Edit Profile (opens in new tab) Meerschaert, Mark Marvin Compute Distance To: Compute Author ID: meerschaert.mark-m Published as: Meerschaert, Mark M.; Meerschaert, M. M.; Meerschaert, Mark more...less Homepage: https://www.stt.msu.edu/~mcubed/ External Links: MGP · Wikidata · Google Scholar · dblp · GND · IdRef Documents Indexed: 140 Publications since 1986, including 7 Books 2 Contributions as Editor Biographic References: 1 Publication Co-Authors: 90 Co-Authors with 128 Joint Publications 2,521 Co-Co-Authors all top 5 Co-Authors 14 single-authored 40 Scheffler, Hans-Peter 16 Bäumer, Boris 10 Nane, Erkan 7 Anderson, Paul L. 7 Becker-Kern, Peter 7 Kovács, Mihály 7 Sikorskii, Alla 7 Xiao, Yimin 6 Sabzikar, Farzad 5 Straka, Peter 5 Tadjeran, Charles 5 Vellaisamy, Palaniappan 4 Kelly, James F. 4 Kozubowski, Tomasz J. 3 Aban, Inmaculada B. 3 Benson, David A. 3 Jurlewicz, Agnieszka 3 Leonenko, Nikolai N. 3 Liu, Fawang 3 Samiee, Mehdi 3 Sankaranarayanan, Harish 3 Schilling, René Leander 3 Zayernouri, Mohsen 2 Bolster, Diogo T. 2 Didier, Gustavo 2 Li, Chenggang 2 Lim, Chae Young 2 Lischke, Anna 2 McGough, Robert 2 Mortensen, Jeff W. 2 Panorska, Anna K. 2 Pipiras, Vladas 2 Stoev, Stilian A. 2 Veeh, Jerry Alan 1 Ainsworth, Mark 1 Alrawashdeh, Mahmoud S. 1 Biermé, Hermine 1 Cai, Wei 1 Chakrabarty, Arijit 1 Chen, Jinghua 1 Chen, Wen 1 Chen, Zhen-Qing 1 Cherry, W. Peter 1 Cohen, Serge 1 Defterli, Ozlem 1 D’Elia, Marta 1 Du, Qiang 1 Glusa, Christian 1 Gulian, Mamikon 1 Gunzburger, Max D. 1 Guo, Hongwen 1 Karniadakis, George Em 1 Kavalieris, Laimonis 1 Kharazmi, Ehsan 1 Kiryakova, Virginia S. 1 Kumar, Arun 1 Kurita, Satoko 1 Lage, Svenja 1 Lehoucq, Richard B. 1 Li, Miao 1 Liu, Qingxia 1 Luks, Tomasz 1 Magin, Richard Lloyd 1 Mandrekar, Vidyadhar S. 1 Mao, Zhiping 1 McGough, R. J. 1 McLeod, Angus Ian 1 Pang, Guofei 1 Phanikumar, Mantha S. 1 Piskarëv, S. I. 1 Podgórski, Krzysztof 1 Podlubny, Igor 1 Rosiński, Jan 1 Roy, Parthanil 1 Shao, Qin 1 Song, Fangying 1 Stanislavsky, Aleksander A. 1 Tesfaye, Yonas Gebeyehu 1 Toaldo, Bruno 1 Vecchia, Aldo V. 1 Weron, Karina 1 West, Bruce J. 1 Wu, Dongsheng 1 Ye, Allen Q. 1 Yong, Zhang 1 Zhang, Kai 1 Zhang, Yong 1 Zheng, Xiaoning 1 Zhou, Yuzhen 1 Zhuang, Pinghui all top 5 Serials 12 Statistics & Probability Letters 11 Stochastic Processes and their Applications 11 Fractional Calculus & Applied Analysis 8 Journal of Computational Physics 7 Journal of Multivariate Analysis 7 Journal of Theoretical Probability 6 Computers & Mathematics with Applications 6 The Annals of Probability 6 Journal of Time Series Analysis 5 Journal of Mathematical Analysis and Applications 5 Journal of Computational and Applied Mathematics 4 Journal of Statistical Planning and Inference 4 Proceedings of the American Mathematical Society 4 Transactions of the American Mathematical Society 3 Journal of Applied Probability 3 Publicationes Mathematicae Debrecen 2 Journal of Statistical Physics 2 Journal of Applied Analysis 2 De Gruyter Studies in Mathematics 1 Advances in Applied Probability 1 Physica A 1 Studia Mathematica 1 Bulletin of Mathematical Biology 1 Chaos, Solitons and Fractals 1 The Annals of Statistics 1 Journal of the American Statistical Association 1 Journal of Functional Analysis 1 Mathematische Nachrichten 1 Monatshefte für Mathematik 1 Naval Research Logistics 1 Publications de l’Institut Mathématique. Nouvelle Série 1 Applied Numerical Mathematics 1 Communications in Statistics. Simulation and Computation 1 Communications in Statistics. Theory and Methods 1 Electronic Journal of Probability 1 Bernoulli 1 Journal of Vibration and Control 1 Nonlinear Dynamics 1 Proceedings of the Royal Society of London. Series A. Mathematical, Physical and Engineering Sciences 1 Extremes 1 Physical Review E. Third Series 1 Mathematical Modelling of Natural Phenomena 1 Communications in Applied and Industrial Mathematics 1 Electronic Journal of Mathematical Analysis and Applications EJMAA 1 Wiley Series in Probability and Mathematical Statistics 1 Communications on Applied Mathematics and Computation all top 5 Fields 93 Probability theory and stochastic processes (60-XX) 41 Partial differential equations (35-XX) 38 Real functions (26-XX) 26 Numerical analysis (65-XX) 23 Statistics (62-XX) 16 Statistical mechanics, structure of matter (82-XX) 6 General and overarching topics; collections (00-XX) 4 Measure and integration (28-XX) 4 Operator theory (47-XX) 4 Systems theory; control (93-XX) 3 Ordinary differential equations (34-XX) 2 Special functions (33-XX) 2 Integral equations (45-XX) 2 Fluid