We consider fractional directional derivatives and establish some connection with stable densities. Solutions to advection equations involving fractional directional derivatives are presented and some properties investigated. In particular we obtain solutions written in terms of Wright functions by exploiting operational rules involving the shift operator. We also consider fractional advection diffusion equations involving fractional powers of the negative Laplace operator and directional derivatives of fractional order and discuss the probabilistic interpretations of solutions.
Wright functions governed by fractional directional derivatives and fractional advection diffusion equations / D'Ovidio, Mirko. - In: METHODS AND APPLICATIONS OF ANALYSIS. - ISSN 1073-2772. - 22:(2015), pp. 1-36. [10.4310/MAA.2015.v22.n1.a1]
Wright functions governed by fractional directional derivatives and fractional advection diffusion equations
D'OVIDIO, MIRKO
2015
Abstract
We consider fractional directional derivatives and establish some connection with stable densities. Solutions to advection equations involving fractional directional derivatives are presented and some properties investigated. In particular we obtain solutions written in terms of Wright functions by exploiting operational rules involving the shift operator. We also consider fractional advection diffusion equations involving fractional powers of the negative Laplace operator and directional derivatives of fractional order and discuss the probabilistic interpretations of solutions.File | Dimensione | Formato | |
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