Monte Carlo evaluation of FADE approach to anomalous kinetics

DOI10.1016/J.MATCOM.2007.03.001zbMATH Open1138.65003arXiv0706.2099OpenAlexW2058457148MaRDI QIDQ2483545FDOQ2483545

Yanyan Li

Publication date: 28 April 2008

Published in: Mathematics and Computers in Simulation (Search for Journal in Brave)

Abstract: In this paper we propose a comparison between the CTRW (Monte Carlo) and Fractional Derivative approaches to the modelling of anomalous diffusion phenomena in the presence of an advection field. Galilei variant and invariant schemes are revised.

Full work available at URL: https://arxiv.org/abs/0706.2099

zbMATH Keywords

Laplace transformnumerical examplesMonte Carlo methodanomalous diffusionfractional kineticsintegral-differential equationscontinuous time random walk (CTRW)fractional advection-dispersion equation (FADE)porous or fractured mediatransport of contaminant particles

Mathematics Subject Classification ID

Monte Carlo methods (65C05) Integro-partial differential equations (45K05) Laplace transform (44A10) Stochastic particle methods (65C35)

Cites Work

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• 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
• Random Walks on Lattices. II
• Fractional diffusion and wave equations
• Fox \(H\) functions in fractional diffusion
• Chaos, fractional kinetics, and anomalous transport
• Fractional diffusion: probability distributions and random walk models
• An Improved Method for Numerical Inversion of Laplace Transforms
• Chaotic jets with multifractal space-time random walk

Cited In (4)

• General one-dimensional model of the time-fractional diffusion-wave equation in various geometries
• Fractional heat conduction models and thermal diffusivity determination
• Heat conduction modeling by using fractional-order derivatives
• A semi-analytical approach to Caputo type time-fractional modified anomalous sub-diffusion equations

Uses Software

• INVLAP

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