Fractional Boundary Value Problems and Elastic Sticky Brownian Motions

D'Ovidio Mirko, Sapienza University of Rome

Sticky diffusion processes spend finite time (and finite mean time) on a lower-dimensional boundary. Once the process hits the boundary, then it starts again after a random amount of time. While on the boundary it can move according to dynamics that are different from those in the interior. Such processes may be characterized by a time-derivative appearing in the boundary condition for the governing problem. We use time changes obtained by right-inverses of suitable processes in order to describe fractional sticky conditions and the associated boundary behaviors. We obtain that fractional boundary value problems (involving fractional dynamic boundary conditions) lead to sticky diffusions spending an infinite mean time (and finite time) on a lower-dimensional boundary. Such a behavior can be associated with a trap effect in the macroscopic point of view.

Area: CS50 - Anomalous phenomena on regular and irregular domains (Mirko D'Ovidio)

Keywords: Sticky diffusions