The M-Wright function in time-fractional diffusion processes: a tutorial survey
From MaRDI portal
The \(M\)-Wright function in time-fractional diffusion processes: a tutorial survey
Abstract: In the present review we survey the properties of a transcendental function of the Wright type, nowadays known as M-Wright function, entering as a probability density in a relevant class of self-similar stochastic processes that we generally refer to as time-fractional diffusion processes. Indeed, the master equations governing these processes generalize the standard diffusion equation by means of time-integral operators interpreted as derivatives of fractional order. When these generalized diffusion processes are properly characterized with stationary increments, the M-Wright function is shown to play the same key role as the Gaussian density in the standard and fractional Brownian motions. Furthermore, these processes provide stochastic models suitable for describing phenomena of anomalous diffusion of both slow and fast type.
Recommendations
- The M-Wright function as a generalization of the Gaussian density for fractional diffusion processes
- The Wright functions as solutions of the time-fractional diffusion equation.
- Generalized fractional master equation for self-similar stochastic processes modelling anomalous diffusion
- On the parametrization of the M-Wright function
- Historical notes on the M-Wright/Mainardi function
Cites work
- A class of self-similar stochastic processes with stationary increments to model anomalous diffusion in physics
- A fractional generalization of the Poisson processes
- Algorithms for evaluation of the Wright function for the real argument's values
- Characterizations and simulations of a class of stochastic processes to model anomalous diffusion
- Continuous-time random walk and parametric subordination in fractional diffusion
- Fractals and fractional calculus in continuum mechanics
- Fractional Brownian Motions, Fractional Noises and Applications
- Fractional differential equations. An introduction to fractional derivatives, fractional differential equations, to methods of their solution and some of their applications
- Fractional diffusion and wave equations
- Fractional diffusion: probability distributions and random walk models
- Fractional kinetic equations: solutions and applications
- Fractional relaxation-oscillation and fractional diffusion-wave phenomena.
- From diffusion to anomalous diffusion: A century after Einstein’s Brownian motion
- scientific article; zbMATH DE number 3649136 (Why is no real title available?)
- scientific article; zbMATH DE number 139954 (Why is no real title available?)
- scientific article; zbMATH DE number 3546782 (Why is no real title available?)
- scientific article; zbMATH DE number 1256365 (Why is no real title available?)
- scientific article; zbMATH DE number 1264675 (Why is no real title available?)
- scientific article; zbMATH DE number 517188 (Why is no real title available?)
- scientific article; zbMATH DE number 1944303 (Why is no real title available?)
- scientific article; zbMATH DE number 2015655 (Why is no real title available?)
- scientific article; zbMATH DE number 2015773 (Why is no real title available?)
- scientific article; zbMATH DE number 2015776 (Why is no real title available?)
- scientific article; zbMATH DE number 3437808 (Why is no real title available?)
- scientific article; zbMATH DE number 5681159 (Why is no real title available?)
- scientific article; zbMATH DE number 3223982 (Why is no real title available?)
- scientific article; zbMATH DE number 3324025 (Why is no real title available?)
- scientific article; zbMATH DE number 3349081 (Why is no real title available?)
- scientific article; zbMATH DE number 2208470 (Why is no real title available?)
- scientific article; zbMATH DE number 2208480 (Why is no real title available?)
- scientific article; zbMATH DE number 2217537 (Why is no real title available?)
- scientific article; zbMATH DE number 2232753 (Why is no real title available?)
- scientific article; zbMATH DE number 5187015 (Why is no real title available?)
- scientific article; zbMATH DE number 3097214 (Why is no real title available?)
- scientific article; zbMATH DE number 3108589 (Why is no real title available?)