mechanics (76-XX) 2 Geophysics (86-XX) 2 Operations research, mathematical programming (90-XX) 2 Biology and other natural sciences (92-XX) 1 Linear and multilinear algebra; matrix theory (15-XX) 1 Topological groups, Lie groups (22-XX) 1 Sequences, series, summability (40-XX) 1 Integral transforms, operational calculus (44-XX) 1 Global analysis, analysis on manifolds (58-XX) 1 Mechanics of deformable solids (74-XX) 1 Information and communication theory, circuits (94-XX) Publications by Year all cited Publications top 5 cited Publications Citations contained in zbMATH Open 133 Publications have been cited 5,419 times in 2,917 Documents Cited by ▼ Year ▼ Finite difference approximations for fractional advection-dispersion flow equations. Zbl 1126.76346Meerschaert, Mark M.; Tadjeran, Charles 711 2004 Finite difference approximations for two-sided space-fractional partial differential equations. Zbl 1086.65087Meerschaert, Mark M.; Tadjeran, Charles 450 2006 A second-order accurate numerical approximation for the fractional diffusion equation. Zbl 1089.65089Tadjeran, Charles; Meerschaert, Mark M.; Scheffler, Hans-Peter 302 2006 Stochastic models for fractional calculus. Zbl 1247.60003Meerschaert, Mark M.; Sikorskii, Alla 256 2012 Finite difference methods for two-dimensional fractional dispersion equation. Zbl 1085.65080Meerschaert, Mark M.; Scheffler, Hans-Peter; Tadjeran, Charles 209 2006 Limit theorems for continuous-time random walks with infinite mean waiting times. Zbl 1065.60042Meerschaert, Mark M.; Scheffler, Hans-Peter 198 2004 A second-order accurate numerical method for the two-dimensional fractional diffusion equation. Zbl 1113.65124Tadjeran, Charles; Meerschaert, Mark M. 187 2007 Numerical methods for solving the multi-term time-fractional wave-diffusion equation. Zbl 1312.65138Liu, Fawang; Meerschaert, Mark; McGough, Robert; Zhuang, Pinghui; Liu, Qingxia 186 2013 Limit distributions for sums of independent random vectors. Heavy tails in theory and practice. Zbl 0990.60003Meerschaert, Mark M.; Scheffler, Hans-Peter 169 2001 The fractional Poisson process and the inverse stable subordinator. Zbl 1245.60084Meerschaert, Mark M.; Nane, Erkan; Vellaisamy, P. 108 2011 Fractional Cauchy problems on bounded domains. Zbl 1247.60078Meerschaert, Mark M.; Nane, Erkan; Vellaisamy, P. 106 2009 Stochastic solutions for fractional Cauchy problems. Zbl 1057.35102Baeumer, Boris; Meerschaert, Mark M. 105 2001 Triangular array limits for continuous time random walks. Zbl 1153.60023Meerschaert, Mark M.; Scheffler, Hans-Peter 100 2008 A novel numerical method for the time variable fractional order mobile-immobile advection-dispersion model. Zbl 1350.65092Zhang, H.; Liu, F.; Phanikumar, Mantha S.; Meerschaert, Mark M. 98 2013 Tempered stable Lévy motion and transient super-diffusion. Zbl 1423.60079Baeumer, Boris; Meerschaert, Mark M. 95 2010 Tempered fractional calculus. Zbl 1349.26017Sabzikar, Farzad; Meerschaert, Mark M.; Chen, Jinghua 93 2015 Stochastic solution of space-time fractional diffusion equations. Zbl 1244.60080Meerschaert, Mark M.; Benson, David A.; Scheffler, Hans-Peter; Baeumer, Boris 90 2002 What is the fractional Laplacian? A comparative review with new results. Zbl 1453.35179Lischke, Anna; Pang, Guofei; Gulian, Mamikon; Song, Fangying; Glusa, Christian; Zheng, Xiaoning; Mao, Zhiping; Cai, Wei; Meerschaert, Mark M.; Ainsworth, Mark; Karniadakis, George Em 81 2020 Distributed-order fractional diffusions on bounded domains. Zbl 1222.35204Meerschaert, Mark M.; Nane, Erkan; Vellaisamy, P. 77 2011 Operator scaling stable random fields. Zbl 1111.60033Biermé, Hermine; Meerschaert, Mark M.; Scheffler, Hans-Peter 73 2007 Inverse stable subordinators. Zbl 1274.60153Meerschaert, M. M.; Straka, P. 73 2013 Numerical solutions for fractional reaction-diffusion equations. Zbl 1142.65422Baeumer, Boris; Kovács, Mihály; Meerschaert, Mark M. 69 2008 Limit theorems for coupled continuous time random walks. Zbl 1054.60052Becker-Kern, Peter; Meerschaert, Mark M.; Scheffler, Hans-Peter 62 2004 Stochastic models for fractional calculus. 