A note on generalized fractional diffusion equations on Poincaré half plane

Abstract

In this paper we study generalized time-fractional diffusion equations on the Poincar\`e half plane $\mathbb{H}_2^+$. The time-fractional operators here considered are fractional derivatives of a function with respect to another function, that can be obtained by starting from the classical Caputo-derivatives essentially by means of a deterministic change of variable. We obtain an explicit representation of the fundamental solution of the generalized-diffusion equation on $\mathbb{H}_2^+$ and provide a probabilistic interpretation related to the time-changed hyperbolic Brownian motion. We finally include an explicit result regarding the non-linear case admitting a separating variable solution.