Subordination principles for the multi-dimensional space-time-fractional diffusion-wave equation

DOI10.1090/TPMS/1067zbMATH Open1461.35007arXiv1802.04752OpenAlexW2969976661WikidataQ127353865 ScholiaQ127353865MaRDI QIDQ5230213FDOQ5230213

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Publication date: 21 August 2019

Published in: Theory of Probability and Mathematical Statistics (Search for Journal in Brave)

Abstract: This paper is devoted to an in deep investigation of the first fundamental solution to the linear multi-dimensional space-time-fractional diffusion-wave equation. This equation is obtained from the diffusion equation by replacing the first order time-deri-va-ti-ve by the Caputo fractional derivative of order $$ and the Laplace operator by the fractional Laplacian $(-Delta{)}^{fracalpha2}$ with $0<alphaleq2$. First, a representation of the fundamental solution in form of a Mellin-Barnes integral is deduced by employing the technique of the Mellin integral transform. This representation is then used for establishing of several subordination formulas that connect the fundamental solutions for different values of the fractional derivatives $alpha$ and $$. We also discuss some new cases of completely monotone functions and probability density functions that are expressed in terms of the Mittag-Leffler function, the Wright function, and the generalized Wright function.

Full work available at URL: https://arxiv.org/abs/1802.04752

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zbMATH Keywords

Mittag-Leffler functionprobability density functionsWright functiongeneralized Wright functioncompletely monotone functionsMellin-Barnes integralmulti-dimensional diffusion-wave equation

Mathematics Subject Classification ID

Integro-partial differential equations (45K05) Fractional derivatives and integrals (26A33) Solutions to PDEs in closed form (35C05) Wave equation (35L05) Fractional partial differential equations (35R11) Distribution theory (60E99) Fundamental solutions to PDEs (35A08) Fundamental solutions to PDEs and systems of PDEs with constant coefficients (35E05)

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Cited In (15)

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• Operational method for solving fractional differential equations with the left-and right-hand sided Erdélyi-Kober fractional derivatives
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