摘要翻译:
反常扩散的物理数学方法可以基于分数扩散方程和相关的随机游动模型。这些方程的基本解可以解释为随时间演化的概率密度,本文给出了这些解的积分表示。已知连续时间随机游动的主方程(CTRW)为反常扩散提供了一种更普遍的方法。我们展示了这个方程如何通过适当的缩放通道到压缩等待时间和跳变宽度的极限而简化为我们的分数扩散方程。最后,我们描述了一种模拟方法,并通过图形显示了几个数值案例研究的结果。
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英文标题:
《Fractional Diffusion Processes: Probability Distributions and Continuous
Time Random Walk》
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作者:
Rudolf Gorenflo and Francesco Mainardi
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最新提交年份:
2007
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分类信息:
一级分类:Physics 物理学
二级分类:Statistical Mechanics 统计力学
分类描述:Phase transitions, thermodynamics, field theory, non-equilibrium phenomena, renormalization group and scaling, integrable models, turbulence
相变,热力学,场论,非平衡现象,重整化群和标度,可积模型,湍流
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一级分类:Physics 物理学
二级分类:Mathematical Physics 数学物理
分类描述:Articles in this category focus on areas of research that illustrate the application of mathematics to problems in physics, develop mathematical methods for such applications, or provide mathematically rigorous formulations of existing physical theories. Submissions to math-ph should be of interest to both physically oriented mathematicians and mathematically oriented physicists; submissions which are primarily of interest to theoretical physicists or to mathematicians should probably be directed to the respective physics/math categories
这一类别的文章集中在说明数学在物理问题中的应用的研究领域,为这类应用开发数学方法,或提供现有物理理论的数学严格公式。提交的数学-PH应该对物理方向的数学家和数学方向的物理学家都感兴趣;主要对理论物理学家或数学家感兴趣的投稿可能应该指向各自的物理/数学类别
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一级分类:Mathematics 数学
二级分类:Mathematical Physics 数学物理
分类描述:math.MP is an alias for math-ph. Articles in this category focus on areas of research that illustrate the application of mathematics to problems in physics, develop mathematical methods for such applications, or provide mathematically rigorous formulations of existing physical theories. Submissions to math-ph should be of interest to both physically oriented mathematicians and mathematically oriented physicists; submissions which are primarily of interest to theoretical physicists or to mathematicians should probably be directed to the respective physics/math categories
math.mp是math-ph的别名。这一类别的文章集中在说明数学在物理问题中的应用的研究领域,为这类应用开发数学方法,或提供现有物理理论的数学严格公式。提交的数学-PH应该对物理方向的数学家和数学方向的物理学家都感兴趣;主要对理论物理学家或数学家感兴趣的投稿可能应该指向各自的物理/数学类别
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一级分类:Mathematics 数学
二级分类:Probability 概率
分类描述:Theory and applications of probability and stochastic processes: e.g. central limit theorems, large deviations, stochastic differential equations, models from statistical mechanics, queuing theory
概率论与随机过程的理论与应用:例如中心极限定理,大偏差,随机微分方程,统计力学模型,排队论
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英文摘要:
A physical-mathematical approach to anomalous diffusion may be based on fractional diffusion equations and related random walk models. The fundamental solutions of these equations can be interpreted as probability densities evolving in time of peculiar self-similar stochastic processes: an integral representation of these solutions is here presented. A more general approach to anomalous diffusion is known to be provided by the master equation for a continuous time random walk (CTRW). We show how this equation reduces to our fractional diffusion equation by a properly scaled passage to the limit of compressed waiting times and jump widths. Finally, we describe a method of simulation and display (via graphics) results of a few numerical case studies.
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PDF链接:
https://arxiv.org/pdf/709.399


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