Generalized fractional master equation for self-similar stochastic processes modelling anomalous diffusion

DOI10.1155/2012/427383zbMATH Open1260.60163OpenAlexW2157358771WikidataQ58689562 ScholiaQ58689562MaRDI QIDQ1929675FDOQ1929675

Authors: Gianni Pagnini, Antonio Mura, Francesco Mainardi 

Publication date: 9 January 2013

Published in: International Journal of Stochastic Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1155/2012/427383

Recommendations

• Anomalous Diffusion: From Fractional Master Equations to Path Integrals
• Generalized diffusion equation with fractional derivatives within Renyi statistics
• On anomalous diffusion and the fractional generalized Langevin equation for a harmonic oscillator
• Anomalous diffusion, nonlinear fractional Fokker-Planck equation and solutions
• Fractional diffusion equations and anomalous diffusion
• Generalized continuous time random walks, master equations, and fractional Fokker-Planck equations
• Generalized master equations and fractional Fokker-Planck equations from continuous time random walks with arbitrary initial conditions
• Dynamics of a stochastic fractional reaction-diffusion equation
• On a fractional master equation
• Solutions for a generalized fractional anomalous diffusion equation

zbMATH Keywords

master equation approachanomalous diffusion in complex mediagrey Brownian motiontime-fractional diffusion process

Mathematics Subject Classification ID

Fractional processes, including fractional Brownian motion (60G22) Diffusion processes (60J60) Self-similar stochastic processes (60G18)

Cites Work

• Handbook of stochastic methods for physics, chemistry and the natural sciences.
• Fractional differential equations. An introduction to fractional derivatives, fractional differential equations, to methods of their solution and some of their applications
• Title not available (Why is that?)
• The restaurant at the end of the random walk: recent developments in the description of anomalous transport by fractional dynamics
• Title not available (Why is that?)
• The Fokker-Planck equation. Methods of solution and applications.
• And I say to myself: ``What a fractional world!
• Title not available (Why is that?)
• Title not available (Why is that?)
• The fundamental solution of the space-time fractional diffusion equation
• Characterizations and simulations of a class of stochastic processes to model anomalous diffusion
• A class of self-similar stochastic processes with stationary increments to model anomalous diffusion in physics
• Title not available (Why is that?)
• Erdélyi-Kober fractional diffusion
• The \(M\)-Wright function in time-fractional diffusion processes: a tutorial survey
• Fractional relaxation-oscillation and fractional diffusion-wave phenomena.
• Wright functions as scale-invariant solutions of the diffusion-wave equation
• Title not available (Why is that?)
• Title not available (Why is that?)
• Higher order fractional variational optimal control problems with delayed arguments
• Title not available (Why is that?)
• Fractional-order attractors synthesis via parameter switchings
• Title not available (Why is that?)
• Title not available (Why is that?)
• Title not available (Why is that?)
• Nonlinear time-fractional differential equations in combustion science

Cited In (13)

• A stochastic solution with Gaussian stationary increments of the symmetric space-time fractional diffusion equation
• Generalized Fokker-Planck equation for superstatistical systems
• Erdélyi-Kober fractional diffusion
• A fractional phase-field model using an infinitesimal generator of \(\alpha\) stable Lévy process
• The \(M\)-Wright function in time-fractional diffusion processes: a tutorial survey
• Fractional diffusion equations interpolate between damping and waves
• Analysis of fractal wave equations by local fractional Fourier series method
• The M-Wright function as a generalization of the Gaussian density for fractional diffusion processes
• On a fractional master equation
• Finite-energy Lévy-type motion through heterogeneous ensemble of Brownian particles
• Title not available (Why is that?)
• Anomalous Diffusion: From Fractional Master Equations to Path Integrals
• A class of self-similar stochastic processes with stationary increments to model anomalous diffusion in physics

This page was built for publication: Generalized fractional master equation for self-similar stochastic processes modelling anomalous diffusion

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1929675)