Space-time fractional diffusion on bounded domains

Zhen-Qing Chen, Mark M. Meerschaert, Erkan Nane

Published 2011-09-13Version 1

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.