The fundamental solution of the space-time fractional advection-dispersion equation

A space-time fractional advection-dispersion equation (ADE) is a generalization of the classical ADE in which the first-order time derivative is replaced with Caputo derivative of order α ∈ (0, 1], and the second-order space derivative is replaced with a Riesz-Feller derivative of order β ∈ (0, 2]. We derive the solution of its Cauchy problem in terms of the Green functions and the representations of the Green function by applying its Fourier-Laplace transforms. The Green function also can be interpreted as a spatial probability density function (pdf) evolving in time. We do the same on another kind of space-time fractional advection-dispersion equation whose space and time derivatives both replacing with Caputo derivatives.

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