4,427
edits
Continuous Time Random Walk: Difference between revisions
Jump to navigation
Jump to search
m
→Fractional Differential Equations
| Line 50: | Line 50: | ||
Fractional Differential Equation (FDE) corresponds to a Master Equation in the ''fluid limit''. | Fractional Differential Equation (FDE) corresponds to a Master Equation in the ''fluid limit''. | ||
<ref>[http://link.aps.org/doi/10.1103/PhysRevE.71.011111 R. Sánchez, B.A. Carreras, and B.Ph. van Milligen, ''Fluid limit of nonintegrable continuous-time random walks in terms of fractional differential equations'', Phys. Rev. E '''71''' (2005) 011111]</ref> | <ref>[http://link.aps.org/doi/10.1103/PhysRevE.71.011111 R. Sánchez, B.A. Carreras, and B.Ph. van Milligen, ''Fluid limit of nonintegrable continuous-time random walks in terms of fractional differential equations'', Phys. Rev. E '''71''' (2005) 011111]</ref> | ||
The fluid limit is the limit in which only the part of the dynamics that is dominant for large scales and long times is retained, and is useful for understanding the | The fluid limit is the limit in which only the part of the dynamics that is dominant for large scales and long times is retained, and is useful for understanding the steady state properties of a solution. | ||
To obtain the fractional differential operators, it is necessary to make an assumption regarding the shape of the distributions appearing in the kernel ''K''. Invoking the Generalized Limit Theorem for the sums of random variables, | To obtain the fractional differential operators, it is necessary to make an assumption regarding the shape of the distributions appearing in the kernel ''K''. Invoking the Generalized Limit Theorem for the sums of random variables, | ||