The fundamental solution of the space-time fractional diffusion equation

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dc.creatorMainardi, Francesco
dc.creatorLuchko, Yuri
dc.creatorPagnini, Gianni
dc.date2007-02-18
dc.date.accessioned2026-07-07T09:40:26Z
dc.date.available2026-07-07T09:40:26Z
dc.descriptionWe deal with the Cauchy problem for the space-time fractional diffusion-wave equation, which is obtained from the standard diffusion equation by replacing the second-order space derivative with a Riesz-Feller derivative of order alpha in (0,2] and skewness theta, and the first-order time derivative with a Caputo derivative of order beta in (0,2]. The fundamental solution is investigated with respect to its scaling and similarity properties, starting from its Fourier-Laplace representation. By using the Mellin transform, we provide a general representation of the solution in terms of Mellin-Barnes integrals in the complex plane, which allows us to extend the probability interpretation known for the standard diffusion equation to suitable ranges of the relevant parameters alpha and beta. We derive explicit formulae (convergent series and asymptotic expansions), which enable us to plot the corresponding spatial probability densities.
dc.description46 pages, 14 figures (1+26=27 eps files)
dc.identifierhttps://arxiv.org/abs/cond-mat/0702419
dc.identifierhttp://arxiv.org/abs/cond-mat/0702419
dc.identifierFractional Calculus and Applied Analysis, Vol. 4, No 2 (2001), pp. 153-192
dc.identifier.urihttp://salesiana.dossiersoluciones.com/handle/123456789/161487
dc.subjectStatistical Mechanics
dc.subjectDisordered Systems and Neural Networks
dc.subjectMathematical Physics
dc.titleThe fundamental solution of the space-time fractional diffusion equation
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