We present a generalization of Hilfer derivatives in which Riemann-Liouville integrals are replaced by more general Prabhakar integrals. We analyze and discuss its properties. Furthermore, we show some applications of these generalized Hilfer-Prabhakar derivatives in classical equations of mathematical physics such as the heat and the free electron laser equations, and in difference-differential equations governing the dynamics of generalized renewal stochastic processes.

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In this paper, the solution of a fractional diffusion equation with a Hilfer-generalized Riemann–Liouville time fractional derivative is obtained in terms of Mittag–Leffler-type functions and Fox's H-function. The considered equation represents a quite general extension of the classical diffusion (heat conduction) equation. The methods of separation of variables, Laplace transform, and analysis of the Sturm–Liouville problem are used to solve the fractional diffusion equation defined in a bounded domain. By using the Fourier–Laplace transform method, it is shown that the fundamental solution of the fractional diffusion equation with a generalized Riemann–Liouville time fractional derivative defined in the infinite domain can be expressed via Fox's H-function. It is shown that the corresponding solutions of the diffusion equations with time fractional derivative in the Caputo and Riemann–Liouville sense are special cases of those diffusion equations with the Hilfer-generalized Riemann–Liouville time fractional derivative. The asymptotic behaviour of the solutions are found for large values of the spatial variable. The fractional moments of the fundamental solution of the fractional diffusion equation are obtained. The obtained results are relevant in the context of glass relaxation and aquifer problems.