Some recent advances in theory and simulation of fractional diffusion processes

DOI10.1016/J.CAM.2008.04.005zbMATH Open1166.45004arXiv0801.0146OpenAlexW2066074538MaRDI QIDQ1025878FDOQ1025878

Authors: Rudolf Gorenflo, Francesco Mainardi 

Publication date: 23 June 2009

Published in: Journal of Computational and Applied Mathematics (Search for Journal in Brave)

Abstract: To offer a view into the rapidly developing theory of fractional diffusion processes we describe in some detail three topics of present interest: (i) the well-scaled passage to the limit from continuous time random walk under power law assumptions to space-time fractional diffusion, (ii) the asymptotic universality of the Mittag-Leffler waiting time law in time-fractional processes, (iii) our method of parametric subordination for generating particle trajectories.

Full work available at URL: https://arxiv.org/abs/0801.0146

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zbMATH Keywords

random walkrenewal theoryrandom walksfractional calculusanomalous diffusionpower lawsfractional diffusion processesMittag-Leffler waiting time lawparametric subordinationLévy processes

Mathematics Subject Classification ID

Processes with independent increments; Lévy processes (60G51) Diffusion processes (60J60) Sums of independent random variables; random walks (60G50) Integro-partial differential equations (45K05) Fractional derivatives and integrals (26A33) Self-similar stochastic processes (60G18)

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Cited In (72)

• Final value problem for nonlinear time fractional reaction-diffusion equation with discrete data
• Solvability of an elliptic partial differential equation with boundary condition involving fractional derivatives
• A regularization for a Riesz–Feller space-fractional backward diffusion problem
• Fractional boundary value problems with integral and anti-periodic boundary conditions
• 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
• On a non-local problem for a multi-term fractional diffusion-wave equation
• The simplified Tikhonov regularization method for solving a Riesz-Feller space-fractional backward diffusion problem
• Identifying a diffusion coefficient in a time-fractional diffusion equation
• 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
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• Fractional diffusion and medium heterogeneity: the case of the continuous time random walk
• Analytical solutions for the multi-term time-fractional diffusion-wave/diffusion equations in a finite domain
• Moving finite element methods for time fractional partial differential equations
• Analytical solutions for a time-fractional axisymmetric diffusion-wave equation with a source term
• Numerical and analytical solutions of new generalized fractional diffusion equation
• Continuous-time random walk and parametric subordination in fractional diffusion
• Uniform approximation to fractional derivatives of functions of algebraic singularity
• Modeling anomalous heat transport in geothermal reservoirs via fractional diffusion equations
• Determining the initial distribution in space-fractional diffusion by a negative exponential regularization method
• Professor Rudolf Gorenflo and his contribution to fractional calculus
• Fractional Fokker-Planck equation
• A new \textit{a posteriori} parameter choice strategy for the convolution regularization of the space-fractional backward diffusion problem
• On the asymptotic integration of a class of sublinear fractional differential equations
• On a non-local boundary problem for a parabolic-hyperbolic equation involving a Riemann-Liouville fractional differential operator
• A numerical method for the fractional Schrödinger type equation of spatial dimension two
• Short note on the emergence of fractional kinetics
• The M-Wright function as a generalization of the Gaussian density for fractional diffusion processes
• Parametric subordination in fractional diffusion processes
• Time-fractional radial diffusion in hollow geometries
• On a Riesz-Feller space fractional backward diffusion problem with a nonlinear source
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• The backward problem for a nonlinear Riesz-Feller diffusion equation
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• A stable numerical method for multidimensional time fractional Schrödinger equations
• Inverse problem for nonlinear backward space-fractional diffusion equation
• An inverse problem for space-fractional backward diffusion problem
• Moment estimators for the two-parameter \(M\)-Wright distribution
• Optimal regularization for an unknown source of space-fractional diffusion equation
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• Recover the solute concentration from source measurement and boundary data
• An approximation method for high-order fractional derivatives of algebraically singular functions
• An optimal regularization method for space-fractional backward diffusion problem
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• Solving the backward problem in Riesz-Feller fractional diffusion by a new nonlocal regularization method
• Estimation and Simulation for theM-Wright Function
• Uniqueness for an inverse problem for a semilinear time-fractional diffusion equation
• A Riesz-Feller space-fractional backward diffusion problem with a time-dependent coefficient: regularization and error estimates
• Solvability and spectral properties of the boundary value problem for degenerating higher order parabolic equation
• 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
• Integro-differential equations associated with continuous-time random walk
• An inverse random source problem for the time fractional diffusion equation driven by a fractional Brownian motion
• Solving the Riesz-Feller space-fractional backward diffusion problem by a generalized Tikhonov method
• Solving the backward problem for space-fractional diffusion equation by a fractional Tikhonov regularization method
• Emergent anomalous transport and non-Gaussianity in a simple mobile-immobile model: the role of advection
• Discrete-space time-fractional processes
• Solvability and Volterra property of nonlocal problems for mixed fractional-order diffusion-wave equation
• Sinc methods for Lévy-Schrödinger equations
• A Direct Discontinuous Galerkin Method for Time Fractional Diffusion Equations with Fractional Dynamic Boundary Conditions
• Time series models associated with Mittag-Leffler type distributions and its properties
• Filter regularization method for a nonlinear Riesz-Feller space-fractional backward diffusion problem with temporally dependent thermal conductivity
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Uses Software

• mlrnd

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