Some recent advances in theory and simulation of fractional diffusion processes

✍ Scribed by Rudolf Gorenflo; Francesco Mainardi

• Publisher: Elsevier Science
• Year: 2009
• Tongue: English
• Weight: 947 KB
• Volume: 229
• Category: Article
• ISSN: 0377-0427
• DOI: 10.1016/j.cam.2008.04.005

✦ Synopsis

To offer an insight into the rapidly developing theory of fractional diffusion processes, we describe in some detail three topics of current 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.