Some aspects of fractional diffusion equations of single and distributed order
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Abstract: The time fractional diffusion equation is obtained from the standard diffusion equation by replacing the first-order time derivative with a fractional derivative of order . The fundamental solution for the Cauchy problem is interpreted as a probability density of a self-similar non-Markovian stochastic process related to a phenomenon of sub-diffusion (the variance grows in time sub-linearly). A further generalization is obtained by considering a continuous or discrete distribution of fractional time derivatives of order less than one. Then the fundamental solution is still a probability density of a non-Markovian process that, however, is no longer self-similar but exhibits a corresponding distribution of time-scales.
The paper deals with certain aspects of fractional diffusion equations of single and distributed order less than 1. The authors have stressed the importance of Fourier, Laplace and Mellin transforms and of functions of Mittag-Leffler and Wright in their study. First, they apply in either succession the Fourier transform in space and Laplace transform in time to the Cauchy problem. Next, they invert both the transforms by applying two strategies both leading to the same power series in the spatial variable with time-dependent coefficients. At the end, the authors provide an Appendix devoted to the notations used for two fractional derivatives used in the paper. This interesting paper also contains an extensive list of 40 references.
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