Approximation of the Lévy-Feller advection-dispersion process by random walk and finite difference method

Journal of Computational Physics

Volumn 222, Issue 1, 2007, Pages 57-70

  Liu, Q ^a   Liu, F ^a,b   Turner, I ^b   Anh, V ^b  

^a XIAMEN UNIVERSITY   (China)

^b QUEENSLAND UNIVERSITY OF TECHNOLOGY   (Australia)

Author keywords

Convergence analysis; Discrete random walk model; Finite difference approximation; L vy Feller advection dispersion process; Stability analysis

Indexed keywords

ADVECTION; DISPERSIONS; FINITE DIFFERENCE METHOD; NUMERICAL METHODS; RANDOM PROCESSES;

ADVECTION DISPERSIONS; CONVERGENCE ANALYSIS; DISCRETE RANDOM WALK; DISCRETE RANDOM WALK MODEL; DISPERSION PROCESS; EXPLICIT FINITE DIFFERENCES; FINITE DIFFERENCE APPROXIMATIONS; LÉVY-FELLER ADVECTION-DISPERSION PROCESS; RANDOM WALK MODELING; STABILITY ANALYZE;

DIFFERENTIAL EQUATIONS;

EID: 33846798041     PISSN: 00219991     EISSN: 10902716     Source Type: Journal    
DOI: 10.1016/j.jcp.2006.06.005     Document Type: Article

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