A time-fractional generalised advection equation from a stochastic process

C.N. Angstmann, B.I. Henry, B.A. Jacobs and A.V. McGann

Chaos, Solitons & Fractals, 2017, vol. 102, issue C, 175-183

Abstract: A generalised advection equation with a time fractional derivative is derived from a continuous time random walk on a one-dimensional lattice, with power law distributed waiting times. We consider walks governed by a two-sided jump density and walks governed by a one-sided jump density. With the two-sided density, the particle can jump in both directions on the lattice, whereas with the one-sided density the particle cannot jump in one of these directions. The master equations describing the evolution of the probability density for the position of the particle are different for each of the jump densities. However in an advective limit both master equations limit to a common generalized advection equation with time fractional derivatives.

Keywords: Fractional diffusion; Continuous time random walks; Discrete time random walks (search for similar items in EconPapers)
Date: 2017
References: View references in EconPapers View complete reference list from CitEc
Citations: View citations in EconPapers (3)

Downloads: (external link)
http://www.sciencedirect.com/science/article/pii/S0960077917301789
Full text for ScienceDirect subscribers only

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:eee:chsofr:v:102:y:2017:i:c:p:175-183

DOI: 10.1016/j.chaos.2017.04.040

Access Statistics for this article

Chaos, Solitons & Fractals is currently edited by Stefano Boccaletti and Stelios Bekiros

More articles in Chaos, Solitons & Fractals from Elsevier
Bibliographic data for series maintained by Thayer, Thomas R. ().