Brownian subordinators and fractional Cauchy problems

A Brownian time process is a Markov process subordinated to the absolute value of an independent one-dimensional Brownian motion. Its transition densities solve an initial value problem involving the square of the generator of the original Markov process. An apparently unrelated class of processes, emerging as the scaling limits of continuous time random walks, involve subordination to the inverse or hitting time process of a classical stable subordinator. The resulting densities solve fractional Cauchy problems, an extension that involves fractional derivatives in time. In this paper, we will show a close and unexpected connection between these two classes of processes, and consequently, an equivalence between these two families of partial differential equations.Comment: 18 pages, minor spelling correction

Boundary Conditions for Fractional Diffusion

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 solutions. 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

Space-time duality for fractional diffusion

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 derivatives 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 L\'evy 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.Comment: 16 page

Reflected Spectrally Negative Stable Processes and their Governing Equations

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

Space–time fractional derivative operators

Evolution equations for anomalous diffusion employ fractional derivatives in space and time. Linkage between the space-time variables leads to a new type of fractional derivative operator. This paper develops the mathematical foundations of those operators

Subdiffusive transport in intergranular lanes on the Sun. The Leighton model revisited

In this paper we consider a random motion of magnetic bright points (MBP) associated with magnetic fields at the solar photosphere. The MBP transport in the short time range [0-20 minutes] has a subdiffusive character as the magnetic flux tends to accumulate at sinks of the flow field. Such a behavior can be rigorously described in the framework of a continuous time random walk leading to the fractional Fokker-Planck dynamics. This formalism, applied for the analysis of the solar subdiffusion of magnetic fields, generalizes the Leighton's model.Comment: 7 page

Pennsylvania Folklife Vol. 19, No. 2

• Powwowing in Berks County • Belsnickling in Paxtonville • The Folk Tradition of the Sweetheart Tree • Pigpens and Piglore in Rural Pennsylvania • Gravestones and Ostentation: A Study of Five Delaware County Cemeteries • Notes on Eighteenth-Century Emigration to the British Colonies • A Siegerland Emigrant List of 1738 • Local Place Names: Folk-Cultural Questionnaire No. 14https://digitalcommons.ursinus.edu/pafolklifemag/1038/thumbnail.jp