2nd revised and extended edition. Zbl 1490.60004Meerschaert, Mark M.; Sikorskii, Alla 60 2019 Space-time fractional diffusion on bounded domains. Zbl 1251.35177Chen, Zhen-Qing; Meerschaert, Mark M.; Nane, Erkan 60 2012 Brownian subordinators and fractional Cauchy problems. Zbl 1186.60079Baeumer, Boris; Meerschaert, Mark M.; Nane, Erkan 59 2009 Stochastic model for ultraslow diffusion. Zbl 1100.60024Meerschaert, Mark M.; Scheffler, Hans-Peter 55 2006 Fractional Pearson diffusions. Zbl 1297.60057Leonenko, Nikolai N.; Meerschaert, Mark M.; Sikorskii, Alla 55 2013 Fractional diffusion on bounded domains. Zbl 1488.35557Defterli, Ozlem; D’Elia, Marta; Du, Qiang; Gunzburger, Max; Lehoucq, Rich; Meerschaert, Mark M. 52 2015 Parameter estimation for the truncated Pareto distribution. Zbl 1118.62312Aban, Inmaculada B.; Meerschaert, Mark M.; Panorska, Anna K. 45 2006 Fractional reproduction-dispersal equations and heavy tail dispersal kernels. Zbl 1296.92195Baeumer, Boris; Kovács, Mihály; Meerschaert, Mark M. 45 2007 On using random walks to solve the space-fractional advection-dispersion equations. Zbl 1092.82038Yong, Zhang; Benson, David A.; Meerschaert, Mark M.; Scheffler, Hans-Peter 42 2006 Limit theorem for continuous-time random walks with two time scales. Zbl 1050.60038Becker-Kern, Peter; Meerschaert, Mark M.; Scheffler, Hans-Peter 34 2004 Tempered fractional Brownian motion. Zbl 1287.60050Meerschaert, Mark M.; Sabzikar, Farzad 34 2013 Inhomogeneous fractional diffusion equations. Zbl 1202.86005Baeumer, Boris; Kurita, Satoko; Meerschaert, Mark M. 32 2005 Semi-Markov approach to continuous time random walk limit processes. Zbl 1305.60089Meerschaert, Mark M.; Straka, Peter 32 2014 Fernique-type inequalities and moduli of continuity for anisotropic Gaussian random fields. Zbl 1322.60069Meerschaert, Mark M.; Wang, Wensheng; Xiao, Yimin 31 2013 Correlation structure of time-changed Lévy processes. Zbl 1329.60118Leonenko, Nikolai N.; Meerschaert, Mark M.; Schilling, René L.; Sikorskii, Alla 31 2014 Correlation structure of fractional Pearson diffusions. Zbl 1381.60112Leonenko, Nikolai N.; Meerschaert, Mark M.; Sikorskii, Alla 30 2013 Stochastic integration for tempered fractional Brownian motion. Zbl 1329.60166Meerschaert, Mark M.; Sabzikar, Farzad 30 2014 Particle tracking for fractional diffusion with two time scales. Zbl 1189.65240Meerschaert, Mark M.; Zhang, Yong; Baeumer, Boris 29 2010 Correlated continuous time random walks. Zbl 1179.60024Meerschaert, Mark M.; Nane, Erkan; Xiao, Yimin 27 2009 Boundary conditions for fractional diffusion. Zbl 1386.35424Baeumer, Boris; Kovács, Mihály; Meerschaert, Mark M.; Sankaranarayanan, Harish 27 2018 Fractional governing equations for coupled random walks. Zbl 1268.60057Jurlewicz, A.; Kern, P.; Meerschaert, M. M.; Scheffler, H.-P. 25 2012 Space-time fractional derivative operators. Zbl 1070.47043Baeumer, Boris; Meerschaert, Mark M.; Mortensen, Jeff 25 2005 Fractional Laplace motion. Zbl 1100.60017Kozubowski, T. J.; Meerschaert, M. M.; Podgórski, K. 21 2006 Local Whittle estimator for anisotropic random fields. Zbl 1167.62465Guo, Hongwen; Lim, Chae Young; Meerschaert, Mark M. 21 2009 Vector Grünwald formula for fractional derivatives. Zbl 1084.65024Meerschaert, Mark M.; Mortensen, Jeff; Scheffler, Hans-Peter 19 2004 Applications of inverse tempered stable subordinators. Zbl 1409.60058Alrawashdeh, Mahmoud S.; Kelly, James F.; Meerschaert, Mark M.; Scheffler, Hans-Peter 19 2017 Boundary conditions for two-sided fractional diffusion. Zbl 1416.35296Kelly, James F.; Sankaranarayanan, Harish; Meerschaert, Mark M. 17 2019 Large deviations for local time fractional Brownian motion and applications. Zbl 1147.60025Meerschaert, Mark M.; Nane, Erkan; Xiao, Yimin 17 2008 Tempered stable laws as random walk limits. Zbl 1225.60028Chakrabarty, Arijit; Meerschaert, Mark M. 17 2011 Space–time duality for fractional diffusion. Zbl 1196.60087Baeumer, Boris; Meerschaert, Mark M.; Nane, Erkan 17 2009 Dimension results for sample paths of operator stable Lévy processes. Zbl 1074.60079Meerschaert, Mark M.; Xiao, Yimin 17 2005 Anisotropic fractional diffusion tensor imaging. Zbl 1366.92070Meerschaert, Mark M.; Magin, Richard L.; Ye, Allen Q. 17 2016 A simple robust estimation method for the thickness of heavy tails. Zbl 0931.62022Meerschaert, Mark M.; Scheffler, Hans-Peter 16 1998 Local times of multifractional Brownian sheets. Zbl 1186.60036Meerschaert, Mark; Wu, Dongsheng; Xiao, Yimin 16 2008 Reflected spectrally negative stable processes and their governing equations. Zbl 1378.60075Baeumer, Boris; Kovács, Mihály; Meerschaert, Mark M.; Schilling, René L.; Straka, Peter 16 2016 Stochastic solutions for fractional wave equations. Zbl 1345.35134Meerschaert, Mark M.; Schilling, René L.; Sikorskii, Alla 15 2015 Fractional calculus, anomalous diffusion, and probability. Zbl 1297.35276Meerschaert, Mark M. 15 2012 Regular variation in \({\mathbb{R}}^ k\). Zbl 0648.26006Meerschaert, Mark M. 14 1988 Periodic moving averages of random variables with