Simulation of the continuous time random walk of the space-fractional diffusion equations

Journal of Computational and Applied Mathematics

Volumn 222, Issue 2, 2008, Pages 274-283

  Abdel Rehim, E A ^a   Gorenflo, R ^b  

^a SUEZ CANAL UNIVERSITY   (Egypt)

^b FREIE UNIVERSITÄT BERLIN   (Germany)

Author keywords

stable distribution; Continuous time random walk; Fokker Planck equation; Fractional diffusion; Monte Carlo method; Space Fractional derivative; Stochastic processes

Indexed keywords

CONTINUOUS TIME SYSTEMS; DIFFERENCE EQUATIONS; DIFFERENTIAL EQUATIONS; DIFFERENTIATION (CALCULUS); DIFFUSION; FOKKER PLANCK EQUATION; INDUSTRIAL ECONOMICS; MATHEMATICAL MODELS; MATHEMATICAL TRANSFORMATIONS; MONTE CARLO METHODS; SEMICONDUCTOR DOPING;

CONTINUOUS TIME RANDOM WALK; FRACTIONAL DIFFUSION; MONTE CARLO METHOD; SPACE-FRACTIONAL DERIVATIVE; STOCHASTIC PROCESSES;

LINEAR EQUATIONS;

EID: 53449087859     PISSN: 03770427     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.cam.2007.10.052     Document Type: Article

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