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ASYMPTOTIC BEHAVIORS OF FUNDAMENTAL SOLUTION AND ITS DERIVATIVES TO FRACTIONAL DIFFUSION-WAVE EQUATIONS

Authors
Kim, Kyeong-HunLim, Sungbin
Issue Date
7월-2016
Publisher
KOREAN MATHEMATICAL SOC
Keywords
fractional diffusion; Levy process; asymptotic behavior; fundamental solution; space-time fractional differential equation
Citation
JOURNAL OF THE KOREAN MATHEMATICAL SOCIETY, v.53, no.4, pp.929 - 967
Indexed
SCIE
SCOPUS
KCI
Journal Title
JOURNAL OF THE KOREAN MATHEMATICAL SOCIETY
Volume
53
Number
4
Start Page
929
End Page
967
URI
https://scholar.korea.ac.kr/handle/2021.sw.korea/88206
DOI
10.4134/JKMS.j150343
ISSN
0304-9914
Abstract
Let p (t, x) be the fundamental solution to the problem partial derivative(alpha)(t) u = -(-Delta)(beta)u, alpha is an element of (0, 2), beta is an element of (0, infinity). If alpha, beta is an element of (0, 1), then the kernel p (t, x) becomes the transition density of a Levy process delayed by an inverse subordinator. In this paper we provide the asymptotic behaviors and sharp upper bounds of p(t, x) and its space and time fractional derivatives D-x(n) (-Delta(x))(gamma) D-t(sigma) I(delta)(t)p(t, x), for all n is an element of Z(+), gamma is an element of [0, beta], sigma, delta is an element of [0, infinity), where D-x(n) is a partial derivative of order n with respect to x, (-Delta(x))(gamma) is a fractional Laplace operator and D-t(sigma) and I-t(delta) are Riemann-Liouville fractional derivative and integral respectively.
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