Variable order fractional Fokker-Planck equations derived from continuous time random walks

DOI10.1016/J.PHYSA.2018.03.010MaRDI QIDQ2149245OpenAlexWikidataFDO

Authors Peter Straka

Publication date 28 June 2022

Published in Physica A (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1712.06767

zbMATH Keywords

fractional derivativeanomalous diffusioncontinuous time random walkvariable orderstochastic process limitLévy process

Mathematics Subject Classification ID

Fractional processes, including fractional Brownian motion (60G22) Statistical mechanics, structure of matter (82-XX) Functional limit theorems; invariance principles (60F17)

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Cited in

(21)

• A non-local Fokker-Planck equation with application to probabilistic evaluation of sediment replenishment projects
• CTRW approximations for fractional equations with variable order
• Subdiffusion equations with a source term and their extensions
• Applications of variable-order fractional operators: a review
• Reaction-anomalous diffusion processes for \(A + B \rightleftharpoons C\)
• Weak solvability of the variable-order subdiffusion equation
• Fractional Brownian motions via random walk in the complex plane and via fractional derivative. Comparison and further results on their Fokker-Planck equations
• An \(\alpha \)-robust semidiscrete finite element method for a Fokker-Planck initial-boundary value problem with variable-order fractional time derivative
• Semi-Markov processes, integro-differential equations and anomalous diffusion-aggregation
• A data-driven alternative to the fractional Fokker-Planck equation
• Fast algorithms for high-dimensional variable-order space-time fractional diffusion equations
• From semi-Markov random evolutions to scattering transport and superdiffusion
• Coupled continuous time random walk with Lévy distribution jump length signifies anomalous diffusion?
• Semi-Markov models and motion in heterogeneous media
• Variable step random walks and self-similar distributions
• V-Langevin equations, continuous time random walks and fractional diffusion
• Nonlinear dynamics of continuous-time random walks in inhomogeneous medium
• Jacobian spectral collocation method for spatio-temporal coupled Fokker-Planck equation with variable-order fractional derivative
• scientific article; zbMATH DE number 5954689 (Why is no real title available?)
• A review on variable-order fractional differential equations: mathematical foundations, physical models, numerical methods and applications
• Existence of a unique weak solution to a non-autonomous time-fractional diffusion equation with space-dependent variable order

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