Abstract
In this chapter, a short overview of the current research towards applications of the partial differential equations of an arbitrary (not necessarily integer) order for modeling of the anomalous transport processes (diffusion, heat transfer, and wave propagation) in the nonhomogeneous media is presented. On the microscopic level, these processes are described by the continuous time random walk (CTRW) model that is a starting point for derivation of some deterministic equations for the time- and space-averaged quantities that characterize the transport processes on the macroscopic level. In this work, the deterministic models are derived in the form of the partial differential equations of the fractional order. In particular, a generalized time-fractional diffusion equation and a time- and space-fractional wave equation are introduced and analyzed in detail. Finally, some open questions and directions for further work are suggested.
Access this chapter
Tax calculation will be finalised at checkout
Purchases are for personal use only
References
Al-Refai M (2012) On the fractional derivatives at extreme points. Electron J Qual Theory Differ Equ 55:1–5
Berkowitz B, Klafter J, Metzler R, Scher H (2002) Physical pictures of transport in heterogeneous media: advection-dispersion, random walk and fractional derivative formulations. Water Resour Res 38:1191–1203
Bloch SC (1977) Eighth velocity of light. Am J Phys 45:538–549
Buckwar E, Luchko Yu (1998) Invariance of a partial differential equation of fractional order under the Lie group of scaling transformations. J Math Anal Appl 227:81–97
Carcione JM, Gei D, Treitel S (2010) The velocity of energy through a dissipative medium. Geophysics 75:T37–T47
Diethelm K (2010) The analysis of fractional differential equations. Springer, Berlin
Emmanuel S, Berkowitz B (2007) Continuous time random walks and heat transfer in porous media. Transp Porous Media 67:413–430
Feller W (1952) On a generalization of Marcel Riesz’ potentials and the semi-groups generated by them. Meddelanden Lunds Universitets Matematiska Seminarium (Comm. Sém. Mathém. Université de Lund), Tome suppl. dédié à M. Riesz: 73–81
Fulger D, Scalas E, Germano G (2008) Monte Carlo simulation of uncoupled continuous time random walks yielding a stochastic solution of the space-time fractional diffusion equation. Phys Rev E 77:021122
Geiger S, Emmanuel S (2010) Non-Fourier thermal transport in fractured geological media. Water Resour Res 46:W07504
Germano G, Politi M, Scalas E, Schilling RL (2009) Stochastic calculus for uncoupled continuous-time random walks. Phys Rev E 79:066102
Gorenflo R, Mainardi F (2001) Random walk models approximating symmetric space-fractional diffusion processes. In: Elschner J, Gohberg I, Silbermann B (eds) Problems in mathematical physics. Birkhäuser Verlag, Boston/Basel/Berlin
Gorenflo R, Mainardi F (2009) Some recent advances in theory and simulation of fractional diffusion processes. J Comput Appl Math 229:400–415
Gorenflo R, Iskenderov A, Luchko Yu (2000a) Mapping between solutions of fractional diffusion-wave equations. Fract Calc Appl Anal 3:75–86
Gorenflo R, Luchko Yu, Mainardi F (2000b) Wright functions as scale-invariant solutions of the diffusion-wave equation. J Comput Appl Math 118:175–191
Gorenflo R, Loutchko J, Luchko Yu (2002) Computation of the Mittag-Leffler function and its derivatives. Fract Calc Appl Anal 5:491–518
Groesen E, Mainardi F (1989) Energy propagation in dissipative systems, Part I: centrovelocity for linear systems. Wave Motion 11:201–209
Groesen E, Mainardi F (1990) Balance laws and centrovelocity in dissipative systems. J Math Phys 30:2136–2140
Gudehus G, Touplikiotis A (2012) Clasmatic seismodynamics – oxymoron or pleonasm? Soil Dyn Earthq Eng 38:1–14
Gurwich I (2001) On the pulse velocity in absorbing and nonlinear media and parallels with the quantum mechanics. Prog Electromagn Res 33:69–96
Hanyga A (2002) Multi-dimensional solutions of space-time-fractional diffusion equations. Proc R Soc Lond A 458:429-450
Haubold J, Mathai AM, Saxena RK (2011) Mittag-Leffler functions and their applications. J Appl Math 2011:298628
Luchko Yu (1999) Operational method in fractional calculus. Fract Calc Appl Anal 2:463–489
Luchko Yu (2008) Algorithms for evaluation of the Wright function for the real arguments’ values. Fract Calc Appl Anal 11:57–75
Luchko Yu (2009a) Boundary value problems for the generalized time-fractional diffusion equation of distributed order. Fract Calc Appl Anal 12:409–422
