A fractional diffusion equation to describe Lévy flights
From MaRDI portal
Publication:1966584
DOI10.1016/S0375-9601(97)00947-XzbMath1026.82524MaRDI QIDQ1966584
Publication date: 8 March 2000
Published in: Physics Letters. A (Search for Journal in Brave)
Related Items
Numerical algorithms for the time‐Caputo and space‐Riesz fractional Bloch‐Torrey equations ⋮ Analytical and numerical dissipativity for the space-fractional Allen-Cahn equation ⋮ A quasi-reversibility method for solving a two-dimensional time-fractional inverse heat conduction problem ⋮ A new diagonal and Toeplitz splitting preconditioning method for solving time-dependent Riesz space-fractional diffusion equations ⋮ Unnamed Item ⋮ Fractional kinetic equations driven by Gaussian or infinitely divisible noise ⋮ The fractional Fick's law for non-local transport processes ⋮ Scaling transformation of random walk and generalized statistics ⋮ Morphology of growth by random walk deposition ⋮ The random walk's guide to anomalous diffusion: A fractional dynamics approach ⋮ Fractional Klein–Gordon equation on AdS2+1 ⋮ Efficient numerical methods for Riesz space-fractional diffusion equations with fractional Neumann boundary conditions ⋮ Modeling diffusive transport with a fractional derivative without singular kernel ⋮ Fractional (space--time) diffusion equation on comb-like model ⋮ Space-time fractional diffusion equation using a derivative with nonsingular and regular kernel ⋮ Finite difference approximations for fractional advection-dispersion flow equations ⋮ Analytical solution of time fractional Cattaneo heat equation for finite slab under pulse heat flux ⋮ Finite difference approximations and dynamics simulations for the Lévy Fractional Klein-Kramers equation ⋮ On some applications of the space-time fractional derivative ⋮ Second-order explicit difference schemes for the space fractional advection diffusion equation ⋮ Stochastic solution of space-time fractional diffusion equations ⋮ The fractional Fisher information and the central limit theorem for stable laws ⋮ Stochastic Averaging of Dynamical Systems with Multiple Time Scales Forced with $\alpha$-Stable Noise ⋮ A series of high-order quasi-compact schemes for space fractional diffusion equations based on the superconvergent approximations for fractional derivatives ⋮ Time fractional IHCP with Caputo fractional derivatives ⋮ The numerical solution for the time-fractional inverse problem of diffusion equation ⋮ Variational image registration by a total fractional-order variation model ⋮ On the model of random walk with multiple memory structure ⋮ Reduced α-stable dynamics for multiple time scale systems forced with correlated additive and multiplicative Gaussian white noise ⋮ A second order explicit finite difference method for the fractional advection diffusion equation ⋮ Second order accuracy finite difference methods for space-fractional partial differential equations ⋮ Iterative approximation of positive solutions for fractional boundary value problem on the half-line ⋮ A finite difference method for space fractional differential equations with variable diffusivity coefficient ⋮ An exact solution of a limit case Stefan problem governed by a fractional diffusion equation ⋮ An iteration regularization for a time-fractional inverse diffusion problem ⋮ Influence of non-local diffusion in avascular tumour growth ⋮ Finite difference approximations for the fractional advection-diffusion equation ⋮ Fractional reproduction-dispersal equations and heavy tail dispersal kernels ⋮ Regularization methods for unknown source in space fractional diffusion equation ⋮ A fast \(O(N\log N)\) finite difference method for the one-dimensional space-fractional diffusion equation ⋮ Modeling and simulation of the fractional space-time diffusion equation ⋮ New solution of diffusion-advection equation for cosmic-ray transport using ultradistributions ⋮ Spatiotemporal dynamics in epidemic models with Lévy flights: a fractional diffusion approach ⋮ Quasi-compact finite difference schemes for space fractional diffusion equations ⋮ From Sturm-Liouville problems to fractional and anomalous diffusions ⋮ A direct \(O(N \log ^{2} N)\) finite difference method for fractional diffusion equations ⋮ Solutions of the space-time fractional Cattaneo diffusion equation ⋮ Fundamental solutions to time-fractional advection diffusion equation in a case of two space variables ⋮ Weighted pseudo almost automorphic classical solutions and optimal mild solutions for fractional differential equations and application in fractional reaction-diffusion equations ⋮ Exactly solving some typical Riemann–Liouville fractional models by a general method of separation of variables ⋮ Approximation solution of fractional partial differential equations by neural networks ⋮ Existence and regularity of solutions to time-fractional diffusion equations ⋮ An MHSS-like iteration method for two-by-two linear systems with application to FDE optimization problems ⋮ Numerical solutions for fractional reaction-diffusion equations ⋮ Triangular array limits for