Galley Proof Iranian Journal of Numerical Analysis and Optimization Vol. 8, No. 2, (2018), pp 1–23 DOI:10.22067/ijnao.v8i2.54962 Measurable functions approach for approximate solutions of Linear space-time-fractional diffusion problems S. Soradi Zeid, A. V. Kamyad * and S. Effati Abstract In this paper, we study an extension of Riemann–Liouville fractional derivative for a class of Riemann integrable functions to Lebesgue measur- able and integrable functions. Then we used this extension for the approxi- mate solution of a particular fractional partial differential equation (FPDE) problems (linear space-time fractional order diffusion problems). To solve this problem, we reduce it approximately to a discrete optimization prob- lem. Then, by using partition of measurable subsets of the domain of the original problem, we obtain some approximating solutions for it which are represented with acceptable accuracy. Indeed, by obtaining the suboptimal solutions of this optimization problem, we obtain the approximate solutions of the original problem. We show the efficiency of our approach by solving some numerical examples. Keywords: Riemann–Liouville derivative; Fractional differential equation; Fractional partial differential equation; Lebesgue measurable and integrable function. * Corresponding author Received 9 April 2016; revised 14 December 2016; accepted 1 February 2017 S. Soradi Zeid Department of Applied Mathematics, Faculty of Mathematical Sciences, Ferdowsi Univer- sity of Mashhad, Mashhad, Iran. e-mail: s soradi@yahoo.com A. V. Kamyad Department of Applied Mathematics, School of Mathematical Sciences, Ferdowsi Univer- sity of Mashhad, Mashhad, Iran. e-mail: avkamyad@yahoo.com S. Effati Department of Applied Mathematics, School of Mathematical Sciences, Ferdowsi Univer- sity of Mashhad, Mashhad, Iran. e-mail: s-effati@um.ac.ir 1