First passage time distribution of a modified fractional diffusion equation in the semi-infinite interval
From MaRDI portal
Publication:1618545
DOI10.1016/j.physa.2015.04.005zbMath1400.35219OpenAlexW2055667388MaRDI QIDQ1618545
Bin Chen, Quanmin Wang, Fang Zhao, Xinjun Zhao, Gang Guo
Publication date: 13 November 2018
Published in: Physica A (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.physa.2015.04.005
first passage timemodified fractional diffusion equationFox \(H\)-functionsemi-infinite intervalaccelerating subdiffusion
Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Fractional partial differential equations (35R11)
Related Items
First passage times over stochastic boundaries for subdiffusive processes, Explicit form of the first-passage-time density for accelerating subdiffusion, Dynamical properties of a fractional reaction-diffusion trimolecular biochemical model with autocatalysis, A fractional PDE for first passage time of time-changed Brownian motion and its numerical solution, Extinction time of non-Markovian self-similar processes, persistence, annihilation of jumps and the Fréchet distribution
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Numerical methods for solving a two-dimensional variable-order modified diffusion equation
- Initial-boundary value problems for multi-term time-fractional diffusion equations with positive constant coefficients
- Analytical solutions for the multi-term time-fractional diffusion-wave/diffusion equations in a finite domain
- Initial-boundary-value problems for the generalized multi-term time-fractional diffusion equation
- Finite element approximation for a modified anomalous subdiffusion equation
- Boundary value problems for multi-term fractional differential equations
- Stochastic methods. A handbook for the natural and social sciences
- Anomalous diffusion. From basics to applications. Proceedings of the 11th Max Born symposium, held at Lądek Zdrój, Poland, May 20--27, 1998
- First passage time distribution for anomalous diffusion
- Multi-order fractional differential equations and their numerical solution
- Numerical method and analytical technique of the modified anomalous subdiffusion equation with a nonlinear source term
- Exact solutions of multi-term fractional diffusion-wave equations with Robin type boundary conditions
- A Guide to First-Passage Processes
- Accelerating and retarding anomalous diffusion
- Solutions of the Fractional Reaction Equation and the Fractional Diffusion Equation
- Time-fractional Diffusion of Distributed Order
- FIRST PASSAGE TIME PROBLEM FOR BIASED CONTINUOUS-TIME RANDOM WALKS
- First-Passage Phenomena and Their Applications
- From diffusion to anomalous diffusion: A century after Einstein’s Brownian motion
- The random walk's guide to anomalous diffusion: A fractional dynamics approach