continuous time random walks ⋮ Necessity of introducing non-integer shifted parameters by constructing high accuracy finite difference algorithms for a two-sided space-fractional advection-diffusion model ⋮ Existence and regularity of a linear nonlocal Fokker-Planck equation with growing drift ⋮ Entropy inequalities for stable densities and strengthened central limit theorems ⋮ The spectral meshless radial point interpolation method for solving an inverse source problem of the time-fractional diffusion equation ⋮ Discontinuous Galerkin time stepping method for solving linear space fractional partial differential equations ⋮ Anomalous diffusion with ballistic scaling: a new fractional derivative ⋮ Polynomial spectral collocation method for space fractional advection–diffusion equation ⋮ Jacobi collocation scheme for variable-order fractional reaction-subdiffusion equation ⋮ Helmholtz and diffusion equations associated with local fractional derivative operators involving the Cantorian and Cantor-type cylindrical coordinates ⋮ The method of simplified Tikhonov regularization for a time-fractional inverse diffusion problem ⋮ ASYMPTOTICS FOR EXPONENTIAL LÉVY PROCESSES AND THEIR VOLATILITY SMILE: SURVEY AND NEW RESULTS ⋮ Fast solution methods for space-fractional diffusion equations ⋮ Hygrothermoelastic response of a hollow cylinder based on a coupled time-fractional heat and moisture transfer model ⋮ Stability estimate and the modified regularization method for a Cauchy problem of the fractional diffusion equation ⋮ Maximum modulus principle estimates for one dimensional fractional diffusion equation ⋮ On the numerical solution of space-time fractional diffusion models ⋮ A compact finite difference scheme for variable order subdiffusion equation ⋮ Efficient numerical schemes for fractional water wave models ⋮ A characteristic difference method for the transient fractional convection-diffusion equations ⋮ Limit theorems for continuous-time random walks with infinite mean waiting times ⋮ Least squares finite-element solution of a fractional order two-point boundary value problem ⋮ Fractional Fokker–Planck equation for nonlinear stochastic differential equations driven by non-Gaussian Lévy stable noises ⋮ Space-time fractional derivative operators ⋮ The time fractional diffusion equation and the advection-dispersion equation ⋮ Evolution equations with fractional Gross Laplacian and Caputo time fractional derivative ⋮ Front dynamics in fractional-order epidemic models ⋮ Front dynamics in a two-species competition model driven by Lévy flights ⋮ Identifying an unknown source term in a time-space fractional parabolic equation ⋮ Anomalous diffusion index for Lévy motions ⋮ Stochastic model for ultraslow diffusion ⋮ A characteristic difference method for the variable-order fractional advection-diffusion equation ⋮ Stable numerical evaluation of Grünwald–Letnikov fractional derivatives applied to a fractional IHCP ⋮ THOMPSON's METHOD APPLIED TO THE BROWNIAN AND NON-BROWNIAN DIFFUSION-CONTROLLED REACTIONS OF TYPE kA → lA (l < k) ⋮ LÉVY FLIGHT SUPERDIFFUSION: AN INTRODUCTION ⋮ Implicit finite difference approximation for time fractional diffusion equations ⋮ Numerical approximation of a one-dimensional space fractional advection-dispersion equation with boundary layer ⋮ Kernel-based approximation for Cauchy problem of the time-fractional diffusion equation ⋮ A space-time finite element method for solving linear Riesz space fractional partial differential equations ⋮ Fractional Tikhonov method for an inverse time-fractional diffusion problem in 2-dimensional space ⋮ Numerical solution using radial basis functions for multidimensional fractional partial differential equations of type Black-Scholes ⋮ A new class of travelling wave solutions for local fractional diffusion differential equations ⋮ Numerical solution of space-time fractional PDEs using RBF-QR and Chebyshev polynomials ⋮ Space–Time Duality for Fractional Diffusion ⋮ Diffusion, super-diffusion and coalescence from a single step ⋮ The determination of an unknown boundary condition in a fractional diffusion equation ⋮ Semi-fractional diffusion equations ⋮ Well-posedness for the fractional Fokker-Planck equations ⋮ Modelling solute transport in soil columns using advective-dispersive equations with fractional spatial derivatives ⋮ Variational formulation of problems involving fractional order differential operators ⋮ The fractional diffusion model with an absorption term and modified Fick's law for non-local transport processes ⋮ Uniformly Stable Explicitly Solvable Finite Difference Method for Fractional Diffusion Equations ⋮ A simulation expressivity of the quenching phenomenon in a two-sided space-fractional diffusion equation ⋮ Optimal Collocation Nodes for Fractional Derivative Operators ⋮ Finite difference approximations for two-sided space-fractional partial differential equations ⋮ A physical interpretation for the fractional derivative in Levy diffusion ⋮ Difference numerical solutions for time-space fractional advection diffusion equation
Cites Work