Discrete models of time-fractional diffusion in a potential well

MaRDI QIDQ5756345zbMATH OpenFDO

Authors Rudolf Gorenflo, Entsar A. Abdel-Rehim

Publication date 4 September 2007

Full work available at URL https://eudml.org/doc/11287

zbMATH Keywords

stochastic processesfractional derivativediffusion processesdifference schemescentral driftEhrenfest's urn model

Mathematics Subject Classification ID

Diffusion processes (60J60) Sums of independent random variables; random walks (60G50) Integro-partial differential equations (45K05) Fractional derivatives and integrals (26A33)

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(13)

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• Implicit difference scheme of the space-time fractional advection diffusion equation
• Time evolution of the approximate and stationary solutions of the time-fractional forced-damped-wave equation
• Convergence of the Grünwald-Letnikov scheme for time-fractional diffusion
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