Cardiff University | Prifysgol Caerdydd ORCA
Online Research @ Cardiff 
WelshClear Cookie - decide language by browser settings

Fractional Pearson diffusions

Leonenko, Nikolai N., Meerschaert, M. M. and Sikorskii, A. 2013. Fractional Pearson diffusions. Journal of Mathematical Analysis and Applications 403 (2) , pp. 532-546. 10.1016/j.jmaa.2013.02.046

Full text not available from this repository.

Abstract

Pearson diffusions are governed by diffusion equations with polynomial coefficients. Fractional Pearson diffusions are governed by the corresponding timefractional diffusion equation. They are useful for modeling sub-diffusive phenomena, caused by particle sticking and trapping. This paper provides explicit strong solutions for fractional Pearson diffusions, using spectral methods. It also presents stochastic solutions, using a non-Markovian inverse stable time change.

Item Type: Article
Date Type: Publication
Status: Published
Schools: Mathematics
Subjects: Q Science > QA Mathematics
Uncontrolled Keywords: Pearson diffusion; Fractional derivative; Eigenfunction expansion; Stable process; Hitting time; Mittag-Leffler function
Publisher: Elsevier
ISSN: 0022-247X
Last Modified: 04 Jun 2017 04:49
URI: http://orca.cf.ac.uk/id/eprint/45212

Citation Data

Cited 46 times in Google Scholar. View in Google Scholar

Cited 45 times in Scopus. View in Scopus. Powered By Scopus® Data

Actions (repository staff only)

Edit Item Edit Item