Revisiting the derivation of the fractional diffusion equation

Scalas, Enrico, Gorenflo, Rudolf, Mainardi, Francesco and Raberto, Marco (2003) Revisiting the derivation of the fractional diffusion equation. Fractals, 11 (Supp01). pp. 281-289. ISSN 0218-348X

Full text not available from this repository.


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.

Item Type: Article
Additional Information: Suppl. S
Schools and Departments: School of Mathematical and Physical Sciences > Mathematics
Subjects: Q Science > QA Mathematics > QA0273 Probabilities. Mathematical statistics
Depositing User: Enrico Scalas
Date Deposited: 01 Oct 2014 13:26
Last Modified: 01 Oct 2014 13:26
📧 Request an update