Fractional diffusion and wave propagation

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 randomwalk (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 spacefractional wave equation are introduced and analyzed in detail. Finally, some open questions and directions for further work are suggested.