Generalized Diffusion Equation Associated with a Power-Law Correlated Continuous Time Random Walk
Author
Source
Advances in Mathematical Physics
Issue
Vol. 2019, Issue 2019 (31 Dec. 2019), pp.1-5, 5 p.
Publisher
Hindawi Publishing Corporation
Publication Date
2019-06-02
Country of Publication
Egypt
No. of Pages
5
Main Subjects
Abstract EN
In this work, a generalization of continuous time random walk is considered, where the waiting times among the subsequent jumps are power-law correlated with kernel function M(t)=tρ(ρ>-1).
In a continuum limit, the correlated continuous time random walk converges in distribution a subordinated process.
The mean square displacement of the proposed process is computed, which is of the form 〈x2(t)〉∝tH=t1/(1+ρ+1/α).
The anomy exponent H varies from α to α/(1+α) when -1<ρ<0 and from α/(1+α) to 0 when ρ>0.
The generalized diffusion equation of the process is also derived, which has a unified form for the above two cases.
American Psychological Association (APA)
Shi, Long. 2019. Generalized Diffusion Equation Associated with a Power-Law Correlated Continuous Time Random Walk. Advances in Mathematical Physics،Vol. 2019, no. 2019, pp.1-5.
https://search.emarefa.net/detail/BIM-1118934
Modern Language Association (MLA)
Shi, Long. Generalized Diffusion Equation Associated with a Power-Law Correlated Continuous Time Random Walk. Advances in Mathematical Physics No. 2019 (2019), pp.1-5.
https://search.emarefa.net/detail/BIM-1118934
American Medical Association (AMA)
Shi, Long. Generalized Diffusion Equation Associated with a Power-Law Correlated Continuous Time Random Walk. Advances in Mathematical Physics. 2019. Vol. 2019, no. 2019, pp.1-5.
https://search.emarefa.net/detail/BIM-1118934
Data Type
Journal Articles
Language
English
Notes
Includes bibliographical references
Record ID
BIM-1118934