Simulation of the continuous time random walk of the space-fractional diffusion equations (Q955047)
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scientific article; zbMATH DE number 5368368
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| English | Simulation of the continuous time random walk of the space-fractional diffusion equations |
scientific article; zbMATH DE number 5368368 |
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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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