Revisiting the derivation of the fractional diffusion equation

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: 
RABERTO, MARCO
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Data di pubblicazione: 2003
Rivista: 
FRACTALS-COMPLEX GEOMETRY PATTERNS AND SCALING IN NATURE AND SOCIETY  
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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http://hdl.handle.net/11567/532680
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