Simulation of the continuous time random walk of the space-fractional diffusion equations (Q955047)

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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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