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Recurrence of the random process governed with the fractional Laplacian and the Caputo time derivative

Authors :
Elisa Affili
Jukka T. Kemppainen
Source :
Bruno Pini Mathematical Analysis Seminar, Vol 14, Iss 1, Pp 1-14 (2023)
Publication Year :
2023
Publisher :
University of Bologna, 2023.

Abstract

We are addressing a parabolic equation with fractional derivatives in time and space that governs the scaling limit of continuous-time random walks with anomalous diffusion. For these equations, the fundamental solution represents the probability density of finding a particle released at the origin at time 0 at a given position and time. Using some estimates of the asymptotic behaviour of the fundamental solution, we evaluate the probability of the process returning infinite times to the origin in a heuristic way. Our calculations suggest that the process is always recurrent.

Details

Language :
English, Italian
ISSN :
22402829
Volume :
14
Issue :
1
Database :
Directory of Open Access Journals
Journal :
Bruno Pini Mathematical Analysis Seminar
Publication Type :
Academic Journal
Accession number :
edsdoj.46ef5afd51d74c10b04331433c22e601
Document Type :
article
Full Text :
https://doi.org/10.6092/issn.2240-2829/17264