Revisiting the derivation of the fractional diffusion equation

被引:31
作者
Scalas, E
Gorenflo, R
Mainardi, F
Raberto, M
机构
[1] Univ Piemonte Orientale, Dipartimento Sci & Tecnol Avanzate, I-15100 Alessandria, Italy
[2] Free Univ Berlin, Erstes Math Inst, D-14195 Berlin, Germany
[3] Univ Bologna, Dipartimento Fis, I-40126 Bologna, Italy
[4] Ist Nazl Fis Nucl, Sez Bologna, I-40126 Bologna, Italy
[5] Univ Genoa, Dipartimento Ingn Biofis & Elettron, I-16145 Genoa, Italy
关键词
D O I
10.1142/S0218348X0300194X
中图分类号
O1 [数学];
学科分类号
0701 ; 070101 ;
摘要
The fractional diffusion equation is derived from the master equation of continuous time random walks (CTRWs) via a straightforward application of the Gnedenko-Kolmogorov limit theorem. The Cauchy problem for the fractional diffusion equation is solved in various important and general cases. The meaning of the proper diffusion limit for CTRWs is discussed.
引用
收藏
页码:281 / 289
页数:9
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