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

DOI10.1016/J.JOEMS.2015.08.006MaRDI QIDQ301256zbMATH OpenOpenAlexFDO

Authors Entsar A. Abdel-Rehim

Publication date 30 June 2016

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

Copyright license Creative Commons Attribution-NonCommercial-NoDerivatives 4.0 International

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

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
• Fundamental solution of the fractional diffusion equation with a singular drift
• Anomalous diffusion: Fractional Fokker–Planck equation and its solutions
• Simulation of the continuous time random walk of the space-fractional diffusion equations
• Pade method for construction of numerical algorithms for fractional initial value problem
• Fundamental solution of a distributed order time-fractional diffusion-wave equation as probability density
• From the space-time fractional integral of the continuous time random walk to the space-time fractional diffusion equations, a short proof and simulation
• The existence of mild and classical solutions for time fractional Fokker-Planck equations
• The need for the fractional operators
• scientific article; zbMATH DE number 2068518 (Why is no real title available?)

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