Please use this identifier to cite or link to this item: http://hdl.handle.net/10525/1253

 Title: Discrete Models of Time-Fractional Diffusion in a Potential Well Authors: Gorenflo, R.Abdel-Rehim, E. Keywords: Generalization of Ehrenfest’s urn ModelDiffusion Processes with Memory and Central Drift in a Potential WellDifference SchemesRandom Walk ModelsFractional DerivativeStochastic Processes26A3345K0560J6060G5065N06 Issue Date: 2005 Publisher: Institute of Mathematics and Informatics Bulgarian Academy of Sciences Citation: Fractional Calculus and Applied Analysis, Vol. 8, No 2, (2005), 173p-200p Abstract: By generalization of Ehrenfest’s urn model, we obtain discrete approximations to spatially one-dimensional time-fractional diffusion processes with drift towards the origin. These discrete approximations can be interpreted (a) as difference schemes for the relevant time-fractional partial differential equation, (b) as random walk models. The relevant convergence questions as well as the behaviour for time tending to infinity are discussed, and results of numerical case studies are displayed. See also, http://www.diss.fu-berlin.de/2004/168/index.html Description: Mathematics Subject Classification: 26A33, 45K05, 60J60, 60G50, 65N06, 80-99. URI: http://hdl.handle.net/10525/1253 ISSN: 1311-0454 Appears in Collections: 2005

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