5 papers · 1 filter
First Passage Times for Variable-Order Time-Fractional Diffusion
Wancheng Li, Daniel S. Han
We derive the asymptotic first passage time (FPT) distribution for space-dependent variable-order time-fractional diffusion, where the fractional exponent varies with posit…
First-Passage Times for the Space-Fractional Spectral Fokker-Planck Equation
Christopher N. Angstmann, Daniel S. Han, Bruce I. Henry +1
We extend the random walk framework to include compounded steps, providing first-passage time (FPT) properties for a new class of superdiffusive processes, which are governed by th…
The Global Diffusion Limit for the Space Dependent Variable-Order Time-Fractional Diffusion Equation
Christopher N. Angstmann, Daniel S. Han, Bruce I. Henry +2
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 di…
A compounded random walk for space-fractional diffusion on finite domains
Christopher N. Angstmann, Daniel S. Han, Bruce I. Henry +2
We formulate a compounded random walk that is physically well defined on both finite and infinite domains, and samples space-dependent forces throughout jumps. The governing evolut…
A Stochastic Simulation Method for Fractional Order Compartment Models
Christopher N. Angstmann, Stuart-James M. Burney, Bruce I. Henry +3
Our study focuses on fractional order compartment models derived from underlying physical stochastic processes, providing a more physically grounded approach compared to models tha…