Monte Carlo evaluation of FADE approach to anomalous kinetics
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Publication:2483545
DOI10.1016/j.matcom.2007.03.001zbMath1138.65003arXiv0706.2099MaRDI QIDQ2483545
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
Laplace transform; numerical examples; Monte Carlo method; anomalous diffusion; fractional kinetics; integral-differential equations; continuous time random walk (CTRW); fractional advection-dispersion equation (FADE); porous or fractured media; transport of contaminant particles
65C05: Monte Carlo methods
45K05: Integro-partial differential equations
44A10: Laplace transform
65C35: Stochastic particle methods
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