- Implicit difference approximation for the time fractional diffusion equation
- LÉVY FLIGHT SUPERDIFFUSION: AN INTRODUCTION
- Limit theorems for continuous-time random walks with infinite mean waiting times
- Multi–dimensional solutions of space–time–fractional diffusion equations
- On Mittag-Leffler-type functions in fractional evolution processes
- On the function whose Laplace-transform is $e^{-s^{α}}
- On using random walks to solve the space-fractional advection-dispersion equations
- Renewal processes of Mittag-Leffler and Wright type
- Smoothing of Stokes's discontinuity for the generalized Bessel function. II
- Some aspects of fractional diffusion equations of single and distributed order
- Stability and convergence of the difference methods for the space-time fractional advection-diffusion equation
- Stochastic solution of space-time fractional diffusion equations
- The Asymptotic Expansion of the Generalized Bessel Function
- The Asymptotic Expansion of the Generalized Hypergeometric Function
- The fundamental solution of the space-time fractional diffusion equation
- The fundamental solutions for the fractional diffusion-wave equation
- THE GENERALIZED BESSEL FUNCTION OF ORDER GREATER THAN ONE
- The multi-index Mittag-Leffler functions as an important class of special functions of fractional calculus
- The random walk's guide to anomalous diffusion: A fractional dynamics approach
- The representation of 𝑒^{-𝑥^{𝜆}} as a Laplace integral
- The special functions of fractional calculus as generalized fractional calculus operators of some basic functions
- The Wright functions as solutions of the time-fractional diffusion equation.
- Time fractional diffusion: A discrete random walk approach
- Time-fractional derivatives in relaxation processes: a tutorial survey
- V-Langevin equations, continuous time random walks and fractional diffusion
- Wright functions as scale-invariant solutions of the diffusion-wave equation
Cited in
(93)- The fractional Dodson diffusion equation: a new approach
- Computing the matrix Mittag-Leffler function with applications to fractional calculus
- Fractal-fractional differentiation and integration: connecting fractal calculus and fractional calculus to predict complex system
- Some properties of the Mittag-Leffler functions and their relation with the wright functions
- Mathematical analysis of a Cauchy problem for the time-fractional diffusion-wave equation with \( \alpha \in (0,2) \)
- Short note on the emergence of fractional kinetics
- Boundary controllability of nonlinear stochastic fractional systems in Hilbert spaces
- Solutions with wright functions for time fractional convection flow near a heated vertical plate
- Generalized fractional master equation for self-similar stochastic processes modelling anomalous diffusion
- On fractional heat equation
- The area under a spectrally positive stable excursion and other related processes
- Initial value problem for fractional Volterra integro-differential equations with Caputo derivative
- First order plus fractional diffusive delay modeling: interconnected discrete systems
- On a solution of a fractional hyper-Bessel differential equation by means of a multi-index special function
- Flexible models for overdispersed and underdispersed count data
- Analysis of hepatitis B disease with fractal-fractional Caputo derivative using real data from Turkey
- Existence results for a generalization of the time-fractional diffusion equation with variable coefficients
- Stochastic solutions for time-fractional heat equations with complex spatial variables
- Numerical scheme for Erdélyi-Kober fractional diffusion equation using Galerkin-Hermite method
- Inverse problem with final overdetermination for time-fractional differential equation in a Banach space
- Analytical solution of the space-time fractional hyperdiffusion equation
- On the time-fractional Cattaneo equation of distributed order
- Fractional equations via convergence of forms
- Study of Mainardi's fractional heat problem
- A Berry-Esseen theorem for Pitman's \(\alpha\)-diversity
- Geometric branching reproduction Markov processes
- Generalized fractional diffusion equation with arbitrary time varying diffusivity
- Well-posedness and stability for a fractional thermo-viscoelastic Timoshenko problem
- Time fractional Schrödinger equation revisited
- Approximations of solutions to a fractional differential equation with a deviating argument
- Mittag-Leffler analysis. I: Construction and characterization
- Series representation of the pricing formula for the European option driven by space-time fractional diffusion
- Inverse stable prior for exponential models
- Centre-of-mass like superposition of Ornstein-Uhlenbeck processes: A pathway to non-autonomous stochastic differential equations and to fractional diffusion
- Structure factors for generalized grey Browinian motion
