Revisiting the derivation of the fractional diffusion equation

Details Revisiting the derivation of the fractional diffusion equation Revisiting the derivation of the fractional diffusion equation

2002-10-08

arxiv.org/abs/cond-mat/0210166v2

Scaling and Disordered Systems, (F. Family et al. eds.), pp. 281-289, World Scientific, 2002

Physics

Condensed Matter

Disordered Systems and Neural Networks

Paper presented at the International Workshop on Scaling and Disordered Systems, Paris, France, 13-14 April 2000

Scientific paper

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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