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

central driftdifference schemesdiffusion processesEhrenfest's urn modelfractional derivativestochastic processes

Mathematics Subject Classification ID

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

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(13)

• Matrix approach to discrete fractional calculus. II: Partial fractional differential equations
• Explicit methods for fractional differential equations and their stability properties
• Higher order methods for fractional differential equation based on fractional backward differentiation formula of order three
• Discrete-space time-fractional processes
• scientific article; zbMATH DE number 6167145 (Why is no real title available?)
• Time evolution of the approximate and stationary solutions of the time-fractional forced-damped-wave equation
• Numerical solution to discritised space-time model of fractional radon diffusion equation
• Simulation of the approximate solutions of the time-fractional multi-term wave equations
• From the Ehrenfest model to time-fractional stochastic processes
• Approximation of the Lévy-Feller advection-dispersion process by random walk and finite difference method
• Convergence of the Grünwald-Letnikov scheme for time-fractional diffusion
• Implicit difference scheme of the space-time fractional advection diffusion equation
• Simulation of the continuous time random walk of the space-fractional diffusion equations

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