regularly varying tails. Zbl 0900.62488Anderson, Paul L.; Meerschaert, Mark M. 14 1997 Transient anomalous sub-diffusion on bounded domains. Zbl 1266.60087Meerschaert, Mark M.; Nane, Erkan; Vellaisamy, P. 14 2013 Relaxation patterns and semi-Markov dynamics. Zbl 1422.60154Meerschaert, Mark M.; Toaldo, Bruno 14 2019 Semistable Lévy motion. Zbl 1032.60043Meerschaert, Mark M.; Scheffler, Hans-Peter 13 2002 Parameter estimation for periodically stationary time series. Zbl 1090.62090Anderson, Paul L.; Meerschaert, Mark M. 12 2005 Fractal dimension results for continuous time random walks. Zbl 1401.60080Meerschaert, Mark M.; Nane, Erkan; Xiao, Yimin 12 2013 The fundamental solutions for multi-term modified power law wave equations in a finite domain. Zbl 1432.35005Jiang, H.; Liu, F.; Meerschaert, M. M.; McGough, R. J.; Liu, Q. 11 2013 Reprint of: boundary conditions for fractional diffusion. Zbl 06867170Baeumer, Boris; Kovács, Mihály; Meerschaert, Mark M.; Sankaranarayanan, Harish 11 2018 Fractional normal inverse Gaussian diffusion. Zbl 1210.60040Kumar, A.; Meerschaert, Mark M.; Vellaisamy, P. 11 2011 Space-time fractional Dirichlet problems. Zbl 1476.35294Baeumer, Boris; Luks, Tomasz; Meerschaert, Mark M. 10 2018 Spectral decomposition for generalized domains of attraction. Zbl 0732.60025Meerschaert, Mark M. 9 1991 Hausdorff dimension of operator stable sample paths. Zbl 1038.60034Becker-Kern, Peter; Meerschaert, Mark M.; Scheffler, Hans-Peter 9 2003 Generalized least-squares estimators for the thickness of heavy tails. Zbl 1032.62044Aban, Inmaculada B.; Meerschaert, Mark M. 9 2004 Exponents of operator self-similar random fields. Zbl 1357.60055Didier, Gustavo; Meerschaert, Mark M.; Pipiras, Vladas 9 2017 A unified spectral method for FPDEs with two-sided derivatives. I: A fast solver. Zbl 1451.65160Samiee, Mehdi; Zayernouri, Mohsen; Meerschaert, Mark M. 8 2019 A unified spectral method for FPDEs with two-sided derivatives. II: Stability, and error analysis. Zbl 1451.65161Samiee, Mehdi; Zayernouri, Mohsen; Meerschaert, Mark M. 8 2019 Domain and range symmetries of operator fractional Brownian fields. Zbl 1386.60145Didier, Gustavo; Meerschaert, Mark M.; Pipiras, Vladas 8 2018 Innovations algorithm for periodically stationary time series. Zbl 0995.62082Anderson, P. L.; Meerschaert, M. M.; Vecchia, A. V. 8 1999 Cluster continuous time random walks. Zbl 1242.60045Jurlewicz, Agnieszka; Meerschaert, Mark M.; Scheffler, Hans-Peter 8 2011 Tempered fractional stable motion. Zbl 1348.60061Meerschaert, Mark M.; Sabzikar, Farzad 8 2016 Moments of random vectors which belong to some domain of normal attraction. Zbl 0706.60019Meerschaert, Mark M. 7 1990 Fractional wave equations with attenuation. Zbl 1328.35284Straka, Peter; Meerschaert, Mark; McGough, Robert; Zhou, Yuzhen 7 2013 A unified Petrov-Galerkin spectral method and fast solver for distributed-order partial differential equations. Zbl 1476.65272Samiee, Mehdi; Kharazmi, Ehsan; Meerschaert, Mark M.; Zayernouri, Mohsen 7 2021 Clustered continuous-time random walks: diffusion and relaxation consequences. Zbl 1364.60059Weron, Karina; Stanislavsky, Aleksander; Jurlewicz, Agnieszka; Meerschaert, Mark M.; Scheffler, Hans-Peter 6 2012 Norming operators for generalized domains of attraction. Zbl 0807.60032Meerschaert, Mark M. 6 1994 Extremal limit theorems for observations separated by random power law waiting times. Zbl 1160.60321Meerschaert, Mark M.; Stoev, Stilian A. 6 2009 Moment estimator for random vectors with heavy tails. Zbl 0951.62017Meerschaert, Mark M.; Scheffler, Hans-Peter 6 1999 Ultrafast subordinators and their hitting times. Zbl 1246.60071Kovács, Mihály; Meerschaert, Mark M. 6 2006 Regular variation and domains of attraction in \({\mathbb{R}}^ k\). Zbl 0587.60016Meerschaert, Mark M. 6 1986 Parameter estimation for exponentially tempered power law distributions. Zbl 1271.62109Meerschaert, Mark M.; Roy, Parthanil; Shao, Qin 6 2012 Mathematical modeling. 4th ed. Zbl 1270.93001Meerschaert, Mark M. 6 2013 Moving averages of random vectors with regularly varying tails. Zbl 0957.62080Meerschaert, Mark M.; Scheffler, Hans-Peter 5 2000 Regular variation and generalized domains of attraction in \(\mathbb{R}^ k\). Zbl 0796.60023Meerschaert, Mark M. 5 1993 The structure of the exponents and symmetries of an operator stable measure. Zbl 0839.60018Meerschaert, Mark M.; Veeh, Jerry Alan 5 1993 Shifted Hill’s estimator for heavy tails. Zbl 1008.62599Aban, Inmaculada B.; Meerschaert, Mark M. 5 2001 Sample moments and symmetric statistics. Zbl 0816.60003Mandrekar, V.; Meerschaert, M. M. 5 1994 The operator \(\nu\)-stable laws. Zbl 1059.60019Kozubowski, T. J.; Meerschaert, M. M.; Scheffler, H.