Stochastic solution of space-time fractional diffusion equations
From MaRDI portal
Publication:2903407
DOI10.1103/PhysRevE.65.041103zbMath1244.60080OpenAlexW2131914906WikidataQ74076173 ScholiaQ74076173MaRDI QIDQ2903407
David A. Benson, Mark M. Meerschaert, Boris Baeumer, Hans-Peter Scheffler
Publication date: 9 August 2012
Published in: Physical Review E (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1103/physreve.65.041103
Reaction-diffusion equations (35K57) Brownian motion (60J65) PDEs with randomness, stochastic partial differential equations (35R60) Fractional partial differential equations (35R11)
Related Items
High order finite difference methods on non-uniform meshes for space fractional operators, Modeling transport through an environment crowded by a mixture of obstacles of different shapes and sizes, Connecting complexity with spectral entropy using the Laplace transformed solution to the fractional diffusion equation, Limit theorems for coupled continuous time random walks., A stochastic solution with Gaussian stationary increments of the symmetric space-time fractional diffusion equation, Cauchy problem for fractional diffusion equations, Non-central moderate deviations for compound fractional Poisson processes, Finite difference approximations for fractional advection-dispersion flow equations, Modeling multiple anomalous diffusion behaviors on comb-like structures, Trade duration risk in subdiffusive financial models, Space-time fractional stochastic equations on regular bounded open domains, Black-Scholes formula in subdiffusive regime, The fractional dynamics of quantum systems, No local \(L^{1}\) solutions for semilinear fractional heat equations, Statistical analysis for stochastic systems including fractional derivatives, A linearized second-order scheme for nonlinear time fractional Klein-Gordon type equations, From continuous time random walks to the generalized diffusion equation, A Sobolev space theory for the stochastic partial differential equations with space-time non-local operators, Langevin picture of subdiffusion with infinitely divisible waiting times, Variations of the solution to a fourth order time-fractional stochastic partial integro-differential equation, A discrete time random walk model for anomalous diffusion, Bimodality of the interspike interval distributions for subordinated diffusion models of integrate-and-fire neurons, Nonlinear inverse problem of control diffusivity parameter determination for a space-time fractional diffusion equation, Limit theorems for continuous-time random walks in the double-array limit scheme, The \(M\)-Wright function in time-fractional diffusion processes: a tutorial survey, The periodic solutions of the compound singular fractional differential system with delay, Modeling and simulation with operator scaling, Beyond monofractional kinetics, Alternative forms of compound fractional Poisson processes, Fractional non-linear, linear and sublinear death processes, An exact solution of a limit case Stefan problem governed by a fractional diffusion equation, Asymptotic properties of Brownian motion delayed by inverse subordinators, Option pricing based on modified advection-dispersion equation: stochastic representation and applications, Approximate solution of the fractional advection-dispersion equation, Dynamics of a fractional derivative type of a viscoelastic rod with random excitation, Existence results for a class of semilinear fractional partial differential equations with delay in Banach spaces, On the fractional Poisson process and the discretized stable subordinator, Local fractional Fourier series with application to wave equation in fractal vibrating string, A fast semi-discrete Kansa method to solve the two-dimensional spatiotemporal fractional diffusion equation, Fractional spectral and pseudo-spectral methods in unbounded domains: theory and applications, Fractional reproduction-dispersal equations and heavy tail dispersal kernels, Unbounded functional calculus for bounded groups with applications, Langevin picture of Lévy walks and their extensions, New solution of diffusion-advection equation for cosmic-ray transport using ultradistributions, On finite difference methods for fourth-order fractional diffusion-wave and subdiffusion systems, Distributed-order fractional diffusions on bounded domains, On fractional diffusion and continuous time random walks, Analytic solution of a class of fractional differential equations with variable coefficients by operatorial methods, Space-time fractional diffusion on bounded domains, Cauchy problem for fractional advection-diffusion-asymmetry equations, Monotone iterative technique for fractional evolution equations in Banach spaces, Analytic solutions of fractional differential equations by operational methods, Optimal variational asymptotic method for nonlinear fractional partial differential equations, A fast algorithm for solving the space-time fractional diffusion equation, On a fractional binomial process, Time-fractional and memoryful \(\Delta^{2^{k}}\) SIEs on \(\mathbb{R}_{+}\times\mathbb{R}^{d}\): how far can we push white noise?, Continuous-time random walk and parametric subordination in fractional diffusion, L-Kuramoto-Sivashinsky SPDEs vs. time-fractional SPIDEs: exact continuity and gradient moduli, 1/2-derivative criticality, and laws, Stability estimate and the modified regularization method for a Cauchy problem of the fractional diffusion equation, Mellin convolution for subordinated stable processes, An analytic algorithm for the space-time fractional advection-dispersion equation, Fundamental kernel-based method for backward space-time fractional diffusion problem, Fourth order finite difference schemes for time-space fractional sub-diffusion equations, Calibration of the subdiffusive arithmetic Brownian motion with tempered stable waiting-times, Nonlocal Cauchy problem for fractional evolution equations, Existence of mild solutions for fractional neutral evolution equations, Particle tracking for fractional diffusion with two time scales, Fractional Cauchy problems on bounded domains, An \(L_q (L_p)\)-theory for diffusion equations with space-time nonlocal operators, Evolution equations with fractional Gross Laplacian and Caputo time fractional derivative, Stochastic representation of a fractional subdiffusion equation. The case of infinitely divisible waiting times, Lévy noise and space-time-dependent coefficients, Stochastic model for ultraslow diffusion, Coupled continuous time random maxima, Simultaneous inversion for the exponents of the fractional time