Stable distributions and green’s functions for fractional diffusions-Reference-Cited by-同舟云学术

Stable distributions and green’s functions for fractional diffusions

Published:2019-02-01 Issue:1 Volume:22 Page:128-138
ISSN:1311-0454
Container-title:Fractional Calculus and Applied Analysis
language:en
Short-container-title:

Author:

Nolan John P.¹

Affiliation:

1. Department of Mathematics and Statistics , American University , 4400 Massachusetts Avenue , NW Washington , DC 20016-8050 , USA

Abstract

Abstract Stable distributions are a class of distributions that have important uses in probability theory. They also have a applications in the theory of fractional diffusions: symmetric stable density functions are the Green’s functions of the fractional heat equation. We describe efficient numerical representations for these Green’s functions, enabling their use in numerical solutions of fractional heat equations. We also describe a new connection between stable laws and the Weyl fractional derivative.

Publisher

Walter de Gruyter GmbH

Subject

Applied Mathematics,Analysis

Link

https://www.degruyter.com/document/doi/10.1515/fca-2019-0008/pdf

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