Numerical approximation of Lévy-Feller diffusion equation and its probability interpretation
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Publication:2370713
DOI10.1016/J.CAM.2006.09.017zbMath1125.26014OpenAlexW2154277570MaRDI QIDQ2370713
Publication date: 29 June 2007
Published in: Journal of Computational and Applied Mathematics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.cam.2006.09.017
numerical approximationstability and convergenceLévy-Feller diffusionMarkovian random walkRiez-Feller potentialstable probability distributions
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Cites Work
- Implicit difference approximation for the time fractional diffusion equation
- Approximation of the Lévy-Feller advection-dispersion process by random walk and finite difference method
- Fully discrete random walks for space-time fractional diffusion equations
- Stability and convergence of the difference methods for the space-time fractional advection-diffusion equation
- Approximation of Lévy-Feller diffusion by random walk
- Numerical solution of the space fractional Fokker-Planck equation.
- A physical interpretation for the fractional derivative in Levy diffusion
- Finite difference approximations for fractional advection-dispersion flow equations
- Computational aspects of FEM approximation of fractional advection dispersion equations on bounded domains in \(\mathbb R^2\)
- Finite difference methods for two-dimensional fractional dispersion equation
- The fundamental solution of the space-time fractional diffusion equation
- The restaurant at the end of the random walk: recent developments in the description of anomalous transport by fractional dynamics
- The random walk's guide to anomalous diffusion: A fractional dynamics approach
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