Space-time duality and high-order fractional diffusion.

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.