Literature DB >> 26565178

Distributed-order diffusion equations and multifractality: Models and solutions.

Trifce Sandev1,2, Aleksei V Chechkin1,3,4, Nickolay Korabel5, Holger Kantz1, Igor M Sokolov6, Ralf Metzler4,7.   

Abstract

We study distributed-order time fractional diffusion equations characterized by multifractal memory kernels, in contrast to the simple power-law kernel of common time fractional diffusion equations. Based on the physical approach to anomalous diffusion provided by the seminal Scher-Montroll-Weiss continuous time random walk, we analyze both natural and modified-form distributed-order time fractional diffusion equations and compare the two approaches. The mean squared displacement is obtained and its limiting behavior analyzed. We derive the connection between the Wiener process, described by the conventional Langevin equation and the dynamics encoded by the distributed-order time fractional diffusion equation in terms of a generalized subordination of time. A detailed analysis of the multifractal properties of distributed-order diffusion equations is provided.

Entities:  

Year:  2015        PMID: 26565178     DOI: 10.1103/PhysRevE.92.042117

Source DB:  PubMed          Journal:  Phys Rev E Stat Nonlin Soft Matter Phys        ISSN: 1539-3755


  2 in total

Review 1.  Applications of Distributed-Order Fractional Operators: A Review.

Authors:  Wei Ding; Sansit Patnaik; Sai Sidhardh; Fabio Semperlotti
Journal:  Entropy (Basel)       Date:  2021-01-15       Impact factor: 2.524

2.  Generalised Geometric Brownian Motion: Theory and Applications to Option Pricing.

Authors:  Viktor Stojkoski; Trifce Sandev; Lasko Basnarkov; Ljupco Kocarev; Ralf Metzler
Journal:  Entropy (Basel)       Date:  2020-12-18       Impact factor: 2.524

  2 in total

北京卡尤迪生物科技股份有限公司 © 2022-2023.