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Fractional diffusion on bounded domains

Fractional Calculus and Applied Analysis

Lehoucq, Richard B.; D'Elia, Marta D.; Defterli, Ozlem; Du, Qiang; Gunzburger, Max D.

The mathematically correct specification of a fractional differential equation on a bounded domain requires specification of appropriate boundary conditions, or their fractional analogue. This paper discusses the application of nonlocal diffusion theory to specify well-posed fractional diffusion equations on bounded domains.

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The exit-time problem for a Markov jump process

European Physical Journal: Special Topics

Burch, N.; D'Elia, Marta D.; Lehoucq, Richard B.

The purpose of this paper is to consider the exit-time problem for a finite-range Markov jump process, i.e, the distance the particle can jump is bounded independent of its location. Such jump diffusions are expedient models for anomalous transport exhibiting super-diffusion or nonstandard normal diffusion. We refer to the associated deterministic equation as a volume-constrained nonlocal diffusion equation. The volume constraint is the nonlocal analogue of a boundary condition necessary to demonstrate that the nonlocal diffusion equation is well-posed and is consistent with the jump process. A critical aspect of the analysis is a variational formulation and a recently developed nonlocal vector calculus. This calculus allows us to pose nonlocal backward and forward Kolmogorov equations, the former equation granting the various moments of the exit-time distribution.

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The exit-time problem for a Markov jump process

European Physical Journal. Special Topics

Lehoucq, Richard B.; D'Elia, Marta D.; Burch, Nathanial

The purpose of this paper is to consider the exit-time problem for a finite-range Markov jump process, i.e, the distance the particle can jump is bounded independent of its location. Additionally, such jump diffusions are expedient models for anomalous transport exhibiting super-diffusion or nonstandard normal diffusion. We refer to the associated deterministic equation as a volume-constrained nonlocal diffusion equation. The volume constraint is the nonlocal analogue of a boundary condition necessary to demonstrate that the nonlocal diffusion equation is well-posed and is consistent with the jump process. A critical aspect of the analysis is a variational formulation and a recently developed nonlocal vector calculus. Finally, this calculus allows us to pose nonlocal backward and forward Kolmogorov equations, the former equation granting the various moments of the exit-time distribution.

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Results 51–69 of 69
Results 51–69 of 69