Fractional diffusion equation with distributed-order material derivative. Stochastic foundations
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distributed-order derivativefractional diffusion equationfractional material derivativeLévy walkweak convergence
Reaction-diffusion equations (35K57) Fractional partial differential equations (35R11) Central limit and other weak theorems (60F05) Fractional processes, including fractional Brownian motion (60G22) Sums of independent random variables; random walks (60G50) Processes with independent increments; Lévy processes (60G51) Applications of stochastic analysis (to PDEs, etc.) (60H30) Diffusion processes (60J60)
Abstract: In this paper we present stochastic foundations of fractional dynamics driven by fractional material derivative of distributed order-type. Before stating our main result we present the stochastic scenario which underlies the dynamics given by fractional material derivative. Then we introduce a Levy walk process of distributed-order type to establish our main result, which is the scaling limit of the considered process. It appears that the probability density function of the scaling limit process fulfills, in a weak sense, the fractional diffusion equation with material derivative of distributed-order type.
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Cited in
(6)- A family of fractional diffusion equations derived from stochastic harmonic chains with long-range interactions
- The Euler-Lagrange and Legendre equations for functionals involving distributed-order fractional derivatives
- Preface: Marian Smoluchowski's 1916 paper -- a century of inspiration
- Lévy walk with parameter dependent velocity: Hermite polynomial approach and numerical simulation
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