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Transition of Multidimensional Jumplike Processes from Anomalous Diffusion to Linear Diffusion
A. I. Saichev, S. G. Utkin N. I. Lobachevski State University of Nizhni Novgorod
Abstract:
We consider multidimensional “quasi-anomalous” random-walk processes having linear-diffusion asymptotic representations at large times and obeying anomalous-diffusion laws at intermediate times (but which are also sufficiently large compared with microscopic time scales). The transition of a jumplike process from anomalous diffusion to linear diffusion is demonstrated. We use numerical computation to confirm the validity of the analytic calculations for the two-and three-dimensional cases.
Keywords:
anomalous subdiffusion, anomalous superdiffusion, partial differential equations with fractional derivatives, intermediate asymptotic representations, quasi-anomalous random walks.
Received: 13.10.2004 Revised: 12.01.2005
Citation:
A. I. Saichev, S. G. Utkin, “Transition of Multidimensional Jumplike Processes from Anomalous Diffusion to Linear Diffusion”, TMF, 143:3 (2005), 455–464; Theoret. and Math. Phys., 143:3 (2005), 870–878
Linking options:
https://www.mathnet.ru/eng/tmf1825https://doi.org/10.4213/tmf1825 https://www.mathnet.ru/eng/tmf/v143/i3/p455
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