Integro-differential equations associated with continuous-time random walk

DOI10.1142/S0217979213300065MaRDI QIDQ2839978zbMATH OpenFDO

Authors Kwok Sau Fa, K. G. Wang

Publication date 17 July 2013

Published in International Journal of Modern Physics B (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1142/S0217979213300065

zbMATH Keywords

continuous-time random walkintegro-differential equations for diffusion and diffusion-advectionstochastic processes

Mathematics Subject Classification ID

Integro-differential operators (47G20) Diffusion (76R50) Dynamics of random walks, random surfaces, lattice animals, etc. in time-dependent statistical mechanics (82C41) Transport processes in time-dependent statistical mechanics (82C70)

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Cited in

(14)

• Generalized diffusion equation and analytical expressions to neutron scattering experiments
• Modified asymptotic orders of the direct Filon method for a class of Volterra integral equations
• Fokker-Planck and Kolmogorov backward equations for continuous time random walk scaling limits
• Correlation function induced by a generalized diffusion equation with the presence of a harmonic potential
• Generalized Klein-Kramers equation: solution and application
• Fractal and generalized Fokker-Planck equations: description of the characterization of anomalous diffusion in magnetic resonance imaging
• Differential and integral equations for jump random motions
• Computing the two first probability density functions of the random Cauchy-Euler differential equation: Study about regular-singular points
• scientific article; zbMATH DE number 219965 (Why is no real title available?)
• scientific article; zbMATH DE number 1861566 (Why is no real title available?)
• Continuous-time random walk: exact solutions for the probability density function and first two moments
• Numerical computation of infinite Bessel transforms with high frequency
• scientific article; zbMATH DE number 3103979 (Why is no real title available?)
• A generalised diffusion equation corresponding to continuous time random walks with coupling between the waiting time and jump length distributions

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