2009
DOI: 10.1088/1751-8113/42/11/115001
|View full text |Cite
|
Sign up to set email alerts
|

Non Fickian flux for advection–dispersion with immobile periods

Abstract: The fractal mobile–immobile model (MIM) is intermediate between advection–dispersion (ADE) and fractal Fokker–Planck (FFKPE) equations. It involves two time derivatives, whose orders are 1 and γ (between 0 and 1) on the left-hand side, whereas all mentioned equations have identical right-hand sides. The fractal MIM model accounts for non-Fickian effects that occur when tracers spread in media because of through-flow, and can get trapped by immobile sites. The solid matrix of a porous material may contain such … Show more

Help me understand this report

Search citation statements

Order By: Relevance

Paper Sections

Select...
2
2
1

Citation Types

1
32
0
6

Year Published

2011
2011
2023
2023

Publication Types

Select...
6

Relationship

0
6

Authors

Journals

citations
Cited by 22 publications
(39 citation statements)
references
References 35 publications
1
32
0
6
Order By: Relevance
“…In [9], following [6,13,22] we proved that the mapping Id + λI 1−γ 0,+ has an inverse, the proof is completely similar when h depends on x instead of being equal to 1, so that the above results imply P m = (Id + λI…”
Section: Random Walks and Pdementioning
confidence: 81%
See 4 more Smart Citations
“…In [9], following [6,13,22] we proved that the mapping Id + λI 1−γ 0,+ has an inverse, the proof is completely similar when h depends on x instead of being equal to 1, so that the above results imply P m = (Id + λI…”
Section: Random Walks and Pdementioning
confidence: 81%
“…(1) was proposed at first by Schumer et al [21], who stressed the interesting asymptotic behavior of the solutions. Then, it was proved [2,9,23] to represent the density P(x, t) of a Brownian Motion subordinated to a time process accounting for immobile periods, distributed by a maximally skewed stable law of exponent γ. Similar equations, with constant coefficients and only the I 1−γ 0,+ ∂ t P(x, t) on the left hand side, were also proved to represent the evolution of the density of random walks.…”
Section: Definitionmentioning
confidence: 99%
See 3 more Smart Citations