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TMF, 2005 Volume 143, Number 3, Pages 455–464 (Mi tmf1825)

Transition of Multidimensional Jumplike Processes from Anomalous Diffusion to Linear Diffusion

A. I. Saichev, S. G. Utkin

N. I. Lobachevski State University of Nizhni Novgorod

Abstract: We consider multidimensional “quasi-anomalous” random-walk processes having linear-diffusion asymptotic representations at large times and obeying anomalous-diffusion laws at intermediate times (but which are also sufficiently large compared with microscopic time scales). The transition of a jumplike process from anomalous diffusion to linear diffusion is demonstrated. We use numerical computation to confirm the validity of the analytic calculations for the two-and three-dimensional cases.

Keywords: anomalous subdiffusion, anomalous superdiffusion, partial differential equations with fractional derivatives, intermediate asymptotic representations, quasi-anomalous random walks.

Received: 13.10.2004
Revised: 12.01.2005

DOI: 10.4213/tmf1825


 English version:
Theoretical and Mathematical Physics, 2005, 143:3, 870–878

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