Discrete random walk models for space-time fractional diffusion

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dc.creatorGorenflo, Rudolf
dc.creatorMainardi, Francesco
dc.creatorMoretti, Daniele
dc.creatorPagnini, Gianni
dc.creatorParadisi, Paolo
dc.date2007-02-04
dc.date2007-09-25
dc.date.accessioned2026-07-07T08:31:54Z
dc.date.available2026-07-07T08:31:54Z
dc.descriptionA physical-mathematical approach to anomalous diffusion may be based on generalized diffusion equations (containing derivatives of fractional order in space or/and time) and related random walk models. The fundamental solution (for the {Cauchy} problem) of the fractional diffusion equations can be interpreted as a probability density evolving in time of a peculiar self-similar stochastic process that we view as a generalized diffusion process. By adopting appropriate finite-difference schemes of solution, we generate models of random walk discrete in space and time suitable for simulating random variables whose spatial probability density evolves in time according to a given fractional diffusion equation.
dc.description38 pages, 8 figures (21 eps files), 1 Table
dc.identifierhttps://arxiv.org/abs/cond-mat/0702072
dc.identifierhttp://arxiv.org/abs/cond-mat/0702072
dc.identifierChemical Physics, Vol. 284 No 1/2 (2002), pp. 521-541
dc.identifier.urihttp://salesiana.dossiersoluciones.com/handle/123456789/138638
dc.subjectStatistical Mechanics
dc.subjectDisordered Systems and Neural Networks
dc.titleDiscrete random walk models for space-time fractional diffusion
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