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Zbl 1089.60046
Chechkin, A.V.; Gorenflo, R.; Sokolov, I.M.; Gonchar, V.Yu.
Distributed order time fractional diffusion equation. (English)
[J] Fract. Calc. Appl. Anal. 6, No. 3, 259-279 (2003). ISSN 1311-0454; ISSN 1314-2224/e

The authors present the basic theory of time fractional diffusion with distributed orders (between 0 and 1) of the temporal derivative. If there is more than one order present, the density corresponding to the fundamental solution (with the delta function as initial condition) evolves as a kind of retarded subdiffusion (its evolving second moment evolving like time raised to a decreasing power). The authors illustrate such behaviour by plots of results of simulations by a backward oriented approximating random walk based on the Grünwald-Letnikov approximation. Furthermore they show that by special choice of the order density ultra-slow diffusion is otained (in which the second moment grows like a power of the logarithm of time). They outline the subordination to a Wiener process and hint at the relation to the theory of continuous time random walks.
[Rudolf Gorenflo (Berlin)]

MSC 2000:: *60J60 Diffusion processes
26A33 Fractional derivatives and integrals (real functions)
45K05 Integro-partial differential equations
82C31 Stochastic methods in time-dependent statistical mechanics

Keywords: fractional derivative; anomalous diffusion; subordination

Cited in: Zbl 1125.76067

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