# Discrete Models of Time-Fractional Diffusion in a Potential Well

Fractional Calculus and Applied Analysis (2005)

- Volume: 8, Issue: 2, page 173-200
- ISSN: 1311-0454

## Access Full Article

top## Abstract

top## How to cite

topGorenflo, R., and Abdel-Rehim, E.. "Discrete Models of Time-Fractional Diffusion in a Potential Well." Fractional Calculus and Applied Analysis 8.2 (2005): 173-200. <http://eudml.org/doc/11287>.

@article{Gorenflo2005,

abstract = {Mathematics Subject Classification: 26A33, 45K05, 60J60, 60G50, 65N06, 80-99.By generalization of Ehrenfest’s urn model, we obtain discrete approximations
to spatially one-dimensional time-fractional diffusion processes with
drift towards the origin. These discrete approximations can be interpreted
(a) as difference schemes for the relevant time-fractional partial differential
equation, (b) as random walk models. The relevant convergence questions as
well as the behaviour for time tending to infinity are discussed, and results
of numerical case studies are displayed.
See also, http://www.diss.fu-berlin.de/2004/168/index.html},

author = {Gorenflo, R., Abdel-Rehim, E.},

journal = {Fractional Calculus and Applied Analysis},

keywords = {26A33; 45K05; 60J60; 60G50; 65N06},

language = {eng},

number = {2},

pages = {173-200},

publisher = {Institute of Mathematics and Informatics Bulgarian Academy of Sciences},

title = {Discrete Models of Time-Fractional Diffusion in a Potential Well},

url = {http://eudml.org/doc/11287},

volume = {8},

year = {2005},

}

TY - JOUR

AU - Gorenflo, R.

AU - Abdel-Rehim, E.

TI - Discrete Models of Time-Fractional Diffusion in a Potential Well

JO - Fractional Calculus and Applied Analysis

PY - 2005

PB - Institute of Mathematics and Informatics Bulgarian Academy of Sciences

VL - 8

IS - 2

SP - 173

EP - 200

AB - Mathematics Subject Classification: 26A33, 45K05, 60J60, 60G50, 65N06, 80-99.By generalization of Ehrenfest’s urn model, we obtain discrete approximations
to spatially one-dimensional time-fractional diffusion processes with
drift towards the origin. These discrete approximations can be interpreted
(a) as difference schemes for the relevant time-fractional partial differential
equation, (b) as random walk models. The relevant convergence questions as
well as the behaviour for time tending to infinity are discussed, and results
of numerical case studies are displayed.
See also, http://www.diss.fu-berlin.de/2004/168/index.html

LA - eng

KW - 26A33; 45K05; 60J60; 60G50; 65N06

UR - http://eudml.org/doc/11287

ER -

## NotesEmbed ?

topTo embed these notes on your page include the following JavaScript code on your page where you want the notes to appear.