Stochastic model for ultraslow diffusion

DOI10.1016/J.SPA.2006.01.006zbMATH Open1100.60024OpenAlexW2159596543MaRDI QIDQ2507593FDOQ2507593

Authors: Mark M. Meerschaert, Hans-Peter Scheffler 

Publication date: 5 October 2006

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.spa.2006.01.006

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zbMATH Keywords

anomalous diffusioncontinuous time random walkstable subordinatorslowly varying tails

Mathematics Subject Classification ID

Sums of independent random variables; random walks (60G50) Functional limit theorems; invariance principles (60F17) Applications of stochastic analysis (to PDEs, etc.) (60H30) Stochastic methods (Fokker-Planck, Langevin, etc.) applied to problems in time-dependent statistical mechanics (82C31)

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Cited In (76)

• Initial value and terminal value problems for distributed order fractional diffusion equations
• Asymptotics of fundamental solutions for time fractional equations with convolution kernels
• An inverse problem for a two‐dimensional diffusion equation with arbitrary memory kernel
• Equivalence of definitions of solutions for some class of fractional diffusion equations
• The well-posedness analysis of distributed order fractional diffusion problems on \(\mathbb{R}^N\)
• Distributed-order space-time fractional diffusions in bounded domains
• Lévy walk with parameter dependent velocity: Hermite polynomial approach and numerical simulation
• A second-order difference scheme for two-dimensional two-sided space distributed-order fractional diffusion equations with variable coefficients
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• Ultrafast subordinators and their hitting times
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• A technique for computing the PDFs and CDFs of nonnegative infinitely divisible random variables
• From time to times
• Stability analysis of Hadamard and Caputo-Hadamard fractional nonlinear systems without and with delay
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• Heat kernel estimates for time fractional equations
• Approximation methods for the distributed order calculus using the convolution quadrature
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• From continuous time random walks to the generalized diffusion equation
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• Five degrees of randomness
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• Solving time-fractional diffusion equations with a singular source term
• Lévy mixing related to distributed order calculus, subordinators and slow diffusions
• Numerical computation of hitting time distributions of increasing Lévy processes
• Numerical computation of first-passage times of increasing Lévy processes
• Using differential equations to obtain joint moments of first-passage times of increasing Lévy processes
• Slow crossing of a stochastic layer
• Does ultra-slow diffusion survive in a three dimensional cylindrical comb?
• Well-posedness of abstract distributed-order fractional diffusion equations
• On the generation of anomalous and ultraslow diffusion
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• A Legendre collocation method for distributed-order fractional optimal control problems
• The analysis of approximate controllability for distributed order fractional diffusion problems

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