Monte Carlo evaluation of FADE approach to anomalous kinetics

DOI10.1016/J.MATCOM.2007.03.001MaRDI QIDQ2483545zbMATH OpenOpenAlexFDO

Authors Yanyan Li

Publication date 28 April 2008

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

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)

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.

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Cites work

• scientific article; zbMATH DE number 439383 (Why is no real title available?)
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• scientific article; zbMATH DE number 3349081 (Why is no real title available?)
• An Improved Method for Numerical Inversion of Laplace Transforms
• Chaos, fractional kinetics, and anomalous transport
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• Fox \(H\) functions in fractional diffusion
• Fractional diffusion and wave equations
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Cited in

(5)

• 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
• Moments for tempered fractional advection-diffusion equations
• A semi-analytical approach to Caputo type time-fractional modified anomalous sub-diffusion equations

Describes a project that uses

Uses Software

• INVLAP

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