Fractional Diffusion based on Riemann-Liouville Fractional Derivatives
Statistical Mechanics
2007-05-23 v1 Disordered Systems and Neural Networks
Abstract
A fractional diffusion equation based on Riemann-Liouville fractional derivatives is solved exactly. The initial values are given as fractional integrals. The solution is obtained in terms of -functions. It differs from the known solution of fractional diffusion equations based on fractional integrals. The solution of fractional diffusion based on a Riemann-Liouville fractional time derivative does not admit a probabilistic interpretation in contrast with fractional diffusion based on fractional integrals. While the fractional initial value problem is well defined and the solution finite at all times its values for are divergent.
Cite
@article{arxiv.cond-mat/0006427,
title = {Fractional Diffusion based on Riemann-Liouville Fractional Derivatives},
author = {R. Hilfer},
journal= {arXiv preprint arXiv:cond-mat/0006427},
year = {2007}
}
Comments
11 pages, Latex