On fractional diffusion and continuous time random walks
R. Hilfer
ICA-1, Universität Stuttgart, 70569 Stuttgart, Germany
Institut für Physik, Universität Mainz, 55099 Mainz, Germany
results presented at the INTAS’03 meeting, Kopenhagen, May 3rd, 2003
Abstract.
A continuous time random walk model is presented with
long-tailed waiting time density that approaches a Gaussian
distribution in the continuum limit.
This example shows that
continuous time random walks with long time tails
and diffusion equations with a fractional time
derivative are in general not asymptotically
equivalent.
Key words and phrases:
fractional calculus, fractional diffusion, anomalous diffusion,
subdiffusion, continuous time random walks, power law tail
PACS: 67.40.Pf, 77.22.-d, 78.30.Ly