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Space-time duality and high-order fractional diffusion
James F Kelly1, Mark M Meerschaert1
1Department of Statistics and Probability, Michigan State University, East Lansing, Michigan 48824, USA.
Abstract:
Superdiffusion, characterized by a spreading rate t^{1/α} of the probability density function p(x,t)=t^{-1/α}p(t^{-1/α}x,1), where t is time, may be modeled by space-fractional diffusion equations with order 1<α<2. Some applications in biophysics (calcium spark diffusion), image processing, and computational fluid dynamics utilize integer-order and fractional-order exponents beyond this range (α>2), known as high-order diffusion or hyperdiffusion. Recently, space-time duality, motivated by Zolotarev's duality law for stable densities, established a link between time-fractional and space-fractional diffusion for 1<α≤2. This paper extends space-time duality to fractional exponents 1<α≤3, and several applications are presented. In particular, it will be shown that space-fractional diffusion equations with order 2<α≤3 model subdiffusion and have a stochastic interpretation. A space-time duality for tempered fractional equations, which models transient anomalous diffusion, is also developed.
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