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Property / DOI: 10.1016/j.cam.2007.10.052 / rank
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Property / author: Entsar A. Abdel-Rehim / rank
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Property / author: Entsar A. Abdel-Rehim / rank
 
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Property / full work available at URL: https://doi.org/10.1016/j.cam.2007.10.052 / rank
 
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Latest revision as of 09:49, 10 December 2024

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Simulation of the continuous time random walk of the space-fractional diffusion equations
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    Simulation of the continuous time random walk of the space-fractional diffusion equations (English)
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    18 November 2008
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    space-fractional diffusion equation
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    space-fractional derivative
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    Fokker-Planck equation
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    stochastic processes
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    \(\alpha \)-stable distribution
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    continuous time random walk
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    Monte Carlo method
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    stochastic differential equations
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    numerical examples
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