Subordinators and Generalized Heat Kernels: Random Time Change and Long Time Dynamics

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Abstract

This paper focuses on studying the long-time dynamics of the subordination process for a range of linear evolution equations, with a special emphasis on the fractional heat equation. By treating inverse subordinators as random time variables and employing the subordination principle to solve forward Kolmogorov equations, we explore the behavior of the solutions over extended periods. We provide a detailed description of the specific classes of subordinators suitable for conducting asymptotic analysis. Our findings not only extend existing research but also refine the results outlined in prior studies.

Original languageEnglish
Pages (from-to)6664-6670
Number of pages7
JournalMathematical Methods in the Applied Sciences
Volume48
Issue number6
DOIs
StatePublished - Apr 2025

Keywords

  • Brownian motion
  • Cesàro mean
  • fractional heat equation
  • gamma subordinators
  • heat kernal
  • inverse alpha stable subordinators
  • long range dependence
  • long-time behavior
  • subordination

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