TRANSIENT ANOMALOUS SUB-DIFFUSION ON BOUNDED DOMAINS

Proc Am Math Soc. 2012 Jun 26;2013(141):699-710. doi: 10.1090/s0002-9939-2012-11362-0.

Abstract

This paper develops strong solutions and stochastic solutions for the tempered fractional diffusion equation on bounded domains. First the eigenvalue problem for tempered fractional derivatives is solved. Then a separation of variables and eigenfunction expansions in time and space are used to write strong solutions. Finally, stochastic solutions are written in terms of an inverse subordinator.

Keywords: Cauchy problem; Fractional diffusion; boundary value problem; tempered stable.