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Fractional diffusion: probability distributions and random walk models

Author

Listed:
  • Gorenflo, Rudolf
  • Mainardi, Francesco
  • Moretti, Daniele
  • Pagnini, Gianni
  • Paradisi, Paolo

Abstract

We present a variety of models of random walk, discrete in space and time, suitable for simulating random variables whose probability density obeys a space–time fractional diffusion equation.

Suggested Citation

  • Gorenflo, Rudolf & Mainardi, Francesco & Moretti, Daniele & Pagnini, Gianni & Paradisi, Paolo, 2002. "Fractional diffusion: probability distributions and random walk models," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 305(1), pages 106-112.
    • Handle: RePEc:eee:phsmap:v:305:y:2002:i:1:p:106-112
    DOI: 10.1016/S0378-4371(01)00647-1
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    References listed on IDEAS

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    1. Giona, Massimiliano & Eduardo Roman, H., 1992. "Fractional diffusion equation for transport phenomena in random media," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 185(1), pages 87-97.
    2. Metzler, Ralf & Glöckle, Walter G. & Nonnenmacher, Theo F., 1994. "Fractional model equation for anomalous diffusion," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 211(1), pages 13-24.
    3. West, Bruce J. & Seshadri, V., 1982. "Linear systems with Lévy fluctuations," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 113(1), pages 203-216.
    4. Gorenflo, Rudolf & Fabritiis, Gianni De & Mainardi, Francesco, 1999. "Discrete random walk models for symmetric Lévy–Feller diffusion processes," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 269(1), pages 79-89.
    5. Paradisi, Paolo & Cesari, Rita & Mainardi, Francesco & Tampieri, Francesco, 2001. "The fractional Fick's law for non-local transport processes," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 293(1), pages 130-142.
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    Citations

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    Cited by:

    1. Sibatov, R.T. & Svetukhin, V.V., 2015. "Fractional kinetics of subdiffusion-limited decomposition of a supersaturated solid solution," Chaos, Solitons & Fractals, Elsevier, vol. 81(PB), pages 519-526.
    2. Zheng, Guang-Hui & Zhang, Quan-Guo, 2018. "Solving the backward problem for space-fractional diffusion equation by a fractional Tikhonov regularization method," Mathematics and Computers in Simulation (MATCOM), Elsevier, vol. 148(C), pages 37-47.
    3. Xu, Wei & Liang, Yingjie & Chen, Wen & Wang, Fajie, 2020. "Recent advances of stretched Gaussian distribution underlying Hausdorff fractal distance and its applications in fitting stretched Gaussian noise," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 539(C).
    4. Marseguerra, M. & Zoia, A., 2008. "Monte Carlo evaluation of FADE approach to anomalous kinetics," Mathematics and Computers in Simulation (MATCOM), Elsevier, vol. 77(4), pages 345-357.
    5. Marseguerra, M. & Zoia, A., 2007. "Monte Carlo investigation of anomalous transport in presence of a discontinuity and of an advection field," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 377(2), pages 448-464.
    6. Jian, Huan-Yan & Huang, Ting-Zhu & Ostermann, Alexander & Gu, Xian-Ming & Zhao, Yong-Liang, 2021. "Fast numerical schemes for nonlinear space-fractional multidelay reaction-diffusion equations by implicit integration factor methods," Applied Mathematics and Computation, Elsevier, vol. 408(C).
    7. Marseguerra, M. & Zoia, A., 2007. "Some insights in superdiffusive transport," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 377(1), pages 1-14.

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