Subordination Approach to Space-Time Fractional Diffusion

Emilia Bazhlekova and Ivan Bazhlekov
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Emilia Bazhlekova: Institute of Mathematics and Informatics, Bulgarian Academy of Sciences, Acad. G. Bonchev str., Bld. 8, Sofia 1113, Bulgaria
Ivan Bazhlekov: Institute of Mathematics and Informatics, Bulgarian Academy of Sciences, Acad. G. Bonchev str., Bld. 8, Sofia 1113, Bulgaria

Mathematics, 2019, vol. 7, issue 5, 1-12

Abstract: The fundamental solution to the multi-dimensional space-time fractional diffusion equation is studied by applying the subordination principle, which provides a relation to the classical Gaussian function. Integral representations in terms of Mittag-Leffler functions are derived for the fundamental solution and the subordination kernel. The obtained integral representations are used for numerical evaluation of the fundamental solution for different values of the parameters.

Keywords: space-time fractional diffusion equation; fractional Laplacian; subordination principle; Mittag-Leffler function; Bessel function (search for similar items in EconPapers)
JEL-codes: C (search for similar items in EconPapers)
Date: 2019
References: View references in EconPapers View complete reference list from CitEc
Citations: View citations in EconPapers (2)

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