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arXiv · 1308.2461

Space-time fractional diffusion equations and asymptotic behaviors of a coupled continuous time random walk model

Long Shi·Zuguo Yu·Zhi Mao·Aiguo Xiao·Hailan Huang
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Abstract

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.

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Long Shi, Zuguo Yu, Zhi Mao, Aiguo Xiao, Hailan Huang. 2013-08-12. Space-time fractional diffusion equations and asymptotic behaviors of a coupled continuous time random walk model. https://doi.org/10.1016/j.physa.2013.08.021

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