arXiv subjects

Gianni Pagnini

Publications and source records attributed to Gianni Pagnini.

39 records · Page 3Linked to original sources

arXiv2007

The fundamental solution of the space-time fractional diffusion equation

We deal with the Cauchy problem for the space-time fractional diffusion-wave equation, which is obtained from the standard diffusion equation by replacing the second-order space derivative with a Riesz-Feller derivative of order alpha in (0,2] and skewness theta, and the first-order time derivative with a Caputo derivative of order beta in (0,2]. The fundamental solution is investigated with respect to its scaling and similarity properties, starting from its Fourier-Laplace representation. By using the Mellin transform, we provide a general representation of the solution in terms of Mellin-Barnes integrals in the complex plane, which allows us to extend the probability interpretation known for the standard diffusion equation to suitable ranges of the relevant parameters alpha and beta. We derive explicit formulae (convergent series and asymptotic expansions), which enable us to plot the corresponding spatial probability densities.

cond-mat.stat-mech↗

arXiv2007

Salvatore Pincherle: the pioneer of the Mellin-Barnes integrals

The 1888 paper by Salvatore Pincherle (Professor of Mathematics at the University of Bologna) on generalized hypergeometric functions is revisited. We point out the pioneering contribution of the Italian mathematician towards the Mellin-Barnes integrals based on the duality principle between linear differential equations and linear difference equation with rational coefficients. By extending the original arguments used by Pincherle, we also show how to formally derive the linear differential equation and the Mellin-Barnes integral representation of the Meijer G-functions.

math.CV↗

arXiv2007

Mellin transform and subordination laws in fractional diffusion processes

The Mellin transform is usually applied in probability theory to the product of independent random variables. In recent times the machinery of the Mellin transform has been adopted to describe the Lévy stable distributions, and more generally the probability distributions governed by generalized diffusion equations of fractional order in space and/or in time. In these cases the related stochastic processes are self-similar and are simply referred to as fractional diffusion processes. We provide some integral formulas involving the distributions of these processes that can be interpreted in terms of subordination laws.

math.PR↗