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arxiv: cond-mat/0210166 · v2 · pith:KHI7YVW2new · submitted 2002-10-08 · ❄️ cond-mat.dis-nn · cond-mat.stat-mech

Revisiting the derivation of the fractional diffusion equation

classification ❄️ cond-mat.dis-nn cond-mat.stat-mech
keywords diffusionequationfractionalctrwslimitapplicationcasescauchy
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The fractional diffusion equation is derived from the master equation of continuous-time random walks (CTRWs) via a straightforward application of the Gnedenko-Kolmogorov limit theorem. The Cauchy problem for the fractional diffusion equation is solved in various important and general cases. The meaning of the proper diffusion limit for CTRWs is discussed.

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