کد مقاله کد نشریه سال انتشار مقاله انگلیسی نسخه تمام متن
1156577 958845 2006 21 صفحه PDF دانلود رایگان
عنوان انگلیسی مقاله ISI
Stochastic model for ultraslow diffusion
موضوعات مرتبط
مهندسی و علوم پایه ریاضیات ریاضیات (عمومی)
پیش نمایش صفحه اول مقاله
Stochastic model for ultraslow diffusion
چکیده انگلیسی

Ultraslow diffusion is a physical model in which a plume of diffusing particles spreads at a logarithmic rate. Governing partial differential equations for ultraslow diffusion involve fractional time derivatives whose order is distributed over the interval from zero to one. This paper develops the stochastic foundations for ultraslow diffusion based on random walks with a random waiting time between jumps whose probability tail falls off at a logarithmic rate. Scaling limits of these random walks are subordinated random processes whose density functions solve the ultraslow diffusion equation. Along the way, we also show that the density function of any stable subordinator solves an integral equation (5.15) that can be used to efficiently compute this function.

ناشر
Database: Elsevier - ScienceDirect (ساینس دایرکت)
Journal: Stochastic Processes and their Applications - Volume 116, Issue 9, September 2006, Pages 1215–1235
نویسندگان
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