Continuous time random walk models associated with distributed order diffusion equations

DOI10.1515/fca-2015-0049zbMath1319.60096arXiv1409.4062OpenAlexW2565781274MaRDI QIDQ2346223

Sabir R. Umarov

Publication date: 1 June 2015

Published in: Fractional Calculus \& Applied Analysis (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1409.4062

zbMATH Keywords

Lévy processpseudo-differential operatorcontinuous-time random walkstable subordinatortime-changed processfractional order derivativedistributed order diffusion equations

Mathematics Subject Classification ID

Processes with independent increments; Lévy processes (60G51) Sums of independent random variables; random walks (60G50) Diffusion processes (60J60) Stable stochastic processes (60G52) Initial value problems for PDEs with pseudodifferential operators (35S10) Fractional partial differential equations (35R11)

Related Items (14)

Stability analysis of linear distributed order fractional systems with distributed delays ⋮ Beyond monofractional kinetics ⋮ Corrigendum to the ``FCAA paper: ``Continuous time random walk models associated with distributed order diffusion equations ⋮ A fast Alikhanov algorithm with general nonuniform time steps for a two‐dimensional distributed‐order time–space fractional advection–dispersion equation ⋮ On the fractional Poisson process and the discretized stable subordinator ⋮ The Method of Chernoff Approximation ⋮ A novel finite volume method for the Riesz space distributed-order diffusion equation ⋮ A New Fractional Calculus Model for the Two-dimensional Anomalous Diffusion and its Analysis ⋮ A novel finite volume method for the nonlinear two-sided space distributed-order diffusion equation with variable coefficients ⋮ Renormalization group and fractional calculus methods in a complex world: a review ⋮ A novel finite volume method for the Riesz space distributed-order advection-diffusion equation ⋮ Identification of system with distributed-order derivatives ⋮ Chernoff approximation for semigroups generated by killed Feller processes and Feynman formulae for time-fractional Fokker-Planck-Kolmogorov equations ⋮ Error estimates for approximations of distributed order time fractional diffusion with nonsmooth data

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