scholarly journals Space–Time Duality for Fractional Diffusion

2009 ◽  
Vol 46 (4) ◽  
pp. 1100-1115 ◽  
Author(s):  
Boris Baeumer ◽  
Mark M. Meerschaert ◽  
Erkan Nane
Keyword(s):  
Contaminant Transport ◽  
Power Law ◽  
Fractional Derivatives ◽  
Waiting Times ◽  
Stable Process ◽  
Fractional Diffusion ◽  
Fractional Diffusion Equations ◽  
Lévy Motion ◽  
Current Controversy ◽  
A Current

Zolotarev (1961) proved a duality result that relates stable densities with different indices. In this paper we show how Zolotarev's duality leads to some interesting results on fractional diffusion. Fractional diffusion equations employ fractional derivatives in place of the usual integer-order derivatives. They govern scaling limits of random walk models, with power-law jumps leading to fractional derivatives in space, and power-law waiting times between the jumps leading to fractional derivatives in time. The limit process is a stable Lévy motion that models the jumps, subordinated to an inverse stable process that models the waiting times. Using duality, we relate the density of a spectrally negative stable process with index 1<α<2 to the density of the hitting time of a stable subordinator with index 1/α, and thereby unify some recent results in the literature. These results provide a concrete interpretation of Zolotarev's duality in terms of the fractional diffusion model. They also illuminate a current controversy in hydrology, regarding the appropriate use of space- and time-fractional derivatives to model contaminant transport in river flows.

scholarly journals Space–Time Duality for Fractional Diffusion

2009 ◽  
Vol 46 (04) ◽  
pp. 1100-1115 ◽  
Author(s):  
Boris Baeumer ◽  
Mark M. Meerschaert ◽  
Erkan Nane
Keyword(s):  
Contaminant Transport ◽  
Power Law ◽  
Fractional Derivatives ◽  
Waiting Times ◽  
Stable Process ◽  
Fractional Diffusion ◽  
Fractional Diffusion Equations ◽  
Lévy Motion ◽  
Current Controversy ◽  
A Current

Zolotarev (1961) proved a duality result that relates stable densities with different indices. In this paper we show how Zolotarev's duality leads to some interesting results on fractional diffusion. Fractional diffusion equations employ fractional derivatives in place of the usual integer-order derivatives. They govern scaling limits of random walk models, with power-law jumps leading to fractional derivatives in space, and power-law waiting times between the jumps leading to fractional derivatives in time. The limit process is a stable Lévy motion that models the jumps, subordinated to an inverse stable process that models the waiting times. Using duality, we relate the density of a spectrally negative stable process with index 1&lt;α&lt;2 to the density of the hitting time of a stable subordinator with index 1/α, and thereby unify some recent results in the literature. These results provide a concrete interpretation of Zolotarev's duality in terms of the fractional diffusion model. They also illuminate a current controversy in hydrology, regarding the appropriate use of space- and time-fractional derivatives to model contaminant transport in river flows.

scholarly journals Clustered continuous-time random walks: diffusion and relaxation consequences

2012 ◽  
Vol 468 (2142) ◽  
pp. 1615-1628 ◽  
Author(s):  
Karina Weron ◽  
Aleksander Stanislavsky ◽  
Agnieszka Jurlewicz ◽  
Mark M. Meerschaert ◽  
Hans-Peter Scheffler
Keyword(s):  
Random Walks ◽  
Power Law ◽  
Continuous Time ◽  
Waiting Times ◽  
Scaling Limit ◽  
Fractional Diffusion ◽  
Diffusion Equations ◽  
The Novel ◽  
Fractional Diffusion Equations ◽  
Continuous Time Random Walks

We present a class of continuous-time random walks (CTRWs), in which random jumps are separated by random waiting times. The novel feature of these CTRWs is that the jumps are clustered. This introduces a coupled effect, with longer waiting times separating larger jump clusters. We show that the CTRW scaling limits are time-changed processes. Their densities solve two different fractional diffusion equations, depending on whether the waiting time is coupled to the preceding jump, or the following one. These fractional diffusion equations can be used to model all types of experimentally observed two power-law relaxation patterns. The parameters of the scaling limit process determine the power-law exponents and loss peak frequencies.

scholarly journals Fractional Diffusion Equations for Lattice and Continuum: Grünwald-Letnikov Differences and Derivatives Approach

2014 ◽  
Vol 2014 ◽  
pp. 1-7 ◽  
Author(s):  
Vasily E. Tarasov
Keyword(s):  
Fractional Derivatives ◽  
Three Dimensional ◽  
Lattice Models ◽  
Fractional Diffusion ◽  
Lattice Diffusion ◽  
Diffusion Equations ◽  
Difference Operators ◽  
Fractional Diffusion Equations ◽  
Nonlocal Media ◽  
Derivatives Of

Fractional diffusion equations for three-dimensional lattice models based on fractional-order differences of the Grünwald-Letnikov type are suggested. These lattice fractional diffusion equations contain difference operators that describe long-range jumps from one lattice site to another. In continuum limit, the suggested lattice diffusion equations with noninteger order differences give the diffusion equations with the Grünwald-Letnikov fractional derivatives for continuum. We propose a consistent derivation of the fractional diffusion equation with the fractional derivatives of Grünwald-Letnikov type. The suggested lattice diffusion equations can be considered as a new microstructural basis of space-fractional diffusion in nonlocal media.

scholarly journals The Maximum Principle for Variable-Order Fractional Diffusion Equations and the Estimates of Higher Variable-Order Fractional Derivatives

