Some aspects of fractional diffusion equations of single and distributed order

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 $β\in (0,1)$. 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.

14 pages. International Symposium on "Analytic Function Theory, Fractional Calculus and Their Applications", University of Victoria (British Columbia, Canada), 22-27 August 2005