Variable order fractional Fokker-Planck equations derived from continuous time random walks
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Publication:2149245
DOI10.1016/J.PHYSA.2018.03.010OpenAlexW2781176418WikidataQ130140864 ScholiaQ130140864MaRDI QIDQ2149245FDOQ2149245
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
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fractional derivativeanomalous diffusioncontinuous time random walkvariable orderstochastic process limitLévy process
Fractional processes, including fractional Brownian motion (60G22) Statistical mechanics, structure of matter (82-XX) Functional limit theorems; invariance principles (60F17)
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- The random walk's guide to anomalous diffusion: A fractional dynamics approach
- Transport equations for subdiffusion with nonlinear particle interaction
Cited In (21)
- Weak solvability of the variable-order subdiffusion equation
- Variable step random walks and self-similar distributions
- Title not available (Why is that?)
- V-Langevin equations, continuous time random walks and fractional diffusion
- CTRW approximations for fractional equations with variable order
- Subdiffusion equations with a source term and their extensions
- From semi-Markov random evolutions to scattering transport and superdiffusion
- Semi-Markov models and motion in heterogeneous media
- A non-local Fokker-Planck equation with application to probabilistic evaluation of sediment replenishment projects
- A review on variable-order fractional differential equations: mathematical foundations, physical models, numerical methods and applications
- 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
- Fast algorithms for high-dimensional variable-order space-time fractional diffusion equations
- Reaction-anomalous diffusion processes for \(A + B \rightleftharpoons C\)
- Coupled continuous time random walk with Lévy distribution jump length signifies anomalous diffusion?
- Applications of variable-order fractional operators: a review
- Fractional Brownian motions via random walk in the complex plane and via fractional derivative. Comparison and further results on their Fokker-Planck equations
- 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
- A data-driven alternative to the fractional Fokker-Planck equation
- Existence of a unique weak solution to a non-autonomous time-fractional diffusion equation with space-dependent variable order
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