-P. 5 2003 Sample cross-correlations for moving averages with regularly varying tails. Zbl 0973.62077Meerschaert, Mark M.; Scheffler, Hans-Peter 4 2001 Domains of attraction of nonnormal operator-stable laws. Zbl 0599.60026Meerschaert, Mark M. 4 1986 A unified Petrov-Galerkin spectral method and fast solver for distributed-order partial differential equations. Zbl 1476.65272Samiee, Mehdi; Kharazmi, Ehsan; Meerschaert, Mark M.; Zayernouri, Mohsen 7 2021 What is the fractional Laplacian? A comparative review with new results. Zbl 1453.35179Lischke, Anna; Pang, Guofei; Gulian, Mamikon; Song, Fangying; Glusa, Christian; Zheng, Xiaoning; Mao, Zhiping; Cai, Wei; Meerschaert, Mark M.; Ainsworth, Mark; Karniadakis, George Em 81 2020 Stochastic models for fractional calculus. 2nd revised and extended edition. Zbl 1490.60004Meerschaert, Mark M.; Sikorskii, Alla 60 2019 Boundary conditions for two-sided fractional diffusion. Zbl 1416.35296Kelly, James F.; Sankaranarayanan, Harish; Meerschaert, Mark M. 17 2019 Relaxation patterns and semi-Markov dynamics. Zbl 1422.60154Meerschaert, Mark M.; Toaldo, Bruno 14 2019 A unified spectral method for FPDEs with two-sided derivatives. I: A fast solver. Zbl 1451.65160Samiee, Mehdi; Zayernouri, Mohsen; Meerschaert, Mark M. 8 2019 A unified spectral method for FPDEs with two-sided derivatives. II: Stability, and error analysis. Zbl 1451.65161Samiee, Mehdi; Zayernouri, Mohsen; Meerschaert, Mark M. 8 2019 Mass-conserving tempered fractional diffusion in a bounded interval. Zbl 1439.65132Lischke, Anna; Kelly, James F.; Meerschaert, Mark M. 2 2019 Semi-fractional diffusion equations. Zbl 1423.35400Kern, Peter; Lage, Svenja; Meerschaert, Mark M. 2 2019 Parameter estimation for ARTFIMA time series. Zbl 1421.62130Sabzikar, Farzad; McLeod, A. Ian; Meerschaert, Mark M. 2 2019 The fractional d’Alembert’s formulas. Zbl 1433.45008Li, Cheng-Gang; Li, Miao; Piskarev, Sergey; Meerschaert, Mark M. 1 2019 Boundary conditions for fractional diffusion. Zbl 1386.35424Baeumer, Boris; Kovács, Mihály; Meerschaert, Mark M.; Sankaranarayanan, Harish 27 2018 Reprint of: boundary conditions for fractional diffusion. Zbl 06867170Baeumer, Boris; Kovács, Mihály; Meerschaert, Mark M.; Sankaranarayanan, Harish 11 2018 Space-time fractional Dirichlet problems. Zbl 1476.35294Baeumer, Boris; Luks, Tomasz; Meerschaert, Mark M. 10 2018 Domain and range symmetries of operator fractional Brownian fields. Zbl 1386.60145Didier, Gustavo; Meerschaert, Mark M.; Pipiras, Vladas 8 2018 Asymptotic behavior of semistable Lévy exponents and applications to fractal path properties. Zbl 1387.60030Kern, Peter; Meerschaert, Mark M.; Xiao, Yimin 4 2018 Anomalous diffusion with ballistic scaling: a new fractional derivative. Zbl 06867150Kelly, James F.; Li, Cheng-Gang; Meerschaert, Mark M. 3 2018 Applications of inverse tempered stable subordinators. Zbl 1409.60058Alrawashdeh, Mahmoud S.; Kelly, James F.; Meerschaert, Mark M.; Scheffler, Hans-Peter 19 2017 Exponents of operator self-similar random fields. Zbl 1357.60055Didier, Gustavo; Meerschaert, Mark M.; Pipiras, Vladas 9 2017 Future directions in fractional calculus research and applications. Zbl 1376.00055 1 2017 Anisotropic fractional diffusion tensor imaging. Zbl 1366.92070Meerschaert, Mark M.; Magin, Richard L.; Ye, Allen Q. 17 2016 Reflected spectrally negative stable processes and their governing equations. Zbl 1378.60075Baeumer, Boris; Kovács, Mihály; Meerschaert, Mark M.; Schilling, René L.; Straka, Peter 16 2016 Tempered fractional stable motion. Zbl 1348.60061Meerschaert, Mark M.; Sabzikar, Farzad 8 2016 Tempered fractional calculus. Zbl 1349.26017Sabzikar, Farzad; Meerschaert, Mark M.; Chen, Jinghua 93 2015 Fractional diffusion on bounded domains. Zbl 1488.35557Defterli, Ozlem; D’Elia, Marta; Du, Qiang; Gunzburger, Max; Lehoucq, Rich; Meerschaert, Mark M. 52 2015 Stochastic solutions for fractional wave equations. Zbl 1345.35134Meerschaert, Mark M.; Schilling, René L.; Sikorskii, Alla 15 2015 Semi-Markov approach to continuous time random walk limit processes. Zbl 1305.60089Meerschaert, Mark M.; Straka, Peter 32 2014 Correlation structure of time-changed Lévy processes. Zbl 1329.60118Leonenko, Nikolai N.; Meerschaert, Mark M.; Schilling, René L.; Sikorskii, Alla 31 2014 Stochastic integration for tempered fractional Brownian motion. Zbl 1329.60166Meerschaert, Mark M.; Sabzikar, Farzad 30 2014 Parameter estimation for operator scaling random fields. Zbl 1278.62157Lim, C. Y.; Meerschaert, M. M.; Scheffler, H.