Sturm-Liouville transforms
• Inverse problem for a multi-parameters space-time fractional diffusion equation with nonlocal boundary conditions: operational calculus approach
• Fractional boundary value problems
• Exact and numerical solutions of the fractional Sturm-Liouville problem

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