Numerical solutions for asymmetric Lévy flights
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Publication:2035504
Fractional derivatives and integrals (26A33) Fractional partial differential equations (35R11) Fourier and Fourier-Stieltjes transforms and other transforms of Fourier type (42A38) Sums of independent random variables; random walks (60G50) Processes with independent increments; Lévy processes (60G51) Finite difference methods for initial value and initial-boundary value problems involving PDEs (65M06) Stability and convergence of numerical methods for initial value and initial-boundary value problems involving PDEs (65M12) Fundamental solutions, Green's function methods, etc. for initial value and initial-boundary value problems involving PDEs (65M80)
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- Finite difference methods for the generator of 1D asymmetric alpha-stable Lévy motions
- A fractional diffusion equation to describe Lévy flights
Cites work
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Cited in
(10)- Finite difference methods for the generator of 1D asymmetric alpha-stable Lévy motions
- Numerical algorithms for mean exit time and escape probability of stochastic systems with asymmetric Lévy motion
- Automodel solutions for Lévy flight-based transport on a uniform background
- Asymmetric Lévy flights in the presence of absorbing boundaries
- Asymmetric Lévy flights in nonhomogeneous environments
- Lévy flights: Exact results and asymptotics beyond all orders
- Gaussian motion competing with Lévy flights
- First-passage properties of asymmetric Lévy flights
- Generalized Fokker-Planck equation for superstatistical systems
- Upwind-and-shifted numerical scheme for fractional convection equation
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