Time evolution of relative entropies for anomalous diffusion

DOI10.3390/e15082989zbMath1343.60123MaRDI QIDQ280468

Karl Heinz Hoffmann, Janett Prehl, Frank Boldt, Christopher Essex

Publication date: 10 May 2016

Published in: Entropy (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.3390/e15082989

zbMATH Keywords

space-fractional diffusion equation; stable distribution; anomalous diffusion processes; Kullback-Leibler entropy; Tsallis relative entropy

Mathematics Subject Classification ID

60E07: Infinitely divisible distributions; stable distributions

60H10: Stochastic ordinary differential equations (aspects of stochastic analysis)

26A33: Fractional derivatives and integrals

60J60: Diffusion processes

94A17: Measures of information, entropy

34A08: Fractional ordinary differential equations

35R11: Fractional partial differential equations