- The M-Wright function as a generalization of the Gaussian density for fractional diffusion processes
- On the fractional Poisson process and the discretized stable subordinator
- Approximations of solutions to a retarded type fractional differential equation with a deviated argument
- Moment estimators for the two-parameter \(M\)-Wright distribution
- Kernel-based approximation for Cauchy problem of the time-fractional diffusion equation
- A stochastic solution with Gaussian stationary increments of the symmetric space-time fractional diffusion equation
- Nonlinear time-fractional differential equations in combustion science
- Spatially fractional-order viscoelasticity, non-locality, and a new kind of anisotropy
- Fractional wave-diffusion equation with periodic conditions
- A new equivalence of Stefan's problems for the time fractional diffusion equation
- On the parametrization of the M-Wright function
- Multivariate analogue of generalized Mittag-Leffler function
- Estimation and Simulation for theM-Wright Function
- Fundamental solution of the tempered fractional diffusion equation
- Historical notes on the M-Wright/Mainardi function
- Front propagation in anomalous diffusive media governed by time-fractional diffusion
- The fractional-diffusion equation and a new distribution to model positively skewed data with heavy tails
- Fractional integro-differential calculus and its control-theoretical applications. I: Mathematical fundamentals and the problem of interpretation
- From Sturm-Liouville problems to fractional and anomalous diffusions
- Existence and upper bound for the density of solutions of stochastic differential equations driven by generalized grey noise
- On the Fourier transform of the products of M-Wright functions
- Numerical computation for backward time-fractional diffusion equation
- Initial value problem for fractional Volterra integrodifferential pseudo-parabolic equations
- On representation of solutions of abstract fractional differential equations
- Finite-energy Lévy-type motion through heterogeneous ensemble of Brownian particles
- Efficient computation of the Wright function and its applications to fractional diffusion-wave equations
- The Time-fractional Airy Equation on the Metric Graph
- Integral representation of generalized grey Brownian motion
- The Stein characterization of \(M\)-Wright distributions
- The computation of the probability density and distribution functions for some families of random variables by means of the Wynn-ρ accelerated Post-Widder formula
- On the initial value problem for a class of nonlinear biharmonic equation with time-fractional derivative
- Similarity solution to fractional nonlinear space-time diffusion-wave equation
- Some skew-symmetric distributions which include the bimodal ones
- Erdélyi-Kober fractional diffusion
- On the convergence of quadratic variation for compound fractional Poisson processes
- scientific article; zbMATH DE number 7666899 (Why is no real title available?)
- Mittag-Leffler analysis. II: Application to the fractional heat equation.
- Well-posedness results for nonlinear fractional diffusion equation with memory quantity
- Global existence and convergence results for a class of nonlinear time fractional diffusion equation
- Optimal Controls for Fractional Backward Nonlocal Evolution Systems
- Small ball probabilities and large deviations for grey Brownian motion
- On new approximations of Caputo–Prabhakar fractional derivative and their application to reaction–diffusion problems with variable coefficients
- Fractional Gamma noise functionals
- A direct sampling method for time-fractional diffusion equation
- A comprehensive review of the recent numerical methods for solving FPDEs
- Anomalous random flights and time-fractional run-and-tumble equations
- Fox-H densities and completely monotone generalized Wright functions
- On a unification of Mittag-Leffler function and Wright function
- Generalized Wright analysis in infinite dimensions
- New continuity results for a class of time fractional stochastic heat equations in bounded and unbounded domains
- Erratum to integral representation of generalized grey Brownian motion
- Dynamical and numerical analysis of the hepatitis B virus treatment model through fractal-fractional derivative
- Exact null controllability of a fractional nonlocal delay evolution system
- Mittag-Leffler stability and Lyapunov stability for a problem arising in porous media
- Probability of ruin within finite time and Cramér-Lundberg inequality for fractional risk processes
- First-return time in fractional kinetics
- Recovering an unknown source in a fractional diffusion problem
- Asymptotic analysis for Cauchy stresses in a semi-infinite space with anomalous thermal conduction
This page was built for publication: The \(M\)-Wright function in time-fractional diffusion processes: a tutorial survey
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q606218)
