REVISITING THE DERIVATION OF THE FRACTIONAL DIFFUSION EQUATION
نویسندگان
چکیده
منابع مشابه
Revisiting the Derivation of the Fractional Diffusion Equation
The fractional diffusion equation is derived from the master equation of continuous time random walks (CTRWs) via a straightforward application of the GnedenkoKolmogorov limit theorem. The Cauchy problem for the fractional diffusion equation is solved in various important and general cases. The meaning of the proper diffusion limit for CTRWs is discussed.
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Diffusion is one of the basic nonequilibrium processes that is of great interest in physicas and many other field. Normal diffusion and its simulation obey Gaussian statistics and can be characterized by meansquare displacement that is asymptotic linear in time, i. e., < r(t)2 >∼ t, where r is the distance the walker has travelled in the time t from the starting point. In many physical systems ...
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ژورنال
عنوان ژورنال: Fractals
سال: 2003
ISSN: 0218-348X,1793-6543
DOI: 10.1142/s0218348x0300194x