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Title: Discrete Models of Time-Fractional Diffusion in a Potential Well
Authors: Gorenflo, R.
Abdel-Rehim, E.
Keywords: Generalization of Ehrenfest’s urn Model
Diffusion Processes with Memory and Central Drift in a Potential Well
Difference Schemes
Random Walk Models
Fractional Derivative
Stochastic Processes
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,
Description: Mathematics Subject Classification: 26A33, 45K05, 60J60, 60G50, 65N06, 80-99.
ISSN: 1311-0454
Appears in Collections:2005

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