Fundamental solution and discrete random walk model for a time-space fractional diffusion equation of distributed order

DOI10.1007/S12190-008-0084-XMaRDI QIDQ949347zbMATH OpenOpenAlexFDO

Authors Fawang Liu, Vo V. Anh, S. Shen

Publication date 21 October 2008

Published in Journal of Applied Mathematics and Computing (Search for Journal in Brave)

Full work available at URL http://citeseerx.ist.psu.edu/viewdoc/summary?doi=10.1.1.652.9310

zbMATH Keywords

Caputo fractional derivativefundamental solutionadvection-dispersion equationRiesz fractional derivativesdiscrete random walk modelexplicit finite difference approximationfractional diffusion equation of distributed ordertime-space fractional derivative

Mathematics Subject Classification ID

Roundoff error (65G50) Integro-partial differential equations (45K05) Numerical methods for integral equations (65R20) Fractional derivatives and integrals (26A33) Operations with distributions and generalized functions (46F10) Finite difference methods for initial value and initial-boundary value problems involving PDEs (65M06) Random operators and equations (aspects of stochastic analysis) (60H25)

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Cited in

(13)

• Finite difference methods for fractional differential equations
• Analytical approximate solutions of Riesz fractional diffusion equation and Riesz fractional advection-dispersion equation involving nonlocal space fractional derivatives
• scientific article; zbMATH DE number 2232753 (Why is no real title available?)
• A second order finite difference-spectral method for space fractional diffusion equations
• Numerical approximations and solution techniques for the space-time Riesz-Caputo fractional advection-diffusion equation
• Fundamental solution of a distributed order time-fractional diffusion-wave equation as probability density
• On the time-fractional Cattaneo equation of distributed order
• Modeling and computing of fractional convection equation
• Time fractional diffusion: A discrete random walk approach
• The time-fractional radiative transport equation—Continuous-time random walk, diffusion approximation, and Legendre-polynomial expansion
• Similarity solutions for multiterm time-fractional diffusion equation
• Reaction-advection-diffusion equations with space fractional derivatives and variable coefficients on infinite domain
• Analytical solutions for the multi-term time-space Caputo-Riesz fractional advection-diffusion equations on a finite domain

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