2019
DOI: 10.3390/math7050415
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Subordination Approach to Space-Time Fractional Diffusion

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.

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Cited by 12 publications
(18 citation statements)
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“…where η(t) = e −rt and η(s) = 1 s+r . This equation can be solved by using a subordination approach [1,59,[61][62][63]. Equation (21) in Laplace space reads…”
Section: One-dimensional Diffusion-advection Equation With Stochastic Resettingmentioning
confidence: 99%
“…where η(t) = e −rt and η(s) = 1 s+r . This equation can be solved by using a subordination approach [1,59,[61][62][63]. Equation (21) in Laplace space reads…”
Section: One-dimensional Diffusion-advection Equation With Stochastic Resettingmentioning
confidence: 99%
“…Moreover, we refer to recent papers devoted to the analytical and theoretical studies of the time-fractional diffusion equation [30] , [31] , [32] , [33] .…”
Section: Introductionmentioning
confidence: 99%
“…Although (31) cannot be written in a simple closed form, it can be written in closed form using the Fox H-function [19,63]. In two-dimensions, the closed form of ( 25) is given by e.g., [46][47][48],…”
Section: The Quasi-diffusion Propagatormentioning
confidence: 99%
“…The quasi-diffusion propagator has also been investigated using subordination principles [45][46][47] (see [5] for a general description of subordination processes in the CTRW model). Subordination principles in stochastic processes involve the definition of a stochastic process in time (the subordinating function) that is within another stochastic process (the subordinated stochastic process).…”
Section: The Quasi-diffusion Propagatormentioning
confidence: 99%
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