Luchko Yu (2009b) Maximum principle for the generalized time-fractional diffusion equation. J Math Anal Appl 351:218–223
Luchko Yu (2010) Some uniqueness and existence results for the initial-boundary-value problems for the generalized time-fractional diffusion equation. Comput Math Appl 59:1766–1772
Luchko Yu (2011a) Initial-boundary-value problems for the generalized multi-term time-fractional diffusion equation. J Math Anal Appl 374:538–548
Luchko Yu (2011b) Maximum principle and its application for the time-fractional diffusion equations. Fract Calc Appl Anal 14:110–124
Luchko Yu (2012a) Anomalous diffusion: models, their analysis, and interpretation. In: Rogosin S, Koroleva A (eds) Advances in applied analysis. Series: trends in mathematics. Birkhäuser Verlag, Boston/Basel/Berlin
Luchko Yu (2012b) Initial-boundary-value problems for the one-dimensional time-fractional diffusion equation. Fract Calc Appl Anal 15:141–160
Luchko Yu (2013) Fractional wave equation and damped waves. J Math Phys 54:031505
Luchko Yu, Gorenflo R (1998) Scale-invariant solutions of a partial differential equation of fractional order. Fract Calc Appl Anal 1: 63–78
Luchko Yu, Gorenflo R (1999) An operational method for solving fractional differential equations with the Caputo derivatives. Acta Math Vietnam 24:207–233
Luchko Yu, Punzi A (2011) Modeling anomalous heat transport in geothermal reservoirs via fractional diffusion equations. Int J Geomath 1:257–276
Luchko Yu, Mainardi F, Povstenko Yu (2013) Propagation speed of the maximum of the fundamental solution to the fractional diffusion-wave equation. Comput Math Appl 66:774–784
Mainardi F (1994) On the initial-value problem for the fractional diffusion-wave equation. In: Rionero S, Ruggeri T (eds) Waves and stability in continuous media. World Scientific, Singapore
Mainardi F (1996a) Fractional relaxation-oscillation and fractional diffusion-wave phenomena. Chaos Solitons Fractals 7:1461–1477
Mainardi F (1996b) The fundamental solutions for the fractional diffusion-wave equation. Appl Math Lett 9:23–28
Mainardi F, Luchko Yu, Pagnini G (2001) The fundamental solution of the space-time fractional diffusion equation. Fract Calc Appl Anal 4:153–192. E-print http://arxiv.org/abs/cond-mat/0702419
Marichev OI (1983) Handbook of integral transforms of higher transcendental functions, theory and algorithmic tables. Ellis Horwood, Chichester
Matlab File Exchange (2005) Matlab-Code that calculates the Mittag-Leffler function with desired accuracy. Available for download at http://www.mathworks.com/matlabcentral/fileexchange/8738-mittag-leffler-function
Metzler R, Klafter J (2000) The random walk’s guide to anomalous diffusion: a fractional dynamics approach. Phys Rep 339:1–77
Metzler R, Klafter J (2004) The restaurant at the end of the random walk: recent developments in the description of anomalous transport by fractional dynamics. J Phys A 37:161–208
Metzler R, Nonnenmacher TF (2002) Space- and time-fractional diffusion and wave equations, fractional Fokker-Planck equations, and physical motivation. Chem Phys 284: 67-90
Montroll E, Weiss, G (1965) Random walks on lattices. J Math Phys 6:167
Näsholm SP, Holm S (2013) On a fractional Zener elastic wave equation. Fract Calc Appl Anal 16:26–50
Podlubny I (1999) Fractional differential equations. Academic, San Diego
Prudnikov AP, Brychkov YA, Marichev OI (1986) Integrals and series. Vol 1: Elementary functions. Gordon and Breach, New York
Samko SG, Kilbas AA, Marichev OI (1993) Fractional integrals and derivatives: theory and applications. Gordon and Breach, Yverdon
Smith RL (1970) The velocities of light. Am J Phys 38:978–984
Szabo TL, Wu J (2000) A model for longitudinal and shear wave propagation in viscoelastic media. J Acoust Soc Am 107:2437–2446
Vladimirov VS (1971) Equations of the mathematical physics. Nauka, Moscow
Author information
Authors and Affiliations
Corresponding author
Editor information
Editors and Affiliations
Rights and permissions
Copyright information
© 2015 Springer-Verlag Berlin Heidelberg
About this entry
Cite this entry
Luchko, Y. (2015). Fractional Diffusion and Wave Propagation. In: Freeden, W., Nashed, M., Sonar, T. (eds) Handbook of Geomathematics. Springer, Berlin, Heidelberg. https://doi.org/10.1007/978-3-642-54551-1_60
Download citation
DOI: https://doi.org/10.1007/978-3-642-54551-1_60
Published:
Publisher Name: Springer, Berlin, Heidelberg
Print ISBN: 978-3-642-54550-4
Online ISBN: 978-3-642-54551-1
eBook Packages: Mathematics and StatisticsReference Module Computer Science and Engineering