2005
DOI: 10.1103/physreve.72.011107
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Time-fractional diffusion equation with time dependent diffusion coefficient

Abstract: We consider the time-fractional diffusion equation with time dependent diffusion coefficient given by (O)O(alpha)(C)(t) W (x,t) = D(alpha,gamma)(t)(gamma) [theta(2) W (x,t) /theta x(2)], where O is the Caputo operator. We investigate its solutions in the infinite and the finite domains. The mean squared displacement and the mean first passage time are also considered. In particular, for alpha = 0 , the mean squared displacement is given by approximately t(gamma) and we verify that the mean first passage… Show more

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Cited by 37 publications
(28 citation statements)
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“…In the simplest case when the time-dependent diffusivity D t is deterministically prescribed, T t is not random, so that Q(t; T ) = δ(T −T t ) and thus Υ(t; λ) = exp −λT t ). When the particle undergoes a continuous-time random walk with long stalling periods characterized by an anomalous waiting exponent 0 < α < 1 [12], one gets Υ(t; λ) = E α (−D α t α λ), where E α (z) is the Mittag-Leffler function, and D α is the (constant) generalized diffusion coefficient [63,64]. One can also consider Lévy-noise-driven processes to model diffusivity with heavy tails [65], geometric Brownian motion to get a nonstationary evolution, or a customized stochastic process to produce the desired distribution of the stationary diffusivity [66].…”
Section: Discussionmentioning
confidence: 99%
“…In the simplest case when the time-dependent diffusivity D t is deterministically prescribed, T t is not random, so that Q(t; T ) = δ(T −T t ) and thus Υ(t; λ) = exp −λT t ). When the particle undergoes a continuous-time random walk with long stalling periods characterized by an anomalous waiting exponent 0 < α < 1 [12], one gets Υ(t; λ) = E α (−D α t α λ), where E α (z) is the Mittag-Leffler function, and D α is the (constant) generalized diffusion coefficient [63,64]. One can also consider Lévy-noise-driven processes to model diffusivity with heavy tails [65], geometric Brownian motion to get a nonstationary evolution, or a customized stochastic process to produce the desired distribution of the stationary diffusivity [66].…”
Section: Discussionmentioning
confidence: 99%
“…The same conclusion that the exponent of the anomalous diffusion does not depend on the prescription has been obtained in Refs. [58,73,74] for equations describing diffusion without the presence of an external force. …”
Section: Discussionmentioning
confidence: 99%
“…It can also reproduce the asymptotic behavior of the random-walk model and time fractional dynamic equation for t = t β(2+θ)/2 [9], where 0 < β < 1. Now we want to show two interesting processes which can be obtained from Eqs.…”
Section: Langevin Equation and Its Corresponding Fokker-planck Equationmentioning
confidence: 99%