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Space-time fractional Dirichlet problems

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 نشر من قبل Tomasz Luks
 تاريخ النشر 2016
  مجال البحث
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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 fractional 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.



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