Search Results - subject:"Fractional diffusion equation"

The use of partial fractional form of A-stable Padé schemes for the solution of fractional diffusion equation with application in option pricing

Ghafouri, Hamideh; Ranjbar, Mojtaba; Khani, Ali - In: Computational economics 56 (2020) 4, pp. 695-709

Persistent link: https://www.econbiz.de/10012390443

Exact solutions of a modified fractional diffusion equation in the finite and semi-infinite domains

Guo, Gang; Li, Kun; Wang, Yuhui - In: Physica A: Statistical Mechanics and its Applications 417 (2015) C, pp. 193-201

We investigate the solutions of a modified fractional diffusion equation which has a secondary fractional time …

Persistent link: https://www.econbiz.de/10011077855

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

Shi, Long; Yu, Zuguo; Mao, Zhi; Xiao, Aiguo; Huang, Hailan - In: Physica A: Statistical Mechanics and its Applications 392 (2013) 23, pp. 5801-5807

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...

Persistent link: https://www.econbiz.de/10010703207

Generalized space–time fractional diffusion equation with composite fractional time derivative

Tomovski, Živorad; Sandev, Trifce; Metzler, Ralf; … - In: Physica A: Statistical Mechanics and its Applications 391 (2012) 8, pp. 2527-2542

solve the proposed fractional diffusion equation. The results are represented by using the Mittag-Leffler functions and the …–Letnikov approximation are also used to solve the space–time fractional diffusion equation. The fractional moments of the fundamental … solution of the considered space–time fractional diffusion equation are obtained. Many known results are special cases of those …

Persistent link: https://www.econbiz.de/10011060629

Regularization methods for unknown source in space fractional diffusion equation

Tian, WenYi; Li, Can; Deng, Weihua; Wu, Yujiang - In: Mathematics and Computers in Simulation (MATCOM) 85 (2012) C, pp. 45-56

We discuss determining the unknown steady source in a space fractional diffusion equation and show that both the …

Persistent link: https://www.econbiz.de/10010751843

The influence of fractality on the time evolution of the diffusion process

Şirin, H.; Büyükkılıç, F.; Ertik, H.; Demirhan, D. - In: Physica A: Statistical Mechanics and its Applications 389 (2010) 10, pp. 2007-2013

In the literature, the deviations from standard behaviors of the solutions of the kinetic equation and the analogous diffusion equation are put forward by investigations which are carried out in the frame of fractional mathematics and nonextensive physics. On the other hand, the physical origins...

Persistent link: https://www.econbiz.de/10011061520

The superdiffusion entropy production paradox in the space-fractional case for extended entropies

Prehl, J.; Essex, C.; Hoffmann, K.H. - In: Physica A: Statistical Mechanics and its Applications 389 (2010) 2, pp. 215-224

Contrary to intuition, entropy production rates grow as reversible, wave-like behavior is approached. This paradox was discovered in time-fractional diffusion equations. It was found to persist for extended entropies and for space-fractional diffusion as well. This paper completes the...

Persistent link: https://www.econbiz.de/10010590716

Some results for a fractional diffusion equation with radial symmetry in a confined region

Lenzi, E.K.; da Silva, L.R.; Silva, A.T.; Evangelista, L.R. - In: Physica A: Statistical Mechanics and its Applications 388 (2009) 6, pp. 806-810

We investigate an N-dimensional fractional diffusion equation with radial symmetry by taking a spatial and time …

Persistent link: https://www.econbiz.de/10011064019

Pre-asymptotic corrections to fractional diffusion equations

Marseguerra, Marzio; Zoia, Andrea - In: Physica A: Statistical Mechanics and its Applications 387 (2008) 12, pp. 2668-2674

The motion of contaminant particles through complex environments such as fractured rocks or porous sediments is often characterized by anomalous diffusion: the spread of the transported quantity is found to grow sublinearly in time due to the presence of obstacles which hinder particle...

Persistent link: https://www.econbiz.de/10010874809

Exact solutions for nonlinear fractional anomalous diffusion equations

Liang, Jin-Rong; Ren, Fu-Yao; Qiu, Wei-Yuan; Xiao, Jian-Bin - In: Physica A: Statistical Mechanics and its Applications 385 (2007) 1, pp. 80-94

This work is devoted to investigating exact solutions of generalized nonlinear fractional diffusion equations with external force and absorption. We first investigate the nonlinear anomalous diffusion equations with one-fractional derivative and then multi-fractional ones. In both situations, we...

Persistent link: https://www.econbiz.de/10011059003