Fundamental solutions of the fractional diffusion and the fractional Fokker-Planck equations

DOI10.1016/J.JOEMS.2015.08.006zbMATH Open1348.35274OpenAlexW2183689950MaRDI QIDQ301256FDOQ301256

Authors: Entsar A. Abdel-Rehim 

Publication date: 30 June 2016

Published in: Journal of the Egyptian Mathematical Society (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.joems.2015.08.006

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zbMATH Keywords

fractional diffusion equationsGreen function\(\alpha\)-stable distributionFeller operatorscale invariant methodsimilarity variable

Mathematics Subject Classification ID

Processes with independent increments; Lévy processes (60G51) Diffusion processes (60J60) Sums of independent random variables; random walks (60G50) Integro-partial differential equations (45K05) Fractional derivatives and integrals (26A33) Fokker-Planck equations (35Q84) Fourier and Fourier-Stieltjes transforms and other transforms of Fourier type (42A38) Finite difference methods for boundary value problems involving PDEs (65N06)

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Cited In (10)

• Fundamental solution of the tempered fractional diffusion equation
• Title not available (Why is that?)
• Simulation of the continuous time random walk of the space-fractional diffusion equations
• Fundamental solution of the fractional diffusion equation with a singular drift
• Anomalous diffusion: Fractional Fokker–Planck equation and its solutions
• The existence of mild and classical solutions for time fractional Fokker-Planck equations
• The need for the fractional operators
• From the space-time fractional integral of the continuous time random walk to the space-time fractional diffusion equations, a short proof and simulation
• Fundamental solution of a distributed order time-fractional diffusion-wave equation as probability density
• Pade method for construction of numerical algorithms for fractional initial value problem

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