The fractional diffusion equation is derived from the master equation of continuous time random walks (CTRWs) via a straightforward application of the Gnedenko-Kolmogorov limit theorem. The Cauchy problem for the fractional diffusion equation is solved in various important and general cases. The meaning of the proper diffusion limit for CTRWs is discussed.
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Titolo: | Revisiting the derivation of the fractional diffusion equation | |
Autori: | ||
Data di pubblicazione: | 2003 | |
Rivista: | ||
Abstract: | The fractional diffusion equation is derived from the master equation of continuous time random walks (CTRWs) via a straightforward application of the Gnedenko-Kolmogorov limit theorem. The Cauchy problem for the fractional diffusion equation is solved in various important and general cases. The meaning of the proper diffusion limit for CTRWs is discussed. | |
Handle: | http://hdl.handle.net/11567/532680 | |
Appare nelle tipologie: | 01.01 - Articolo su rivista |
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