and space derivatives in the space-time fractional diffusion equation, Preconditioned iterative methods for space-time fractional advection-diffusion equations, Recovering the historical distribution for nonlinear space-fractional diffusion equation with temporally dependent thermal conductivity in higher dimensional space, Numerical method based on Galerkin approximation for the fractional advection-dispersion equation, A new stable algorithm for fractional Navier-Stokes equation in polar coordinate, Finite integration method for partial differential equations, Nonlocal transport processes and the fractional Cattaneo-Vernotte equation, A finite difference method for fractional partial differential equation, Stochastic representation of subdiffusion processes with time-dependent drift, Stochastic classical solutions for space-time fractional evolution equations on a bounded domain, Strong dissipativity of generalized time-fractional derivatives and quasi-linear (stochastic) partial differential equations, Simultaneous inversion for the fractional exponents in the space-time fractional diffusion equation \(\partial_t^\beta u = -(-\Delta)^{\alpha /2}u -(-\Delta)^{\gamma /2}u\), Optimal layer reinsurance for compound fractional Poisson model, Characterizing anomalous diffusion by studying displacements, Extremal limit theorems for observations separated by random power law waiting times, Correlated continuous time random walks, Some recent advances in theory and simulation of fractional diffusion processes, \(N\)-dimensional fractional Fokker-Planck equation and its solutions for anomalous radial two-phase flow in porous media, Option pricing under the subordinated market models, A modified Tikhonov regularization method for a Cauchy problem of a time fractional diffusion equation, Maximum principles for time-fractional Cauchy problems with spatially non-local components, An inverse time-dependent source problem for a time-space fractional diffusion equation, Finite difference methods for two-dimensional fractional dispersion equation, Fractional wave equations with attenuation, Random numbers from the tails of probability distributions using the transformation method, The M-Wright function as a generalization of the Gaussian density for fractional diffusion processes, \(\theta\) schemes for finite element discretization of the space-time fractional diffusion equations, Fractional Israel layers, Finite difference approximations and dynamics simulations for the Lévy Fractional Klein-Kramers equation, Subdiffusive search with home returns via stochastic resetting: a subordination scheme approach, Non-Gaussian diffusion of mixed origins, A series of high-order quasi-compact schemes for space fractional diffusion equations based on the superconvergent approximations for fractional derivatives, Classical non-Markovian Boltzmann equation, Limit theorem for continuous-time random walks with two time scales, A NONLOCAL STRUCTURAL DERIVATIVE MODEL BASED ON THE CAPUTO FRACTIONAL DERIVATIVE FOR SUPERFAST DIFFUSION IN HETEROGENEOUS MEDIA, Fractional Diffusion--Telegraph Equations and Their Associated Stochastic Solutions, Clustered continuous-time random walks: diffusion and relaxation consequences, Subdiffusion in the presence of reactive boundaries: a generalized Feynman-Kac approach, A multidimensional diffusion coefficient determination problem for the time-fractional equation, Level of noises and long time behavior of the solution for space-time fractional SPDE in bounded domains, Approximation and application of the Riesz-Caputo fractional derivative of variable order with fixed memory, Analysis of mathematical model of fractional viscous fluid through a vertical rectangular channel, A noniterative reconstruction method for the inverse potential problem for a time-fractional diffusion equation, Numerical solution of the space-time fractional diffusion equation based on fractional reproducing kernel collocation method, Interval Laplace transform and its application in production inventory, A uniqueness determination of the fractional exponents in a three-parameter fractional diffusion, Feynman-Kac formula for tempered fractional general diffusion equations with nonautonomous external potential, Mathematical modeling of anomalous diffusion in porous media, Fractional kinetic equations driven by Gaussian or infinitely divisible noise, Subordination principle for space-time fractional evolution equations and some applications, Correlated continuous-time random walks—scaling limits and Langevin picture, Rotational invariance of stochastic processes with application to fractional dynamics, Response behavior of aging systems with temporal disorder, Strong analytic solutions of fractional Cauchy problems, Path Properties of Subdiffusion—A Martingale Approach, Space-time fractional derivative operators, Generalized Sommerfeld problem for time fractional diffusion equation: analytical and numerical approach, A class of self-similar stochastic processes with stationary increments to model anomalous diffusion in physics, Fokker-Planck-Kolmogorov equations associated with time-changed fractional Brownian motion, Discrete and continuous random walk models for space-time fractional diffusion, Brownian subordinators and fractional Cauchy problems, Approximate Controllability from the Exterior of Space-Time Fractional Diffusive Equations, Space–Time Duality for Fractional Diffusion, Models for characterizing the transition among anomalous diffusions with different diffusion exponents, Analysis of direct and inverse problems for a fractional elastoplasticity model, Initial-boundary value and inverse problems for subdiffusion equations in ℝ^N, Extreme statistics of anomalous subdiffusion following a fractional Fokker–Planck equation: subdiffusion is faster than normal diffusion, Confined random motion with Laplace and Linnik statistics
Cites Work
- Fractional kinetic equation for Hamiltonian chaos
- Random walks with infinite spatial and temporal moments
- Infinite divisibility of random variables and their integer parts
- A fractional diffusion equation to describe Lévy flights
- Asymptotic distributions of continuous-time random walks: A probabilistic approach
- Random Walks on Lattices. II
- Fractional diffusion and wave equations
- Fractional kinetic equations: solutions and applications
- Fractional Brownian Motions, Fractional Noises and Applications
- Limit theorems for occupation times of Markov processes
- Diffusion Equation and Stochastic Processes
- The random walk's guide to anomalous diffusion: A fractional dynamics approach