Distributed-order fractional Cauchy problems on bounded domains (0912.2521v1)

Abstract: In a fractional Cauchy problem, the usual first order time derivative is replaced by a fractional derivative. The fractional derivative models time delays in a diffusion process. The order of the fractional derivative can be distributed over the unit interval, to model a mixture of delay sources. In this paper, we provide explicit strong solutions and stochastic analogues for distributed-order fractional Cauchy problems on bounded domains with Dirichlet boundary conditions. Stochastic solutions are constructed using a non-Markovian time change of a killed Markov process generated by a uniformly elliptic second order space derivative operator.