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Zbl 0933.37029
Saichev, Alexander I.; Zaslavsky, George M.
Fractional kinetic equations: Solutions and applications.
(English)
[J] Chaos 7, No.4, 753-764 (1997). ISSN 1054-1500; ISSN 1089-7682/e

Summary: Fractional generalization of the diffusion equation includes fractional derivatives with respect to time and coordinate. It had been introduced to describe anomalous kinetics of simple dynamical systems with chaotic motion. We consider a symmetrized fractional diffusion equation with a source and find different asymptotic solutions applying a method which is similar to the method of separation of variables. The method has a clear physical interpretation presenting the solution in a form of decomposition of the process of fractal Brownian motion and Lévy-type process. Fractional generalization of the Kolmogorov-Feller equation is introduced and its solutions are analyzed.
MSC 2000:
*37D45 Strange attractors, chaotic dynamics
37A60 Dynamical systems in statistical mechanics
82C31 Stochastic methods in time-dependent statistical mechanics
60K35 Interacting random processes

Keywords: fractal generalization; fractional derivatives; chaotic motion; symmetrized fractional diffusion; fractal Brownian motion; Kolmogorov-Feller equation

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Lie groups, physics and geometry. An introduction for physicists, engineers and chemists.

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