Transient anomalous sub-diffusion on bounded domains
From MaRDI portal
Publication:4908286
fractional diffusiontempered stable subordinatortempered fractional derivativetransient anomalous sub-diffusion
Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Fractional derivatives and integrals (26A33) Fractional partial differential equations (35R11) Stable stochastic processes (60G52) Stochastic methods (Fokker-Planck, Langevin, etc.) applied to problems in time-dependent statistical mechanics (82C31)
Abstract: This paper develops strong solutions and stochastic solutions for the tempered fractional diffusion equation on bounded domains. First the eigenvalue problem for tempered fractional derivatives is solved. Then a separation of variables, and eigenfunction expansions in time and space, are used to write strong solutions. Finally, stochastic solutions are written in terms of an inverse subordinator.
Recommendations
- Modeling anomalous diffusion by a subordinated fractional Lévy-stable process
- Applications of inverse tempered stable subordinators
- Fractional Fokker-Planck equation with space dependent drift and diffusion: the case of tempered \(\alpha\)-stable waiting-times
- Fokker-Planck type equations associated with subordinated processes controlled by tempered \(\alpha \)-stable processes
- Fokker-Planck type equations associated with fractional Brownian motion controlled by infinitely divisible processes
- The stretched exponential behavior and its underlying dynamics. The phenomenological approach
- Diffusion with breaks
- On fractional Lévy processes: tempering, sample path properties and stochastic integration
- Stochastic solution of space-time fractional diffusion equations
- Equivalence of subordinated processes with tempered \(\alpha\)-stable waiting times and fractional Fokker-Planck equations in space and time dependent fields
Cites work
- scientific article; zbMATH DE number 439383 (Why is no real title available?)
- scientific article; zbMATH DE number 194234 (Why is no real title available?)
- scientific article; zbMATH DE number 719919 (Why is no real title available?)
- scientific article; zbMATH DE number 934730 (Why is no real title available?)
- scientific article; zbMATH DE number 3215502 (Why is no real title available?)
- scientific article; zbMATH DE number 3195517 (Why is no real title available?)
- Diffusions and Elliptic Operators
- Distributed order calculus and equations of ultraslow diffusion
- Elliptic partial differential equations of second order
- Fractional Cauchy problems on bounded domains
- Limit theorems for continuous-time random walks with infinite mean waiting times
- Non-Gaussian Ornstein-Uhlenbeck-based models and some of their uses in financial economics. (With discussion)
- On using random walks to solve the space-fractional advection-dispersion equations
- Particle tracking for fractional diffusion with two time scales
- Stochastic Process with Ultraslow Convergence to a Gaussian: The Truncated Lévy Flight
- Stochastic Volatility for Lévy Processes
- Tempered stable Lévy motion and transient super-diffusion
- Tempering stable processes
- Triangular array limits for continuous time random walks
- Two-time scale subordination in physical processes with long-term memory
Cited in
(21)- Inverse tempered stable subordinators and related processes with Mellin transform
- Anomalous diffusions in option prices: connecting trade duration and the volatility term structure
- Censored stable subordinators and fractional derivatives
- Stable Lévy process delayed by tempered stable subordinator
- Estimates on the tail probabilities of subordinators and applications to general time fractional equations
- Tempered Mittag-Leffler Lévy processes
- On the infinite divisibility of distributions of some inverse subordinators
- Tempered stable Lévy motion and transient super-diffusion
- Stochastic solution of fractional Fokker-Planck equations with space-time-dependent coefficients
- Strong analytic solutions of fractional Cauchy problems
- Confined random motion with Laplace and Linnik statistics
- Applications of inverse tempered stable subordinators
- Tempered stable autoregressive models
- Unified stochastic representation, well-posedness analysis, and regularity analysis for the equations modeling anomalous diffusions
- Mass-conserving tempered fractional diffusion in a bounded interval
- Asymptotic properties of Brownian motion delayed by inverse subordinators
- Inverse tempered stable subordinators
- Stochastic representation of a fractional subdiffusion equation. The case of infinitely divisible waiting times, Lévy noise and space-time-dependent coefficients
- Moments for tempered fractional advection-diffusion equations
- Stochastic models with mixtures of tempered stable subordinators
- Space-time fractional stochastic equations on regular bounded open domains
This page was built for publication: Transient anomalous sub-diffusion on bounded domains
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4908286)
