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Published on: July 19, 2016
STOCHASTIC SOLUTIONS FOR FRACTIONAL WAVE EQUATIONS
Mark M Meerschaert1, René L Schilling2, Alla Sikorskii3
1Department of Statistics & Probability, Michigan State University, East Lansing MI 48824 USA. URL: http://www.stt.msu.edu/users/mcubed/
Abstract:
A fractional wave equation replaces the second time derivative by a Caputo derivative of order between one and two. In this paper, we show that the fractional wave equation governs a stochastic model for wave propagation, with deterministic time replaced by the inverse of a stable subordinator whose index is one half the order of the fractional time derivative.
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