2020 ◽  
Vol 8 ◽  
Author(s):  
Guangming Xue ◽  
Funing Lin ◽  
Guangwang Su
Keyword(s):  
Maximum Principle ◽  
Fractional Derivatives ◽  
Arbitrary Point ◽  
Initial Boundary ◽  
Fractional Diffusion ◽  
Diffusion Equations ◽  
Maximum Principles ◽  
Variable Order ◽  
The Maximum Principle ◽  
Fractional Diffusion Equations

In this paper, the maximum principle of variable-order fractional diffusion equations and the estimates of fractional derivatives with higher variable order are investigated. Firstly, we deduce the fractional derivative of a function of higher variable order at an arbitrary point. We also give an estimate of the error. Some important inequalities for fractional derivatives of variable order at arbitrary points and extreme points are presented. Then, the maximum principles of Riesz-Caputo fractional differential equations in terms of the multi-term space-time variable order are proved. Finally, under the initial-boundary value conditions, it is verified via the proposed principle that the solutions are unique, and their continuous dependance holds.

Maximum principles for a class of generalized time-fractional diffusion equations

2020 ◽  
Vol 23 (3) ◽  
pp. 822-836
Author(s):  
Shengda Zeng ◽  
Stanisław Migórski ◽  
Van Thien Nguyen ◽  
Yunru Bai
Keyword(s):  
Fractional Derivatives ◽  
Extreme Points ◽  
Fractional Diffusion ◽  
Diffusion Equations ◽  
Maximum Principles ◽  
Variable Order ◽  
Fractional Diffusion Equations ◽  
Caputo Derivatives ◽  
Time Space ◽  
Generalized Time

AbstractTwo significant inequalities for generalized time fractional derivatives at extreme points are obtained. Then, we apply the inequalities to establish the maximum principles for multi-term time-space fractional variable-order operators. Finally, we employ the principles to investigate two kinds of diffusion equations involving generalized time-fractional Caputo derivatives and space-fractional Riesz-Caputo derivatives.

scholarly journals A collocation method based on cubic trigonometric B-splines for the numerical simulation of the time-fractional diffusion equation

2021 ◽  
Vol 2021 (1) ◽  
Author(s):  
Muhammad Yaseen ◽  
Muhammad Abbas ◽  
Muhammad Bilal Riaz
Keyword(s):  
Collocation Method ◽  
Fractional Derivatives ◽  
Fractional Diffusion ◽  
Biological Models ◽  
B Splines ◽  
Fractional Diffusion Equations ◽  
Numerical Tests ◽  
Symmetry Properties ◽  
Fractional Differential ◽  
The Given

AbstractFractional differential equations sufficiently depict the nature in view of the symmetry properties, which portray physical and biological models. In this paper, we present a proficient collocation method based on cubic trigonometric B-Splines (CuTBSs) for time-fractional diffusion equations (TFDEs). The methodology involves discretization of the Caputo time-fractional derivatives using the typical finite difference scheme with space derivatives approximated using CuTBSs. A stability analysis is performed to establish that the errors do not magnify. A convergence analysis is also performed The numerical solution is obtained as a piecewise sufficiently smooth continuous curve, so that the solution can be approximated at any point in the given domain. Numerical tests are efficiently performed to ensure the correctness and viability of the scheme, and the results contrast with those of some current numerical procedures. The comparison uncovers that the proposed scheme is very precise and successful.

Applications of the fractional Sturm-Liouville problem to the space-time fractional diffusion in a finite domain

2016 ◽  
Vol 19 (2) ◽  
Author(s):  
Małgorzata Klimek ◽  
Agnieszka B. Malinowska ◽  
Tatiana Odzijewicz
Keyword(s):  
Waiting Times ◽  
Liouville Problem ◽  
Fractional Diffusion ◽  
Space Time ◽  
Domain Model ◽  
Diffusion Equations ◽  
Liouville Theory ◽  
Finite Domain ◽  
Fractional Diffusion Equations ◽  
Sturm Liouville

AbstractThe space–time fractional diffusion equations on finite domain model anomalous diffusion behavior with large particle jumps combined with long waiting times. In this work we prove existence of strong solutions for such equations. Our proofs strongly depend on the fractional Sturm–Liouville theory, precisely on the problem of finding eigenvalues and corresponding eigenfunctions to the certain fractional differential equation. Using the method of separating variables and applying theorem ensuring existence of solutions to the fractional Sturm–Liouville problem we solve several types of fractional diffusion equations.

scholarly journals Semi-fractional diffusion equations

2019 ◽  
Vol 22 (2) ◽  
pp. 326-357 ◽  
Author(s):  
Peter Kern ◽  
Svenja Lage ◽  
Mark M. Meerschaert
Keyword(s):  
Fourier Series ◽  
Lévy Processes ◽  
Fractional Derivatives ◽  
Levy Processes ◽  
Fractional Diffusion ◽  
Diffusion Equations ◽  
Periodic Part ◽  
Fractional Diffusion Equations ◽  
Type Formula ◽  
Semigroup Approach

Abstract It is well known that certain fractional diffusion equations can be solved by the densities of stable Lévy motions. In this paper we use the classical semigroup approach for Lévy processes to define semi-fractional derivatives, which allows us to generalize this statement to semistable Lévy processes. A Fourier series approach for the periodic part of the corresponding Lévy exponents enables us to represent semi-fractional derivatives by a Grünwald-Letnikov type formula. We use this formula to calculate semi-fractional derivatives and solutions to semi-fractional diffusion equations numerically. In particular, by means of the Grünwald-Letnikov type formula we provide a numerical algorithm to compute semistable densities.

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