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Fractional Pearson diffusions

Leonenko, Nikolai N. ORCID:, Meerschaert, M. M. and Sikorskii, A. 2013. Fractional Pearson diffusions. Journal of Mathematical Analysis and Applications 403 (2) , pp. 532-546. 10.1016/j.jmaa.2013.02.046

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Pearson diffusions are governed by diffusion equations with polynomial coefficients. Fractional Pearson diffusions are governed by the corresponding timefractional diffusion equation. They are useful for modeling sub-diffusive phenomena, caused by particle sticking and trapping. This paper provides explicit strong solutions for fractional Pearson diffusions, using spectral methods. It also presents stochastic solutions, using a non-Markovian inverse stable time change.

Item Type: Article
Date Type: Publication
Status: Published
Schools: Mathematics
Subjects: Q Science > QA Mathematics
Uncontrolled Keywords: Pearson diffusion; Fractional derivative; Eigenfunction expansion; Stable process; Hitting time; Mittag-Leffler function
Publisher: Elsevier
ISSN: 0022-247X
Last Modified: 24 Oct 2022 10:38

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