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Teoreticheskaya i Matematicheskaya Fizika, 2005, Volume 143, Number 3, Pages 455–464
DOI: https://doi.org/10.4213/tmf1825
(Mi tmf1825)
 

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
References:
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
English version:
Theoretical and Mathematical Physics, 2005, Volume 143, Issue 3, Pages 870–878
DOI: https://doi.org/10.1007/s11232-005-0112-z
Bibliographic databases:
Language: Russian
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
Citation in format AMSBIB
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\jour Theoret. and Math. Phys.
\yr 2005
\vol 143
\issue 3
\pages 870--878
\crossref{https://doi.org/10.1007/s11232-005-0112-z}
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  • https://www.mathnet.ru/eng/tmf/v143/i3/p455
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