On viscosity solutions of space-fractional diffusion equations of Caputo type

Abstract

We study a fractional diffusion problem in the divergence form in one space dimension. We define a notion of the viscosity solution. We prove existence of viscosity solutions to the fractional diffusion problem with the Dirichlet boundary values by Perron's method. Their uniqueness follows from a proper maximum principle. We also show a stability result and basic regularity of solutions.