Fractional Diffusion Equations for Lattice and Continuum: Grunwald-Letnikov Differences and Derivatives Approach

Abstract

Fractional diffusion equations for three-dimensional lattice models based on fractional-order differences of the Grunwald-Letnikov type are suggested. These lattice fractional diffusion equations contain difference operators that describe long-range jumps from one lattice site to other. In continuum limit, the suggested lattice diffusion equations with non-integer order differences give the diffusion equations with the Grunwald-Letnikov fractional derivatives for continuum. We propose a consistent derivation of the fractional diffusion equation with the fractional derivatives of Grunwald-Letnikov type. The suggested lattice diffusion equations can be considered as a new microstructural basis of space-fractional diffusion in nonlocal media.