The Master Equation approach to model anomalous diffusion is considered. Anomalous diffusion in complex media can be described as the result of a superposition mechanism reflecting inhomogeneity and nonstationarity properties of the medium. For instance, when this superposition is applied to the time-fractional diffusion process, the resulting Master Equation emerges to be the governing equatio...

A fractional diffusion equation based on Riemann-Liouville fractional derivatives is solved exactly. The initial values are given as fractional integrals. The solution is obtained in terms of H-functions. It differs from the known solution of fractional diffusion equations based on fractional integrals. The solution of fractional diffusion based on a Riemann-Liouville fractional time derivative...

Previous work [51] showed how to solve time-fractional diffusion equations by particle tracking. This paper extends the method to the case where the order of the fractional time derivative is greater than one. A subordination approach treats the fractional time derivative as a random time change of the corresponding Cauchy problem, with a first derivative in time. One novel feature of the time ...

This work explores different particle-based approaches to the simulation of one-dimensional fractional sub-diffusion equations in unbounded domains. We rely on smooth particle approximations, and consider four methods for estimating the fractional diffusion term. The first method is based on a direct differentiation of the particle representation; it follows the Riesz definition of the fraction...