The mathematical theories of diffusion. Nonlinear and fractional diffusion

We describe the mathematical theory of diffusion and heat transport with a view to including some of the main directions of recent research. The linear heat equation is the basic mathematical model that has been thoroughly studied in the last two centuries. It was followed by the theory of parabolic equations of different types. In a parallel development, the theory of stochastic differential equations gives a foundation to the probabilistic study of diffusion. Nonlinear diffusion equations have played an important role not only in theory but also in physics and engineering, and we focus on a relevant aspect, the existence and propagation of free boundaries. We use the porous medium and fast diffusion equations as case examples. A large part of the paper is devoted to diffusion driven by fractional Laplacian operators and other nonlocal integro-differential operators representing nonlocal, long-range diffusion effects. Three main models are examined (one linear, two nonlinear), and we report on recent progress in which the author is involved.