Super-diffusion, characterized by a spreading rate $t^{1/alpha}$ of the probability density function $p(x,t) = t^{-1/alpha} p left( t^{-1/alpha} x , 1 right)$, where $t$ is time, may be modeled by space-fractional diffusion equations with order $1 <
alpha < 2$. Some applications in biophysics (calcium spark diffusion), image processing, and computational fluid dynamics utilize integer-order and fractional-order exponents beyond than this range ($alpha > 2$), known as high-order diffusion, or hyperdiffusion. Recently, space-time duality, motivated by Zolotarevs duality law for stable densities, established a link between time-fractional and space-fractional diffusion for $1 < alpha leq 2$. This paper extends space-time duality to fractional exponents $1<alpha leq 3$, and several applications are presented. In particular, it will be shown that space-fractional diffusion equations with order $2<alpha leq 3$ model sub-diffusion and have a stochastic interpretation. A space-time duality for tempered fractional equations, which models transient anomalous diffusion, is also developed.
This paper derives physically meaningful boundary conditions for fractional diffusion equations, using a mass balance approach. Numerical solutions are presented, and theoretical properties are reviewed, including well-posedness and steady state solu
tions. Absorbing and reflecting boundary conditions are considered, and illustrated through several examples. Reflecting boundary conditions involve fractional derivatives. The Caputo fractional derivative is shown to be unsuitable for modeling fractional diffusion, since the resulting boundary value problem is not positivity preserving.
This paper establishes explicit solutions for fractional diffusion problems on bounded domains. It also gives stochastic solutions, in terms of Markov processes time-changed by an inverse stable subordinator whose index equals the order of the fracti
onal time derivative. Some applications are given, to demonstrate how to specify a well-posed Dirichlet problem for space-time fractional diffusions in one or several variables. This solves an open problem in numerical analysis.
Exponential relaxation to equilibrium is a typical property of physical systems, but inhomogeneities are known to distort the exponential relaxation curve, leading to a wide variety of relaxation patterns. Power law relaxation is related to fractiona
l derivatives in the time variable. More general relaxation patterns are considered here, and the corresponding semi-Markov processes are studied. Our method, based on Bernstein functions, unifies three different approaches in the literature.
This paper explicitly computes the transition densities of a spectrally negative stable process with index greater than one, reflected at its infimum. First we derive the forward equation using the theory of sun-dual semigroups. The resulting forward
equation is a boundary value problem on the positive half-line that involves a negative Riemann-Liouville fractional derivative in space, and a fractional reflecting boundary condition at the origin. Then we apply numerical methods to explicitly compute the transition density of this space-inhomogeneous Markov process, for any starting point, to any desired degree of accuracy. Finally, we discuss an application to fractional Cauchy problems, which involve a positive Caputo fractional derivative in time.
Zolotarev proved a duality result that relates stable densities with different indices. In this paper, we show how Zolotarev duality leads to some interesting results on fractional diffusion. Fractional diffusion equations employ fractional derivativ
es in place of the usual integer order derivatives. They govern scaling limits of random walk models, with power law jumps leading to fractional derivatives in space, and power law waiting times between the jumps leading to fractional derivatives in time. The limit process is a stable Levy motion that models the jumps, subordinated to an inverse stable process that models the waiting times. Using duality, we relate the density of a spectrally negative stable process with index $1<alpha<2$ to the density of the hitting time of a stable subordinator with index $1/alpha$, and thereby unify some recent results in the literature. These results also provide a concrete interpretation of Zolotarev duality in terms of the fractional diffusion model.
