A new `walk on spheres' type method for fractional diffusion equation in high dimensions based on the Feynman-Kac formulas (Q6160858): Difference between revisions

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scientific article; zbMATH DE number 7701287

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English	A new `walk on spheres' type method for fractional diffusion equation in high dimensions based on the Feynman-Kac formulas	scientific article; zbMATH DE number 7701287

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instance of

scholarly article

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title

A new `walk on spheres' type method for fractional diffusion equation in high dimensions based on the Feynman-Kac formulas (English)

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Applied Mathematics Letters

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publication date

26 June 2023

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zbMATH Keywords

integral fractional Laplacian

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transition density

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Poisson kernel

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Monte Carlo method

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MaRDI profile type

MaRDI publication profile

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full work available at URL

https://doi.org/10.1016/j.aml.2023.108597

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cites work

The random walk's guide to anomalous diffusion: A fractional dynamics approach

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The restaurant at the end of the random walk: recent developments in the description of anomalous transport by fractional dynamics

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Hitchhiker's guide to the fractional Sobolev spaces

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Unbiased ‘walk-on-spheres’ Monte Carlo methods for the fractional Laplacian

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A Walk Outside Spheres for the fractional Laplacian: Fields and first eigenvalue

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Schrödinger equations with fractional Laplacians

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Can one see \(\alpha\)-stable variables and processes?

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First Passage Times for Symmetric Stable Processes in Space

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Fast Fourier-like Mapped Chebyshev Spectral-Galerkin Methods for PDEs with Integral Fractional Laplacian in Unbounded Domains

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Identifiers

zbMATH Open document ID

1518.35648

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DOI

10.1016/j.aml.2023.108597

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Mathematics Subject Classification ID

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Sitelinks

Mathematics(1 entry)

mardi Publication:6160858

@@ Property / cites work @@
+The random walk's guide to anomalous diffusion: A fractional dynamics approach
+Normal rank
@@ Property / cites work @@
+The restaurant at the end of the random walk: recent developments in the description of anomalous transport by fractional dynamics
+Normal rank
@@ Property / cites work @@
+Hitchhiker's guide to the fractional Sobolev spaces
+Normal rank
@@ Property / cites work @@
+Unbiased ‘walk-on-spheres’ Monte Carlo methods for the fractional Laplacian
+Normal rank
@@ Property / cites work @@
+A Walk Outside Spheres for the fractional Laplacian: Fields and first eigenvalue
+Normal rank
@@ Property / cites work @@
+Schrödinger equations with fractional Laplacians
@@ Property / cites work: Schrödinger equations with fractional Laplacians / rank @@
+Normal rank
@@ Property / cites work @@
+Can one see \(\alpha\)-stable variables and processes?
+Normal rank
@@ Property / cites work @@
+First Passage Times for Symmetric Stable Processes in Space
+Normal rank
@@ Property / cites work @@
+Fast Fourier-like Mapped Chebyshev Spectral-Galerkin Methods for PDEs with Integral Fractional Laplacian in Unbounded Domains
+Normal rank