Some recent advances in theory and simulation of fractional diffusion processes
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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.
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Cited in
(72)- Solving the backward problem for space-fractional diffusion equation by a fractional Tikhonov regularization method
- Final value problem for nonlinear time fractional reaction-diffusion equation with discrete data
- Emergent anomalous transport and non-Gaussianity in a simple mobile-immobile model: the role of advection
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- A regularization for a Riesz–Feller space-fractional backward diffusion problem
- Solvability of an elliptic partial differential equation with boundary condition involving fractional derivatives
- 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
- 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 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
- Should I stay or should I go? Zero-size jumps in random walks for Lévy flights
- 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
- Fractional diffusion and medium heterogeneity: the case of the continuous time random walk
- The method of fundamental solution for the inverse source problem for the space-fractional diffusion equation
- Discrete-space time-fractional processes
- 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
- Modeling anomalous heat transport in geothermal reservoirs via fractional diffusion equations
- Uniform approximation to fractional derivatives of functions of algebraic singularity
- Professor Rudolf Gorenflo and his contribution to fractional calculus
- A new \textit{a posteriori} parameter choice strategy for the convolution regularization of the space-fractional backward diffusion problem
- Determining the initial distribution in space-fractional diffusion by a negative exponential regularization method
- Solvability and Volterra property of nonlocal problems for mixed fractional-order diffusion-wave equation
- Fractional Fokker-Planck equation
- On the asymptotic integration of a class of sublinear fractional differential equations
- Sinc methods for Lévy-Schrödinger 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
- A Direct Discontinuous Galerkin Method for Time Fractional Diffusion Equations with Fractional Dynamic Boundary Conditions
- 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
- Identification of the zeroth-order coefficient in a time fractional diffusion equation
- Local fractional Laplace variational iteration method for solving diffusion and wave equations on Cantor sets within local fractional operators
- An implementation solution for fractional partial differential equations
- Existence of local solutions for differential equations with arbitrary fractional order
- Boundary value problems with integral gluing conditions for fractional-order mixed-type equation
- Identifying an unknown source in time-fractional diffusion equation by a truncation method
- Anomalous diffusion: models, their analysis, and interpretation
- Stepwise regularization method for a nonlinear Riesz-Feller space-fractional backward diffusion problem
- Maximum principle and its application for the time-fractional diffusion equations
- The backward problem for a nonlinear Riesz-Feller diffusion equation
- Existence of solution involving Genocchi numbers for nonlocal anti-periodic boundary value problem of arbitrary fractional order
- A stable numerical method for multidimensional time fractional Schrödinger equations
- Time series models associated with Mittag-Leffler type distributions and its properties
- Inverse problem for nonlinear backward space-fractional diffusion equation
- Moment estimators for the two-parameter \(M\)-Wright distribution
- An inverse problem for space-fractional backward diffusion problem
- Filter regularization method for a nonlinear Riesz-Feller space-fractional backward diffusion problem with temporally dependent thermal conductivity
- Reconstructing the right-hand side of a fractional subdiffusion equation from the final data
- Optimal regularization for an unknown source of space-fractional diffusion equation
- Gegenbauer Cardinal Functions for the Inverse Source Parabolic Problem with a Time-Fractional Diffusion Equation
- An approximation method for high-order fractional derivatives of algebraically singular functions
- Recover the solute concentration from source measurement and boundary data
- An optimal regularization method for space-fractional backward diffusion problem
- A new regularization method for a Cauchy problem of the time fractional diffusion equation
- 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
- 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
- A Riesz-Feller space-fractional backward diffusion problem with a time-dependent coefficient: regularization and error estimates
- Integro-differential equations associated with continuous-time random walk
- Solving the Riesz-Feller space-fractional backward diffusion problem by a generalized Tikhonov method
- An inverse random source problem for the time fractional diffusion equation driven by a fractional Brownian motion
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