Moments for Tempered Fractional Advection-Diffusion Equations

被引:39
作者
Zhang, Yong [1 ]
机构
[1] Desert Res Inst, Las Vegas, NV 89119 USA
基金
美国国家科学基金会;
关键词
Spatial moments; Tempered Levy motion; Anomalous diffusion; GRADIENT TRACER TEST; HETEROGENEOUS AQUIFER; LEVY FLIGHTS; ANOMALOUS DIFFUSION; SPATIAL MOMENTS; RANDOM-WALK; CAPE-COD; DISPERSION; TRANSPORT; MODELS;
D O I
10.1007/s10955-010-9965-0
中图分类号
O4 [物理学];
学科分类号
0702 ;
摘要
This paper develops moment formulas for exponentially tempered, fractional advection-diffusion equations (TFADEs) that transition from anomalous to asymptotic diffusion limits over time. Exact analytical expressions or series representations for spatial moments up to the fourth order are derived by integral transform or asymptotic expansion approach. A fully Lagrangian solver, cross verified by an implicit Eulerian approach, is also developed to calculate numerically the complete evolution of moments for the TFADEs with complex initial and boundary conditions. Moment analysis identifies the diffusion equation that attracts the tempered anomalous diffusion in the long time limit. Fitting of moments measured at two end members of alluvial systems checks the applicability of moment analysis in understanding real diffusion.
引用
收藏
页码:915 / 939
页数:25
相关论文
共 63 条
[1]   FIELD-STUDY OF DISPERSION IN A HETEROGENEOUS AQUIFER .2. SPATIAL MOMENTS ANALYSIS [J].
ADAMS, EE ;
GELHAR, LW .
WATER RESOURCES RESEARCH, 1992, 28 (12) :3293-3307
[2]   Tempered stable Levy motion and transient super-diffusion [J].
Baeumer, Boris ;
Meerschaert, Mark M. .
JOURNAL OF COMPUTATIONAL AND APPLIED MATHEMATICS, 2010, 233 (10) :2438-2448
[3]   FIELD-STUDY OF DISPERSION IN A HETEROGENEOUS AQUIFER .4. INVESTIGATION OF ADSORPTION AND SAMPLING BIAS [J].
BOGGS, JM ;
ADAMS, EE .
WATER RESOURCES RESEARCH, 1992, 28 (12) :3325-3336
[4]   FIELD-STUDY OF DISPERSION IN A HETEROGENEOUS AQUIFER .1. OVERVIEW AND SITE DESCRIPTION [J].
BOGGS, JM ;
YOUNG, SC ;
BEARD, LM ;
GELHAR, LW ;
REHFELDT, KR ;
ADAMS, EE .
WATER RESOURCES RESEARCH, 1992, 28 (12) :3281-3291
[5]  
Boyarchenko S, 2002, ANN APPL PROBAB, V12, P1261
[6]  
BOYARCHENKO S, 2002, NONGAUSSIAN MERTON B, P421
[7]   A possible truncated-Levy-flight statistics recovered from interplanetary solar-wind velocity and magnetic-field fluctuations [J].
Bruno, R ;
Sorriso-Valvo, L ;
Carbone, V ;
Bavassano, B .
EUROPHYSICS LETTERS, 2004, 66 (01) :146-152
[8]   The finite moment log stable process and option pricing [J].
Carr, P ;
Wu, LR .
JOURNAL OF FINANCE, 2003, 58 (02) :753-777
[9]   Fluid limit of the continuous-time random walk with general Levy jump distribution functions [J].
Cartea, A. ;
del-Castillo-Negrete, D. .
PHYSICAL REVIEW E, 2007, 76 (04)
[10]   Fractional diffusion models of option prices in markets with jumps [J].
Cartea, Alvaro ;
del-Castillo-Negrete, Diego .
PHYSICA A-STATISTICAL MECHANICS AND ITS APPLICATIONS, 2007, 374 (02) :749-763