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Space–time fractional diffusion equations and asymptotic behaviors of a coupled continuous time random walk model

Author

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  • Shi, Long
  • Yu, Zuguo
  • Mao, Zhi
  • Xiao, Aiguo
  • Huang, Hailan

Abstract

In this paper, we consider a type of continuous time random walk model where the jump length is correlated with the waiting time. The asymptotic behaviors of the coupled jump probability density function in the Fourier–Laplace domain are discussed. The corresponding fractional diffusion equations are derived from the given asymptotic behaviors. Corresponding to the asymptotic behaviors of the joint probability density function in the Fourier–Laplace space, the asymptotic behaviors of the waiting time probability density and the conditional probability density for jump length are also discussed.

Suggested Citation

  • Shi, Long & Yu, Zuguo & Mao, Zhi & Xiao, Aiguo & Huang, Hailan, 2013. "Space–time fractional diffusion equations and asymptotic behaviors of a coupled continuous time random walk model," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 392(23), pages 5801-5807.
    • Handle: RePEc:eee:phsmap:v:392:y:2013:i:23:p:5801-5807
    DOI: 10.1016/j.physa.2013.08.021
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    Cited by:

    1. Sun, Bingbin & Yao, Jialing & Xi, Lifeng, 2019. "Eigentime identities of fractal sailboat networks," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 520(C), pages 338-349.

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