Some aspects of fractional diffusion equations of single and distributed order

Abstract The time fractional diffusion equation is obtained from the standard diffusion equation by replacing the first-order time derivative with a fractional derivative of order β  ∈ (0, 1). The fundamental solution for the Cauchy problem is interpreted as a probability density of a self-similar non-Markovian stochastic process related to a phenomenon of sub-diffusion (the variance grows in time sub-linearly). A further generalization is obtained by considering a continuous or discrete distribution of fractional time derivatives of order less than one. Then the fundamental solution is still a probability density of a non-Markovian process that, however, is no longer self-similar but exhibits a corresponding distribution of time-scales.

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