Random flights governed by Klein-Gordon-type partial differential equations

In this paper we study random flights in R^d with displacements possessing Dirichlet distributions of two different types and uniformly oriented. The randomization of the number of displacements has the form of a generalized Poisson process whose parameters depend on the dimension d. We prove that the distributions of the point X(t) and Y(t), t \geq 0, performing the random flights (with the first and second form of Dirichlet intertimes) are related to Klein-Gordon-type partial differential equations. Our analysis is based on McBride theory of integer powers of hyper-Bessel operators. A special attention is devoted to the three-dimensional case where we are able to obtain the explicit form of the equations governing the law of X(t) and Y(t). In particular we show that that the distribution of Y(t) satisfies a telegraph-type equation with time-varying coefficients

Analytic solution of nonlinear fractional Burgers-type equation by invariant subspace method

In this paper we study the analytic solutions of Burgers-type nonlinear fractional equations by means of the Invariant Subspace Method. We first study a class of nonlinear equations directly related to the time-fractional Burgers equation. Some generalizations linked to the forced time-fractional Burgers equations and variable-coefficient diffusion are also considered. Finally we study a Burgers-type equation involving both space and time-fractional derivatives

Some applications of Wright functions in fractional differential equations

In this note we prove some new results about the application of Wright functions of the first kind to solve fractional differential equations with variable coefficients. Then, we consider some applications of these results in order to obtain some new particular solutions for nonlinear fractional partial differential equations

Random flights related to the Euler-Poisson-Darboux equation

This paper is devoted to the analysis of random motions on the line and in the space R^d (d > 1) performed at finite velocity and governed by a non-homogeneous Poisson process with rate \lambda(t). The explicit distributions p(x,t) of the position of the randomly moving particles are obtained solving initial-value problems for the Euler- Poisson-Darboux equation when \lambda(t) = \alpha/t, t > 0. We consider also the case where \lambda(t) = \lambda coth \lambda t and \lambda(t) = \lambda tanh \lambda t, where some Riccati differential equations emerge and the explicit distributions are obtained for d = 1. We also examine planar random motions with random velocities by projecting random flights in R^d onto the plane. Finally the case of planar motions with four orthogonal directions is considered and the corresponding higher-order equations with time-varying coefficients obtained

On G-fractional diffusion models in bounded domains

In the recent literature, the g-subdiffusion equation involving Caputo fractional derivatives with respect to another function has been studied in relation to anomalous diffusions with a continuous transition between different subdiffusive regimes. In this paper we study the problem of g-fractional diffusion in a bounded domain with absorbing boundaries. We find the explicit solution for the initial-boundary value problem and we study the first passage time distribution and the mean first-passage time (MFPT). An interestin outcome is the proof that with a particular choice of the function $g$ it is possible to obtain a finite MFPT, differently from the anomalous diffusion described by a fractional heat equation involving the classical Caputo derivative

Nonlinear time-fractional dispersive equations

In this paper we study some cases of time-fractional nonlinear dispersive equations (NDEs) involving Caputo derivatives, by means of the invariant subspace method. This method allows to find exact solutions to nonlinear time-fractional partial differential equations by separating variables. We first consider a third order time-fractional NDE that admits a four-dimensional invariant subspace and we find a similarity solution. We also study a fifth order NDE. In this last case we find a solution involving Mittag-Leffler functions. We finally observe that the invariant subspace method permits to find explicit solutions for a wide class of nonlinear dispersive time-fractional equations.Comment: 14 pages; in press in Communications in Applied and Industrial Mathematics (2014

On the propagation of nonlinear transients of temperature and pore pressure in a thin porous boundary layer between two rocks.

The dynamics of transients of fluid-rock temperature, pore pressure, pollutants in porous rocks are of vivid interest for fundamental problems in hydrological, volcanic, hydrocarbon systems, deep oil drilling. This can concern rapid landslides or the fault weakening during coseismic slips and also a new field of research about stability of classical buildings. Here we analyze the transient evolution of temperature and pressure in a thin boundary layer between two adjacent homogeneous media for various types of rocks. In previous models, this boundary was often assumed to be a sharp mathematical plane. Here we consider a non-sharp, physical boundary between two adjacent rocks, where also local steady pore pressure and/or temperature fields are present. To obtain a more reliable model we also investigate the role of nonlinear effects as convection and fluid-rock “frictions”, often disregarded in early models: these nonlinear effects in some cases can give remarkable quick and sharp transients. All of this implies a novel model, whose solutions describe large, sharp and quick fronts. We also rapidly describe transients moving through a particularly irregular boundary layer