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On fractional diffusion and continuous time random walks

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  • Hilfer, R.

Abstract

A continuous time random walk model is presented with long-tailed waiting time density that approaches a Gaussian distribution in the continuum limit. This example shows that continuous time random walks with long time tails and diffusion equations with a fractional time derivative are in general not asymptotically equivalent.

Suggested Citation

  • Hilfer, R., 2003. "On fractional diffusion and continuous time random walks," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 329(1), pages 35-40.
    • Handle: RePEc:eee:phsmap:v:329:y:2003:i:1:p:35-40
    DOI: 10.1016/S0378-4371(03)00583-1
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    Cited by:

    1. Borin, Daniel & Livorati, André Luís Prando & Leonel, Edson Denis, 2023. "An investigation of the survival probability for chaotic diffusion in a family of discrete Hamiltonian mappings," Chaos, Solitons & Fractals, Elsevier, vol. 175(P1).
    2. Allahviranloo, T. & Gouyandeh, Z. & Armand, A., 2015. "Numerical solutions for fractional differential equations by Tau-Collocation method," Applied Mathematics and Computation, Elsevier, vol. 271(C), pages 979-990.
    3. Gafiychuk, V.V. & Datsko, B.Yo., 2006. "Pattern formation in a fractional reaction–diffusion system," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 365(2), pages 300-306.
    4. Jaros{l}aw Klamut & Tomasz Gubiec, 2018. "Directed Continuous-Time Random Walk with memory," Papers 1807.01934, arXiv.org.
    5. Gorenflo, Rudolf & Mainardi, Francesco & Vivoli, Alessandro, 2007. "Continuous-time random walk and parametric subordination in fractional diffusion," Chaos, Solitons & Fractals, Elsevier, vol. 34(1), pages 87-103.

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