Boundary problems for the fractional and tempered fractional operators

Abstract

For characterizing the Brownian motion in a bounded domain: $\Omega$, it is well-known that the boundary conditions of the classical diffusion equation just rely on the given information of the solution along the boundary of a domain; on the contrary, for the Lévy flights or tempered Lévy flights in a bounded domain, it involves the information of a solution in the complementary set of $\Omega$, i.e., ${\mathbb{R}}^n\backslash \Omega$, with the potential reason that paths of the corresponding stochastic process are discontinuous. Guided by probability intuitions and the stochastic perspectives of anomalous diffusion, we show the reasonable ways, ensuring the clear physical meaning and well-posedness of the partial differential equations (PDEs), of specifying `boundary' conditions for space fractional PDEs modeling the anomalous diffusion. Some properties of the operators are discussed, and the well-posednesses of the PDEs with generalized boundary conditions are proved.

24 pages, 4 figures

References in corpus (4)

• Lévy walks
• Leapover lengths and first passage time statistics for Lévy flights
• Tempered Fractional Feynman-Kac Equation
• Mean exit time and escape probability for the anomalous processes with the tempered power-law waiting times

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