The Global Diffusion Limit for the Space Dependent Variable-Order Time-Fractional Diffusion Equation

Fuente: arXiv
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Autori principali: Angstmann, Christopher N., Han, Daniel S., Henry, Bruce I., Huang, Boris Z., Xu, Zhuang
Natura: Preprint
Pubblicazione: 2025
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author Angstmann, Christopher N.
Han, Daniel S.
Henry, Bruce I.
Huang, Boris Z.
Xu, Zhuang
author_facet Angstmann, Christopher N.
Han, Daniel S.
Henry, Bruce I.
Huang, Boris Z.
Xu, Zhuang
contents The diffusion equation and its time-fractional counterpart can be obtained via the diffusion limit of continuous-time random walks with exponential and heavy-tailed waiting time distributions. The space dependent variable-order time-fractional diffusion equation is a generalization of the time-fractional diffusion equation with a fractional exponent that varies over space, modelling systems with spatial heterogeneity. However, there has been limited work on defining a global diffusion limit and an underlying random walk for this macroscopic governing equation, which is needed to make meaningful interpretations of the parameters for applications. Here, we introduce continuous time and discrete time random walk models that limit to the variable-order fractional diffusion equation via a global diffusion limit and space- and time- continuum limits. From this, we show how the master equation of the discrete time random walk can be used to provide a numerical method for solving the variable-order fractional diffusion equation. The results in this work provide underlying random walks and an improved understanding of the diffusion limit for the variable-order fractional diffusion equation, which is critical for the development, calibration and validation of models for diffusion in spatially inhomogeneous media with traps and obstacles.
format Preprint
id arxiv_https___arxiv_org_abs_2504_18787
institution arXiv
publishDate 2025
record_format arxiv
spellingShingle The Global Diffusion Limit for the Space Dependent Variable-Order Time-Fractional Diffusion Equation
Angstmann, Christopher N.
Han, Daniel S.
Henry, Bruce I.
Huang, Boris Z.
Xu, Zhuang
Statistical Mechanics
Mathematical Physics
Quantitative Methods
60K50 (Primary), 60J74, 76R99, 92-10
The diffusion equation and its time-fractional counterpart can be obtained via the diffusion limit of continuous-time random walks with exponential and heavy-tailed waiting time distributions. The space dependent variable-order time-fractional diffusion equation is a generalization of the time-fractional diffusion equation with a fractional exponent that varies over space, modelling systems with spatial heterogeneity. However, there has been limited work on defining a global diffusion limit and an underlying random walk for this macroscopic governing equation, which is needed to make meaningful interpretations of the parameters for applications. Here, we introduce continuous time and discrete time random walk models that limit to the variable-order fractional diffusion equation via a global diffusion limit and space- and time- continuum limits. From this, we show how the master equation of the discrete time random walk can be used to provide a numerical method for solving the variable-order fractional diffusion equation. The results in this work provide underlying random walks and an improved understanding of the diffusion limit for the variable-order fractional diffusion equation, which is critical for the development, calibration and validation of models for diffusion in spatially inhomogeneous media with traps and obstacles.
title The Global Diffusion Limit for the Space Dependent Variable-Order Time-Fractional Diffusion Equation
topic Statistical Mechanics
Mathematical Physics
Quantitative Methods
60K50 (Primary), 60J74, 76R99, 92-10
url https://arxiv.org/abs/2504.18787