The Wright functions as solutions of the time-fractional diffusion equation英文.pdfVIP

Applied Mathematics and Computation 141 (2003) 51–62 /locate/amc The Wright functions as solutions of the time-fractional di?usion equation Francesco Mainardi a,*, Gianni Pagnini b a Dipartimento di Fisica, Universita di Bologna and INFN, Sezione di Bologna, Via Irnerio 46, I-40126 Bologna, Italy b Istituto per le Scienze dell’Atmosfera e del Clima del CNR, Via Gobetti 101, I-40129 Bologna, Italy Abstract We revisit the Cauchy problem for the time-fractional di?usion equation, which is obtained from the standard di?usion equation by replacing the ?rst-order time deriv- ative with a fractional derivative of order b 2e0; 2?. By using the Fourier–Laplace transforms the fundamentals solutions (Green functions) are shown to be high tran- scendental functions of the Wright-type that can be interpreted as spatial probability density functions evolving in time with similarity properties. We provide a general representation of these functions in terms of Mellin–Barnes integrals useful for nu- merical computation. ó 2002 Elsevier Science Inc. All rights reserved. Keywords: Fractional derivatives; Laplace transforms; Fourier transforms; Mellin–Barnes inte- grals; Mittag–Le?er functions; Wright functions; Fox H-functions 1. Introduction Time-fractional di?usion equations, obtained from the standard di?usion equation by replacing the ?rst-order time derivative by a fractional derivative (of order 0 b 6 2, in Riemann–Liouville or Caputo sense), have been treated in di?erent contexts by a number of authors, see, e.g. the reviews in [1,13,19], and references therein. In this paper we intend to provide more insights for the * Corresponding author. E-mail address: mainardi@bo.infn.it (F. Mainardi). 0096-3003/02/$ - see front matter ó 2002 Elsevier Science Inc. All rights reserved. doi:10.1016/S0096-3003(02