Stochastic solutions for space-time fractional evolution equations on bounded domain
Analysis of PDEs
2018-09-03 v2
Abstract
Space-time fractional evolution equations are a powerful tool to model diffusion displaying space-time heterogeneity. We prove existence, uniqueness and stochastic representation of classical solutions for an extension of Caputo evolution equations featuring nonlocal initial conditions. We discuss the interpretation of the new stochastic representation. As part of the proof a new result about inhomogeneous Caputo evolution equations is proven.
Keywords
Cite
@article{arxiv.1805.02464,
title = {Stochastic solutions for space-time fractional evolution equations on bounded domain},
author = {Lorenzo Toniazzi},
journal= {arXiv preprint arXiv:1805.02464},
year = {2018}
}
Comments
34 pages, 1 figure. To appear in J Math Anal Appl