Continuous time random walk, Mittag-Leffler waiting time and fractional diffusion: mathematical aspects

Physics – Condensed Matter – Statistical Mechanics

Scientific paper

Rate now

  [ 0.00 ] – not rated yet Voters 0   Comments 0

Details

36 pages, 3 figures (5 files eps). Invited lecture by R. Gorenflo at the 373. WE-Heraeus-Seminar on Anomalous Transport: Exper

Scientific paper

We show the asymptotic long-time equivalence of a generic power law waiting time distribution to the Mittag-Leffler waiting time distribution, characteristic for a time fractional CTRW. This asymptotic equivalence is effected by a combination of "rescaling" time and "respeeding" the relevant renewal process followed by a passage to a limit for which we need a suitable relation between the parameters of rescaling and respeeding. Turning our attention to spatially 1-D CTRWs with a generic power law jump distribution, "rescaling" space can be interpreted as a second kind of "respeeding" which then, again under a proper relation between the relevant parameters leads in the limit to the space-time fractional diffusion equation. Finally, we treat the `time fractional drift" process as a properly scaled limit of the counting number of a Mittag-Leffler renewal process.

No associations

LandOfFree

Say what you really think

Search LandOfFree.com for scientists and scientific papers. Rate them and share your experience with other people.

Rating

Continuous time random walk, Mittag-Leffler waiting time and fractional diffusion: mathematical aspects does not yet have a rating. At this time, there are no reviews or comments for this scientific paper.

If you have personal experience with Continuous time random walk, Mittag-Leffler waiting time and fractional diffusion: mathematical aspects, we encourage you to share that experience with our LandOfFree.com community. Your opinion is very important and Continuous time random walk, Mittag-Leffler waiting time and fractional diffusion: mathematical aspects will most certainly appreciate the feedback.

Rate now

     

Profile ID: LFWR-SCP-O-111132

  Search
All data on this website is collected from public sources. Our data reflects the most accurate information available at the time of publication.