Some recent advances in theory and simulation of fractional diffusion processes

Details Some recent advances in theory and simulation of fractional diffusion processes Some recent advances in theory and simulation of fractional diffusion processes

2007-12-30

arxiv.org/abs/0801.0146v2

Mathematics

Probability

33 pages, 3 Figures, 5 eps files. Second International Workshop on Analysis and Numerical Approximation of Singular Problems (

Scientific paper

To offer a view into the rapidly developing theory of fractional diffusion processes we describe in some detail three topics of present interest: (i) the well-scaled passage to the limit from continuous time random walk under power law assumptions to space-time fractional diffusion, (ii) the asymptotic universality of the Mittag-Leffler waiting time law in time-fractional processes, (iii) our method of parametric subordination for generating particle trajectories.

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