Revisiting the Derivation of the Fractional Diffusion Equation
نویسنده
چکیده
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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