Fractional Cauchy problems on bounded domains: survey of recent results

In a fractional Cauchy problem, the usual first order time derivative is replaced by a fractional derivative. This problem was first considered by Nigmatullin (1986), and Zaslavsky (1994) in R for modeling some physical phenomena. The fractional derivative models time delays in a diffusion process. We will give a survey of the recent results on the fractional Cauchy problem and its generalizations on bounded domains D ⊂ R obtained in Meerschaert et al. (2009, 2010). We also study the solutions of fractional Cauchy problem where the first time derivative is replaced with an infinite sum of fractional derivatives. We point out a connection to eigenvalue problems for the fractional time operators considered. The solutions to the eigenvalue problems are expressed by Mittag-Leffler functions and its generalized versions. The stochastic solution of the eigenvalue problems for the fractional derivatives are given by inverse subordinators.