Relaxation to stationary states for anomalous diffusion

DOI10.1016/j.cnsns.2011.05.011zbMath1323.76109OpenAlexW2025283300MaRDI QIDQ654293

Bartłomiej Dybiec, Aleksei V. Chechkin, Igor M. Sokolov

Publication date: 28 December 2011

Published in: Communications in Nonlinear Science and Numerical Simulation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.cnsns.2011.05.011

zbMATH Keywords

convergence ratestochastic representationcontinuous time random walksfractional Fokker-Planck-Smoluchowski equation

Mathematics Subject Classification ID

Diffusion (76R50) Stochastic analysis applied to problems in fluid mechanics (76M35) Fractional partial differential equations (35R11)

Related Items (8)

Phase transition and alternation in a model of perceptual bistability in the presence of Lévy noise ⋮ Quenched trap model for Lévy flights ⋮ Nonlinear dynamics of continuous-time random walks in inhomogeneous medium ⋮ Method of calculating densities for isotropic ballistic Lévy walks ⋮ Asymptotic properties and numerical simulation of multidimensional Lévy walks ⋮ A fractional Fokker-Planck control framework for subdiffusion processes ⋮ Coupled continuous time-random walks in quenched random environment ⋮ Mittag-Leffler Pattern in Anomalous Diffusion

Uses Software

• mlrnd

Cites Work

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• The Fokker-Planck equation. Methods of solution and applications
• Lévy flights in a steep potential well
• Lévy-driven Langevin systems: targeted stochasticity
• Properties of the Mittag-Leffler relaxation function
• Finite difference approximations for two-sided space-fractional partial differential equations
• Fractional Fokker–Planck equation for nonlinear stochastic differential equations driven by non-Gaussian Lévy stable noises
• Fractional kinetic equations: solutions and applications
• Subordinated diffusion and continuous time random walk asymptotics
• The random walk's guide to anomalous diffusion: A fractional dynamics approach
• Handbook of stochastic methods for physics, chemistry and natural sciences.

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