Fractional Klein–Gordon Equations and Related Stochastic Processes

• DOI: 10.1007/s10955-014-0976-0
• Publication Date: 2014-03-28T19:52:20Z
• Authors: Roberto Garra; Enzo Orsingher; Federico Polito
• Keywords: fractional klein-gordon equation; telegraph process; fractional bessel equations; mittag-leffler function; random flights; fractional derivatives; mittag-leffler functions; fractional klein-gordon equations; finite-velocity random motions; Probability (math.PR); FOS: Mathematics; FOS: Physical sciences; Mathematical Physics (math-ph); 0101 mathematics; 01 natural sciences; Mathematics - Probability; Mathematical Physics

This paper presents finite-velocity random motions driven by fractional Klein-Gordon equations of order $��\in (0,1]$. A key tool in the analysis is played by the McBride's theory which converts fractional hyper-Bessel operators into Erdelyi-Kober integral operators. Special attention is payed to the fractional telegraph process whose space-dependent distribution solves a non-homogeneous fractional Klein-Gordon equation. The distribution of the fractional telegraph process for $��= 1$ coincides with that of the classical telegraph process and its driving equation converts into the homogeneous Klein-Gordon equation. Fractional planar random motions at finite velocity are also investigated, the corresponding distributions obtained as well as the explicit form of the governing equations. Fractionality is reflected into the underlying random motion because in each time interval a binomial number of deviations $B(n,��)$ (with uniformly-distributed orientation) are considered. The parameter $n$ of $B(n,��)$ is itself a random variable with fractional Poisson distribution, so that fractionality acts as a subsampling of the changes of directions. Finally the behaviour of each coordinate of the planar motion is examined and the corresponding densities obtained. Extensions to $N$-dimensional fractional random flights are envisaged as well as the fractional counterpart of the Euler-Poisson-Darboux equation to which our theory applies.