Some recent advances in theory and simulation of fractional diffusion processes
Probability
2008-05-18 v2 Mathematical Physics
math.MP
Chaotic Dynamics
Abstract
To offer a view into the rapidly developing theory of fractional diffusion processes we describe in some detail three topics of present interest: (i) the well-scaled passage to the limit from continuous time random walk under power law assumptions to space-time fractional diffusion, (ii) the asymptotic universality of the Mittag-Leffler waiting time law in time-fractional processes, (iii) our method of parametric subordination for generating particle trajectories.
Cite
@article{arxiv.0801.0146,
title = {Some recent advances in theory and simulation of fractional diffusion processes},
author = {Rudolf Gorenflo and Francesco Mainardi},
journal= {arXiv preprint arXiv:0801.0146},
year = {2008}
}
Comments
33 pages, 3 Figures, 5 eps files. Second International Workshop on Analysis and Numerical Approximation of Singular Problems (IWANASP 2006), 6-8 September 2006, Aegean University in Karlovassi, Samos, Greece