Generalized space-time fractional dynamics in networks and lattices
Thomas M. Michelitsch (IJLRDA-MPIA), Alejandro Perez Riascos (UNAM),, Bernard Collet (DALEMBERT), Andrzej F. Nowakowski, Franck Nicolleau

TL;DR
This paper develops a flexible generalized space-time fractional random walk model on networks and lattices, capturing non-Markovian dynamics with long memory and fat-tailed waiting times, and derives a corresponding macroscopic diffusion equation.
Contribution
It introduces a novel four-parameter generalized space-time fractional CTRW model that unifies and extends classical models, applicable to complex systems.
Findings
Derived a macroscopic space-time fractional diffusion equation.
Analyzed special cases including Laskin's fractional Poisson process.
Demonstrated model's flexibility to describe real-world complex systems.
Abstract
We analyze generalized space-time fractional motions on undirected networks and lattices. The continuous-time random walk (CTRW) approach of Montroll and Weiss is employed to subordinate a space fractional walk to a generalization of the time-fractional Poisson renewal process. This process introduces a non-Markovian walk with long-time memory effects and fat-tailed characteristics in the waiting time density. We analyze `generalized space-time fractional diffusion' in the infinite -dimensional integer lattice . We obtain in the diffusion limit a `macroscopic' space-time fractional diffusion equation. Classical CTRW models such as with Laskin's fractional Poisson process and standard Poisson process which occur as special cases are also analyzed. The developed generalized space-time fractional CTRW model contains a four-dimensional parameter space and offers…
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Taxonomy
TopicsStochastic processes and statistical mechanics · Random Matrices and Applications · advanced mathematical theories
