Work

Stochastic solutions for space-time fractional evolution equations on bounded domain

Year: 2018

Type: preprint

Abstract: Space-time fractional evolution equations are a powerful tool to model diffusion displaying space-time heterogeneity. We prove existence, uniqueness and stochastic representation of classical solutions for an extension of Caputo evolution equations featuring nonlocal initial conditions. We discuss the interpretation of the new stochastic representation. As part of the proof a new result about inhomogeneous Caputo evolution equations is proven.

Source: arXiv (Cornell University)

DOI: 10.48550/arxiv.1805.02464

Author: Toniazzi, Lorenzo

Language: English

Topic: Fractional Differential Equations Solutions

Subfield: Modeling and Simulation

Field: Mathematics

Domain: Physical Sciences

Open Access status: green

Funder: Engineering and Physical Sciences Research Council

OpenAlex ID: W2800824205

Cites: 22

Cited by: 2

Related to: 20