-P. 3 2014 Numerical methods for solving the multi-term time-fractional wave-diffusion equation. Zbl 1312.65138Liu, Fawang; Meerschaert, Mark; McGough, Robert; Zhuang, Pinghui; Liu, Qingxia 186 2013 A novel numerical method for the time variable fractional order mobile-immobile advection-dispersion model. Zbl 1350.65092Zhang, H.; Liu, F.; Phanikumar, Mantha S.; Meerschaert, Mark M. 98 2013 Inverse stable subordinators. Zbl 1274.60153Meerschaert, M. M.; Straka, P. 73 2013 Fractional Pearson diffusions. Zbl 1297.60057Leonenko, Nikolai N.; Meerschaert, Mark M.; Sikorskii, Alla 55 2013 Tempered fractional Brownian motion. Zbl 1287.60050Meerschaert, Mark M.; Sabzikar, Farzad 34 2013 Fernique-type inequalities and moduli of continuity for anisotropic Gaussian random fields. Zbl 1322.60069Meerschaert, Mark M.; Wang, Wensheng; Xiao, Yimin 31 2013 Correlation structure of fractional Pearson diffusions. Zbl 1381.60112Leonenko, Nikolai N.; Meerschaert, Mark M.; Sikorskii, Alla 30 2013 Transient anomalous sub-diffusion on bounded domains. Zbl 1266.60087Meerschaert, Mark M.; Nane, Erkan; Vellaisamy, P. 14 2013 Fractal dimension results for continuous time random walks. Zbl 1401.60080Meerschaert, Mark M.; Nane, Erkan; Xiao, Yimin 12 2013 The fundamental solutions for multi-term modified power law wave equations in a finite domain. Zbl 1432.35005Jiang, H.; Liu, F.; Meerschaert, M. M.; McGough, R. J.; Liu, Q. 11 2013 Fractional wave equations with attenuation. Zbl 1328.35284Straka, Peter; Meerschaert, Mark; McGough, Robert; Zhou, Yuzhen 7 2013 Mathematical modeling. 4th ed. Zbl 1270.93001Meerschaert, Mark M. 6 2013 Mixing-driven equilibrium reactions in multidimensional fractional advection-dispersion systems. Zbl 1395.82222Bolster, Diogo; Benson, David A.; Meerschaert, Mark M.; Baeumer, Boris 3 2013 Forecasting with prediction intervals for periodic autoregressive moving average models. Zbl 1274.62635Anderson, Paul L.; Meerschaert, Mark M.; Zhang, Kai 2 2013 Extreme value theory with operator norming. Zbl 1286.60047Meerschaert, Mark M.; Scheffler, Hans-Peter; Stoev, Stilian A. 2 2013 Tauberian theorems for matrix regular variation. Zbl 1277.40006Meerschaert, M. M.; Scheffler, H.-P. 1 2013 Editorial: FCAA related meetings and news (FCAA-volume 16-1-2013). Zbl 1315.00104 1 2013 Stochastic models for fractional calculus. Zbl 1247.60003Meerschaert, Mark M.; Sikorskii, Alla 256 2012 Space-time fractional diffusion on bounded domains. Zbl 1251.35177Chen, Zhen-Qing; Meerschaert, Mark M.; Nane, Erkan 60 2012 Fractional governing equations for coupled random walks. Zbl 1268.60057Jurlewicz, A.; Kern, P.; Meerschaert, M. M.; Scheffler, H.-P. 25 2012 Fractional calculus, anomalous diffusion, and probability. Zbl 1297.35276Meerschaert, Mark M. 15 2012 Clustered continuous-time random walks: diffusion and relaxation consequences. Zbl 1364.60059Weron, Karina; Stanislavsky, Aleksander; Jurlewicz, Agnieszka; Meerschaert, Mark M.; Scheffler, Hans-Peter 6 2012 Parameter estimation for exponentially tempered power law distributions. Zbl 1271.62109Meerschaert, Mark M.; Roy, Parthanil; Shao, Qin 6 2012 Fractional dynamics at multiple times. Zbl 1263.82040Meerschaert, Mark M.; Straka, Peter 4 2012 Product rule for vector fractional derivatives. Zbl 1276.26011Bolster, Diogo; Meerschaert, Mark M.; Sikorskii, Alla 3 2012 The fractional Poisson process and the inverse stable subordinator. Zbl 1245.60084Meerschaert, Mark M.; Nane, Erkan; Vellaisamy, P. 108 2011 Distributed-order fractional diffusions on bounded domains. Zbl 1222.35204Meerschaert, Mark M.; Nane, Erkan; Vellaisamy, P. 77 2011 Tempered stable laws as random walk limits. Zbl 1225.60028Chakrabarty, Arijit; Meerschaert, Mark M. 17 2011 Fractional normal inverse Gaussian diffusion. Zbl 1210.60040Kumar, A.; Meerschaert, Mark M.; Vellaisamy, P. 11 2011 Cluster continuous time random walks. Zbl 1242.60045Jurlewicz, Agnieszka; Meerschaert, Mark M.; Scheffler, Hans-Peter 8 2011 Asymptotic results for Fourier-PARMA time series. Zbl 1290.62089Tesfaye, Yonas Gebeyehu; Anderson, Paul L.; Meerschaert, Mark M. 1 2011 Tempered stable Lévy motion and transient super-diffusion. Zbl 1423.60079Baeumer, Boris; Meerschaert, Mark M. 95 2010 Particle tracking for fractional diffusion with two time scales. Zbl 1189.65240Meerschaert, Mark M.; Zhang, Yong; Baeumer, Boris 29 2010 Modeling and simulation with operator scaling. Zbl 1222.60033Cohen, Serge; Meerschaert, Mark M.; Rosiński, Jan 3 