paper

Space-time fractional diffusion on bounded domains

arXiv:1109.2881 · doi:10.1016/j.jmaa.2012.04.032

Abstract

Fractional diffusion equations replace the integer-order derivatives in space and time by their fractional-order analogues. They are used in physics to model anomalous diffusion. This paper develops strong solutions of space-time fractional diffusion equations on bounded domains, as well as probabilistic representations of these solutions, which are useful for particle tracking codes.

15 pages, submitted for publication

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