Abstract
We obtain a generalized diffusion equation in modified or Riemann-Liouville form from continuous time random walk theory. The waiting time probability density function and mean squared displacement for different forms of the equation are explicitly calculated. We show examples of generalized diffusion equations in normal or Caputo form that encode the same probability distribution functions as those obtained from the generalized diffusion equation in modified form. The obtained equations are general and many known fractional diffusion equations are included as special cases.
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Sandev, T., Metzler, R. & Chechkin, A. From continuous time random walks to the generalized diffusion equation. FCAA 21, 10–28 (2018). https://doi.org/10.1515/fca-2018-0002
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DOI: https://doi.org/10.1515/fca-2018-0002