2010 Erratum to “Triangular array limits for continuous time random walks” [Stochastic process. Appl. 118 (9) (2008) 1606-1633]. Zbl 1229.60058Meerschaert, Mark M.; Scheffler, Hans-Peter 1 2010 Fractional Cauchy problems on bounded domains. Zbl 1247.60078Meerschaert, Mark M.; Nane, Erkan; Vellaisamy, P. 106 2009 Brownian subordinators and fractional Cauchy problems. Zbl 1186.60079Baeumer, Boris; Meerschaert, Mark M.; Nane, Erkan 59 2009 Correlated continuous time random walks. Zbl 1179.60024Meerschaert, Mark M.; Nane, Erkan; Xiao, Yimin 27 2009 Local Whittle estimator for anisotropic random fields. Zbl 1167.62465Guo, Hongwen; Lim, Chae Young; Meerschaert, Mark M. 21 2009 Space–time duality for fractional diffusion. Zbl 1196.60087Baeumer, Boris; Meerschaert, Mark M.; Nane, Erkan 17 2009 Extremal limit theorems for observations separated by random power law waiting times. Zbl 1160.60321Meerschaert, Mark M.; Stoev, Stilian A. 6 2009 A bivariate infinitely divisible distribution with exponential and Mittag-Leffler marginals. Zbl 1170.60308Kozubowski, Tomasz J.; Meerschaert, Mark M. 1 2009 Triangular array limits for continuous time random walks. Zbl 1153.60023Meerschaert, Mark M.; Scheffler, Hans-Peter 100 2008 Numerical solutions for fractional reaction-diffusion equations. Zbl 1142.65422Baeumer, Boris; Kovács, Mihály; Meerschaert, Mark M. 69 2008 Large deviations for local time fractional Brownian motion and applications. Zbl 1147.60025Meerschaert, Mark M.; Nane, Erkan; Xiao, Yimin 17 2008 Local times of multifractional Brownian sheets. Zbl 1186.60036Meerschaert, Mark; Wu, Dongsheng; Xiao, Yimin 16 2008 Innovations algorithm asymptotics for periodically stationary time series with heavy tails. Zbl 1133.62070Anderson, Paul L.; Kavalieris, Laimonis; Meerschaert, Mark M. 3 2008 Subordinated multiparameter groups of linear operators: properties via the transference principle. Zbl 1173.47024Baeumer, Boris; Kovács, Mihály; Meerschaert, Mark M. 2 2008 A second-order accurate numerical method for the two-dimensional fractional diffusion equation. Zbl 1113.65124Tadjeran, Charles; Meerschaert, Mark M. 187 2007 Operator scaling stable random fields. Zbl 1111.60033Biermé, Hermine; Meerschaert, Mark M.; Scheffler, Hans-Peter 73 2007 Fractional reproduction-dispersal equations and heavy tail dispersal kernels. Zbl 1296.92195Baeumer, Boris; Kovács, Mihály; Meerschaert, Mark M. 45 2007 Finite difference approximations for two-sided space-fractional partial differential equations. Zbl 1086.65087Meerschaert, Mark M.; Tadjeran, Charles 450 2006 A second-order accurate numerical approximation for the fractional diffusion equation. Zbl 1089.65089Tadjeran, Charles; Meerschaert, Mark M.; Scheffler, Hans-Peter 302 2006 Finite difference methods for two-dimensional fractional dispersion equation. Zbl 1085.65080Meerschaert, Mark M.; Scheffler, Hans-Peter; Tadjeran, Charles 209 2006 Stochastic model for ultraslow diffusion. Zbl 1100.60024Meerschaert, Mark M.; Scheffler, Hans-Peter 55 2006 Parameter estimation for the truncated Pareto distribution. Zbl 1118.62312Aban, Inmaculada B.; Meerschaert, Mark M.; Panorska, Anna K. 45 2006 On using random walks to solve the space-fractional advection-dispersion equations. Zbl 1092.82038Yong, Zhang; Benson, David A.; Meerschaert, Mark M.; Scheffler, Hans-Peter 42 2006 Fractional Laplace motion. Zbl 1100.60017Kozubowski, T. J.; Meerschaert, M. M.; Podgórski, K. 21 2006 Ultrafast subordinators and their hitting times. Zbl 1246.60071Kovács, Mihály; Meerschaert, Mark M. 6 2006 Inhomogeneous fractional diffusion equations. Zbl 1202.86005Baeumer, Boris; Kurita, Satoko; Meerschaert, Mark M. 32 2005 Space-time fractional derivative operators. Zbl 1070.47043Baeumer, Boris; Meerschaert, Mark M.; Mortensen, Jeff 25 2005 Dimension results for sample paths of operator stable Lévy processes. Zbl 1074.60079Meerschaert, Mark M.; Xiao, Yimin 17 2005 Parameter estimation for periodically stationary time series. Zbl 1090.62090Anderson, Paul L.; Meerschaert, Mark M. 12 2005 Operator geometric stable laws. Zbl 1069.60017Kozubowski, Tomasz J.; Meerschaert, Mark M.; Panorska, Anna K.; Scheffler, Hans-Peter 3 2005 Limit theorems for continuous time random walks with slowly varying waiting times. Zbl 1065.60030Meerschaert, Mark M.; Scheffler, Hans-Peter 3 2005 Finite difference approximations for fractional advection-dispersion flow equations. Zbl 1126.76346Meerschaert, Mark M.; Tadjeran, Charles 711 2004 Limit theorems for continuous-time random walks with infinite mean waiting times. Zbl 