Some recent advances in theory and simulation of fractional diffusion processes
From MaRDI portal
Publication:1025878
DOI10.1016/J.CAM.2008.04.005zbMath1166.45004arXiv0801.0146OpenAlexW2066074538MaRDI QIDQ1025878
Rudolf Gorenflo, Francesco Mainardi
Publication date: 23 June 2009
Published in: Journal of Computational and Applied Mathematics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/0801.0146
Lévy processesrandom walksrenewal theoryfractional calculusrandom walkanomalous diffusionpower lawsfractional diffusion processesMittag-Leffler waiting time lawparametric subordination
Processes with independent increments; Lévy processes (60G51) Sums of independent random variables; random walks (60G50) Integro-partial differential equations (45K05) Fractional derivatives and integrals (26A33) Diffusion processes (60J60) Self-similar stochastic processes (60G18)
Related Items (69)
Solving the backward problem in Riesz-Feller fractional diffusion by a new nonlocal regularization method ⋮ A Riesz–Feller space‐fractional backward diffusion problem with a time‐dependent coefficient: regularization and error estimates ⋮ The simplified Tikhonov regularization method for solving a Riesz-Feller space-fractional backward diffusion problem ⋮ A stochastic solution with Gaussian stationary increments of the symmetric space-time fractional diffusion equation ⋮ Existence results for fractional differential equations of arbitrary order with nonlocal integral boundary conditions ⋮ Estimation and Simulation for theM-Wright Function ⋮ Recover the solute concentration from source measurement and boundary data ⋮ Numerical and analytical solutions of new generalized fractional diffusion equation ⋮ On a Riesz-Feller space fractional backward diffusion problem with a nonlinear source ⋮ Gegenbauer Cardinal Functions for the Inverse Source Parabolic Problem with a Time-Fractional Diffusion Equation ⋮ A regularization for a Riesz–Feller space-fractional backward diffusion problem ⋮ Identification of the zeroth-order coefficient in a time fractional diffusion equation ⋮ Inverse problem for nonlinear backward space-fractional diffusion equation ⋮ Analytical solutions for the multi-term time-fractional diffusion-wave/diffusion equations in a finite domain ⋮ Local fractional Laplace variational iteration method for solving diffusion and wave equations on Cantor sets within local fractional operators ⋮ Moving finite element methods for time fractional partial differential equations ⋮ On an equation being a fractional differential equation with respect to time and a pseudo-differential equation with respect to space related to Lévy-type processes ⋮ Identifying an unknown source in time-fractional diffusion equation by a truncation method ⋮ Determining the initial distribution in space-fractional diffusion by a negative exponential regularization method ⋮ Time-fractional radial diffusion in hollow geometries ⋮ Solvability and Volterra property of nonlocal problems for mixed fractional-order diffusion-wave equation ⋮ On a non-local problem for a multi-term fractional diffusion-wave equation ⋮ A new regularization method for a Cauchy problem of the time fractional diffusion equation ⋮ A Direct Discontinuous Galerkin Method for Time Fractional Diffusion Equations with Fractional Dynamic Boundary Conditions ⋮ Existence results for a class of generalized fractional boundary value problems ⋮ Optimal error bound and modified kernel method for a space-fractional backward diffusion problem ⋮ An approximation method for high-order fractional derivatives of algebraically singular functions ⋮ An implementation solution for fractional partial differential equations ⋮ Modeling anomalous heat transport in geothermal reservoirs via fractional diffusion equations ⋮ An optimal regularization method for space-fractional backward diffusion problem ⋮ A new \textit{a posteriori} parameter choice strategy for the convolution regularization of the space-fractional backward diffusion problem ⋮ Solvability and spectral properties of the boundary value problem for degenerating higher order parabolic equation ⋮ Filter regularization method for a nonlinear Riesz-Feller space-fractional backward diffusion problem with temporally dependent thermal conductivity ⋮ Uniqueness for an inverse problem for a semilinear time-fractional diffusion equation ⋮ Final value problem for nonlinear time fractional reaction-diffusion equation with discrete data ⋮ Existence of local solutions for differential equations with arbitrary fractional order ⋮ Fractional Fokker-Planck equation ⋮ A stable numerical method for multidimensional time fractional Schrödinger equations ⋮ Solving the backward problem for space-fractional diffusion equation by a fractional Tikhonov regularization method ⋮ Identifying a diffusion coefficient in a time-fractional diffusion equation ⋮ Analytical solutions for a time-fractional axisymmetric diffusion-wave equation with a source term ⋮ Solvability of an elliptic partial differential equation with boundary condition involving fractional derivatives ⋮ An inverse problem for space‐fractional backward diffusion problem ⋮ On the asymptotic integration of a class of sublinear fractional differential equations ⋮ Optimal regularization for an unknown source of space-fractional diffusion equation ⋮ Should I stay or should I go? Zero-size jumps in random walks for Lévy flights ⋮ Short note on the emergence of fractional kinetics ⋮ The backward problem for a nonlinear Riesz-Feller diffusion equation ⋮ Moment estimators for the two-parameter \(M\)-Wright distribution ⋮ Existence of solution involving Genocchi numbers for nonlocal anti-periodic boundary value problem of arbitrary fractional order ⋮ Stepwise regularization method for a nonlinear Riesz-Feller space-fractional backward diffusion problem ⋮ Sinc methods for Lévy-Schrödinger equations ⋮ Fractional diffusion and medium heterogeneity: the case of the continuous time random walk ⋮ Uniform approximation to fractional derivatives of functions of algebraic singularity ⋮ Boundary value problems with integral gluing conditions for fractional-order mixed-type equation ⋮ On a non-local boundary problem for a parabolic-hyperbolic equation involving a Riemann-Liouville fractional differential operator ⋮ Reconstructing the right-hand side of a fractional subdiffusion equation from the final data ⋮ Time series models associated with Mittag-Leffler type distributions and its properties ⋮ INTEGRO-DIFFERENTIAL EQUATIONS ASSOCIATED WITH CONTINUOUS-TIME RANDOM WALK ⋮ Anomalous Diffusion: Models, Their Analysis, and Interpretation ⋮ An inverse random source problem for the time fractional diffusion equation driven by a fractional Brownian motion ⋮ The method of fundamental solution for the inverse source problem for the space-fractional diffusion equation ⋮ Professor Rudolf Gorenflo and his contribution to fractional calculus ⋮ Maximum principle and its application for the time-fractional diffusion equations ⋮ The M-Wright function as a generalization of the Gaussian density for fractional diffusion processes ⋮ A numerical method for the fractional Schrödinger type equation of spatial dimension two ⋮ Discrete-space time-fractional processes ⋮ Solving the Riesz-Feller space-fractional backward diffusion problem by a generalized Tikhonov method ⋮ Fractional boundary value problems with integral and anti-periodic boundary conditions
Uses Software
Cites Work
- From power laws to fractional diffusion: the direct way
- Continuous-time random walk and parametric subordination in fractional diffusion
- Fox \(H\) functions in fractional diffusion
- Stochastic solution of space-time fractional diffusion equations
- Random Walks on Lattices. II
- The fundamental solution of the space-time fractional diffusion equation
- Fractional Calculus: Integral and Differential Equations of Fractional Order
- From diffusion to anomalous diffusion: A century after Einstein’s Brownian motion
- The random walk's guide to anomalous diffusion: A fractional dynamics approach
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
This page was built for publication: Some recent advances in theory and simulation of fractional diffusion processes
