Space-time fractional diffusion equations and asymptotic behaviors of a coupled continuous time random walk model
Space-time fractional diffusion equations and asymptotic behaviors of a coupled continuous time random walk model
复制标题
耦合连续时间随机游走模型的时空分数扩散方程和渐近行为
DOI：
10.1016/j.physa.2013.08.021
复制
发表时间：
2013-12-01
影响因子：
3.3
通讯作者：
Huang, Hailan
中科院分区：
文献类型：
--
作者：
Shi, Long;Yu, Zuguo;Huang, Hailan
本文考虑一类跳跃长度与等待时间相关的连续时间随机游动模型。讨论了耦合跳跃概率密度函数在Fourier-Laplace域中的渐近行为。由所给的渐近性态导出了相应的分数阶扩散方程。对应于联合概率密度函数在Fourier-Laplace空间中的渐近行为，讨论了等待时间概率密度和跳跃长度条件概率密度的渐近行为. (C)2013爱思唯尔有限公司版权所有。
In this paper, we consider a type of continuous time random walk model where the jump length is correlated with the waiting time. The asymptotic behaviors of the coupled jump probability density function in the Fourier-Laplace domain are discussed. The corresponding fractional diffusion equations are derived from the given asymptotic behaviors. Corresponding to the asymptotic behaviors of the joint probability density function in the Fourier-Laplace space, the asymptotic behaviors of the waiting time probability density and the conditional probability density for jump length are also discussed. (C) 2013 Elsevier B.V. All rights reserved.