Space-Time Duality and High-Order Fractional Diffusion

Abstract

Super-diffusion, characterized by a spreading rate $t^{1/α}$ of the probability density function $p(x,t) = t^{-1/α} p \left( t^{-1/α} x , 1 \right)$, 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 than 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 $1 < α\leq 2$. This paper extends space-time duality to fractional exponents $1<α\leq 3$, and several applications are presented. In particular, it will be shown that space-fractional diffusion equations with order $2<α\leq 3$ model sub-diffusion and have a stochastic interpretation. A space-time duality for tempered fractional equations, which models transient anomalous diffusion, is also developed.