Tempered stable Lévy motion and transient super-diffusion

The space-fractional diffusion equation models anomalous super-diffusion. Its solutions are transition densities of a stable Lévy motion, representing the accumulation of power-law jumps. The tempered stable Lévy motion uses exponential tempering to cool these jumps. A tempered fractional diffusion...

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Bibliographic Details
Published in:	Journal of computational and applied mathematics Vol. 233; no. 10; pp. 2438 - 2448
Main Authors:	Baeumer, Boris, Meerschaert, Mark M.
Format:	Journal Article
Language:	English
Published:	Kidlington Elsevier B.V 15.03.2010 Elsevier
Subjects:	Exact sciences and technology Fractional derivatives Mathematical analysis Mathematics Numerical analysis Numerical analysis. Scientific computation Particle tracking Power law Real functions Sciences and techniques of general use Truncated power law Fractional derivatives Particle tracking Power law Truncated power law Numerical analysis Applied mathematics Crank Nicolson method Diffusion equation Finite difference method
ISSN:	0377-0427, 1879-1778
Online Access:	Get full text
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