Space-time fractional diffusion equations and asymptotic behaviors of a coupled continuous time random walk model

Autor:	Shi, Long, Yu, Zuguo, Mao, Zhi, Xiao, Aiguo, Huang, Hailan
Rok vydání:	2013
Předmět:	Condensed Matter - Statistical Mechanics Mathematical Physics 34A08 (Primary) 26A33 28A80 (Secondary)
Zdroj:	Physica A, 392: (2013) 5801-5807
Druh dokumentu:	Working Paper
DOI:	10.1016/j.physa.2013.08.021
Popis:	In this paper, we consider a type of continuous time random walk model where the jump length is correlated with the waiting time. The asymptotic behaviors of the coupled jump probability density function in the Fourier-Laplace domain are discussed. The corresponding fractional diffusion equations are derived from the given asymptotic behaviors. Corresponding to the asymptotic behaviors of the joint probability density function in the Fourier-Laplace space, the asymptotic behaviors of the waiting time probability density and the conditional probability density for jump length are also discussed. Comment: 8 pages; Physica A (2014)
Databáze:	arXiv
Externí odkaz:	http://arxiv.org/abs/1308.2461 Zobrazit plný text záznamu View this record from Arxiv