Fundamental solutions of the fractional diffusion and the fractional Fokker-Planck equations

DOI10.1016/J.JOEMS.2015.08.006zbMath1348.35274OpenAlexW2183689950MaRDI QIDQ301256

Entsar A. Abdel-Rehim

Publication date: 30 June 2016

Published in: Journal of the Egyptian Mathematical Society (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.joems.2015.08.006

zbMATH Keywords

Green functionfractional diffusion equations\(\alpha\)-stable distributionFeller operatorscale invariant methodsimilarity variable

Mathematics Subject Classification ID

Processes with independent increments; Lévy processes (60G51) Sums of independent random variables; random walks (60G50) Integro-partial differential equations (45K05) Fractional derivatives and integrals (26A33) Diffusion processes (60J60) Fourier and Fourier-Stieltjes transforms and other transforms of Fourier type (42A38) Finite difference methods for boundary value problems involving PDEs (65N06) Fokker-Planck equations (35Q84)

Related Items (3)

From the space-time fractional integral of the continuous time random walk to the space-time fractional diffusion equations, a short proof and simulation ⋮ Pade method for construction of numerical algorithms for fractional initial value problem ⋮ The need for the fractional operators

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