Numerical approximation of Lévy-Feller diffusion equation and its probability interpretation

DOI10.1016/j.cam.2006.09.017zbMath1125.26014OpenAlexW2154277570MaRDI QIDQ2370713

Yanyan Li

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

zbMATH Keywords

numerical approximationstability and convergenceLévy-Feller diffusionMarkovian random walkRiez-Feller potentialstable probability distributions

Mathematics Subject Classification ID

Fractional derivatives and integrals (26A33) Random measures (60G57)

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Cites Work

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• Fully discrete random walks for space-time fractional diffusion equations
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• 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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