1065.60042Meerschaert, Mark M.; Scheffler, Hans-Peter 198 2004 Limit theorems for coupled continuous time random walks. Zbl 1054.60052Becker-Kern, Peter; Meerschaert, Mark M.; Scheffler, Hans-Peter 62 2004 Limit theorem for continuous-time random walks with two time scales. Zbl 1050.60038Becker-Kern, Peter; Meerschaert, Mark M.; Scheffler, Hans-Peter 34 2004 Vector Grünwald formula for fractional derivatives. Zbl 1084.65024Meerschaert, Mark M.; Mortensen, Jeff; Scheffler, Hans-Peter 19 2004 ...and 33 more Documents all cited Publications top 5 cited Publications all top 5 Cited by 3,225 Authors 110 Liu, Fawang 100 Meerschaert, Mark Marvin 87 Wang, Hong 65 Turner, Ian William 46 Anh, Vo V. 44 Deng, Weihua 39 Zheng, Xiangcheng 37 Xiao, Yimin 36 Nane, Erkan 34 Scheffler, Hans-Peter 32 Leonenko, Nikolai N. 31 Sun, Zhizhong 29 Băleanu, Dumitru I. 27 Liu, Yang 26 Li, Hong 26 Sun, Haiwei 25 Sun, Hongguang 23 Beghin, Luisa 23 Dehghan Takht Fooladi, Mehdi 22 Karniadakis, George Em 21 Burrage, Kevin 21 D’Ovidio, Mirko 20 Li, Changpin 19 Becker-Kern, Peter 19 Kumar, Arun 19 Polito, Federico 18 Atangana, Abdon 18 Feng, Libo 18 Fu, Hongfei 18 Magdziarz, Marcin 18 Orsingher, Enzo 18 Vellaisamy, Palaniappan 17 Chen, Wen 17 D’Elia, Marta 17 Ding, Hengfei 17 Lei, Siulong 17 Vong, Seakweng 17 Xu, Da 16 Abbaszadeh, Mostafa 16 Bäumer, Boris 16 Jiang, Xiaoyun 15 Hao, Zhaopeng 15 Owolabi, Kolade Matthew 15 Sabzikar, Farzad 15 Wyłomańska, Agnieszka 15 Zhuang, Pinghui 14 Didier, Gustavo 14 Du, Qiang 14 Huang, Chengming 14 Kolokoltsov, Vassili N. 14 Ordokhani, Yadollah 14 Tang, Yifa 14 Zayernouri, Mohsen 13 Ascione, Giacomo 13 Gajda, Janusz 13 Gao, Guanghua 13 Khader, Mohamed M. 13 Liu, Huan 13 Pirozzi, Enrica 13 Sweilam, Nasser Hassan 13 Wang, Zhibo 13 Zaky, Mahmoud A. 13 Zhang, Guofeng 12 Bhrawy, Ali Hassan 12 Chen, Minghua 12 Gu, Xian-Ming 12 Jia, Jinhong 12 Kataria, Kuldeep Kumar 12 Nguyen Huy Tuan 12 Surgailis, Donatas 12 Zhang, Yong 11 Avazzadeh, Zakieh 11 Hendy, Ahmed S. 11 Macías-Díaz, Jorge Eduardo 11 Mohebbi, Akbar 11 She, Zihang 11 Wu, Yujiang 11 Yang, Qianqian 11 Zheng, Liancun 10 Cheng, Aijie 10 Du, Ning 10 Gorenflo, Rudolf 10 Heydari, Mohammad Hossien 10 Khaliq, Abdul Q. 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Series B (English Edition) 5 Turkish Journal of Mathematics ...and 286 more Serials all top 5 Cited in 51 Fields 1,560 Partial differential equations (35-XX) 1,499 Numerical analysis (65-XX) 838 Probability theory and stochastic processes (60-XX) 598 Real functions (26-XX) 312 Ordinary differential equations (34-XX) 183 Statistics (62-XX) 155 Statistical mechanics, structure of matter (82-XX) 142 Integral equations (45-XX) 133 Fluid mechanics (76-XX) 99 Operator theory (47-XX) 96 Special functions (33-XX) 80 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 66 Biology and other natural sciences (92-XX) 53 Calculus of variations and optimal control; optimization (49-XX) 47 Approximations and expansions (41-XX) 46 Linear and multilinear algebra; matrix theory (15-XX) 42 Mechanics of deformable solids (74-XX) 40 Harmonic analysis on Euclidean spaces (42-XX) 34 Measure and integration (28-XX) 33 Systems theory; control (93-XX) 32 Integral transforms, operational calculus (44-XX) 31 Dynamical systems and ergodic theory (37-XX) 30 Classical thermodynamics, heat transfer (80-XX) 28 Functional analysis (46-XX) 19 Difference and functional equations (39-XX) 17 Operations research, mathematical programming (90-XX) 16 Computer science (68-XX) 16 Geophysics (86-XX) 16 Information and communication theory, circuits (94-XX) 13 Global analysis, analysis on manifolds (58-XX) 12 Quantum theory (81-XX) 11 Mechanics of particles and systems (70-XX) 10 Optics, electromagnetic theory (78-XX) 5 Number theory (11-XX) 5 Functions of a complex variable (30-XX) 5 Sequences, series, summability (40-XX) 4 Combinatorics (05-XX) 4 Group theory and generalizations (20-XX) 4 Topological groups, Lie groups (22-XX) 4 Potential theory (31-XX) 4 Relativity and gravitational theory (83-XX) 3 Differential geometry (53-XX) 2 History and biography (01-XX) 2 General topology (54-XX) 2 Astronomy and astrophysics (85-XX) 2 Mathematics education (97-XX) 1 General and overarching topics; collections (00-XX) 1 Category theory; homological algebra (18-XX) 1 Abstract harmonic analysis (43-XX) 1 Algebraic topology (55-XX) 1 Manifolds and cell complexes (57-XX) Citations by Year Wikidata Timeline The data are displayed as stored in Wikidata under a Creative Commons CC0 License. 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