Fractional diffusion equation with distributed-order material derivative. Stochastic foundations

DOI10.1088/1751-8121/AA651EzbMath1372.60097arXiv1510.00315OpenAlexW2963855521MaRDI QIDQ5269473

Marcin Magdziarz, Marek Teuerle

Publication date: 16 June 2017

Published in: Journal of Physics A: Mathematical and Theoretical (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1510.00315

zbMATH Keywords

weak convergencefractional diffusion equationLévy walkfractional material derivativedistributed-order derivative

Mathematics Subject Classification ID

Processes with independent increments; Lévy processes (60G51) Central limit and other weak theorems (60F05) Fractional processes, including fractional Brownian motion (60G22) Sums of independent random variables; random walks (60G50) Reaction-diffusion equations (35K57) Applications of stochastic analysis (to PDEs, etc.) (60H30) Diffusion processes (60J60) Fractional partial differential equations (35R11)

Related Items (4)

Lévy walk with parameter dependent velocity: Hermite polynomial approach and numerical simulation ⋮ Preface: Marian Smoluchowski’s 1916 paper—a century of inspiration ⋮ The Euler-Lagrange and Legendre equations for functionals involving distributed-order fractional derivatives ⋮ Deterministic force-free resonant activation

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