The time fractional diffusion-wave equation

Abstract

The time fractional diffusion-wave equation is obtained from the classical diffusion or wave equation by replacing the first- or second-order time derivative by a fractional derivative of order 2β with 0<β≤1/2 or 1/2<β≤1, respectively. Using the method of the Laplace transform, it is shown that the fundamental solutions of the basic Cauchy and signalling problems can be expressed in terms of an auxiliary function M (z; β), where z is the similarity variable. Such function, which reduces to the well-known Gaussian function for β=1/2 (ordinary diffusion), is proved to be an entire function of Wright type.