Stochastic solutions for fractional wave equations

Research output: Contribution to journalResearch articleContributedpeer-review

Contributors

  • Mark M. Meerschaert - , Michigan State University (Author)
  • René L. Schilling - , Chair of Probability Theory (Author)
  • Alla Sikorskii - , Michigan State University (Author)

Abstract

A fractional wave equation replaces the second time derivative by a Caputo derivative of order between one and two. In this paper, we show that the fractional wave equation governs a stochastic model for wave propagation, with deterministic time replaced by the inverse of a stable subordinator whose index is one-half the order of the fractional time derivative.

Details

Original languageEnglish
Pages (from-to)1685-1695
Number of pages11
JournalNonlinear dynamics
Volume80
Issue number4
Publication statusPublished - 1 Jun 2015
Peer-reviewedYes

Keywords

Keywords

  • Fractional calculus, Inverse subordinator, Stochastic solution, Wave equation