Time-changed Dirac-Fokker-Planck equations on the lattice

Abstract

A time-changed discretization for the Dirac equation is proposed. More precisely, we consider a Dirac equation with discrete space and continuous time perturbed by a time-dependent diffusion term σ2Ht2H-1 that seamlessly describes a latticizing version of the time-changed Fokker-Planck equation carrying the Hurst parameter 0<H<1. Our model problem formulated on the space-time lattice Rh,αn× [0,∞) (h>0 and 0<α<12) preserves the main features of the Dirac-K\"ahler type discretization over the space-time lattice hZn× [0,∞) in case of α,H → 0, and encompasses a regularization of Wilson's approach [Physical review D, 10(8), 2445, 1974] for values of H in the range 0<H≤ 12 (limit condition α → 12). The main focus here is the representation of the solutions by means of discrete convolution formulae involving a kernel function encoded by (unnormalized) Hartman-Watson distributions -- ubiquitous on stochastic processes of Bessel type -- and the solutions of a semi-discrete equation of Klein-Gordon type. Namely, on our main construction the ansatz function H(y) appearing on the discrete convolution representation may be rewritten as a Mellin convolution type integral involving the solutions (x,t|p) of a semi-discrete equation of Klein-Gordon type and a L\'evy one-sided distribution LH(u) in disguise. Interesting enough, by employing Mellin-Barnes integral representations it turns out that the underlying solutions of Klein-Gordon type may be represented through generalized Wright functions of type ~11, that converge uniformly in case that the quantity α+12 may be regarded as an lower estimate for the Hurst parameter in the superdiffusive case (that is, if α+12≤ H<1).

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