Estimation of the smallest eigenvalue in fractional escape problems: semi-analytics and fits

DOI10.1016/J.CPC.2014.10.007MaRDI QIDQ337707zbMATHOpenAlexFDO

Authors Bartłomiej Dybiec, Igor M. Sokolov

Publication date 10 November 2016

Published in Computer Physics Communications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.cpc.2014.10.007

zbMATH Keywords

survival probabilityMittag-Leffler distributionnonlinear curve fitting

Mathematics Subject Classification ID

Computational methods for problems pertaining to probability theory (60-08) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Sums of independent random variables; random walks (60G50)

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Cites work

• scientific article; zbMATH DE number 1264681 (Why is no real title available?)
• scientific article; zbMATH DE number 3249395 (Why is no real title available?)
• A guide to first-passage processes
• Continued fraction expansion approaches to discretizing fractional order derivatives-an expository review
• Efficient numerical algorithms for three-dimensional fractional partial differential equations
• Finite difference approximations for fractional advection-dispersion flow equations
• Finite difference approximations for two-sided space-fractional partial differential equations
• Finite element method for the space and time fractional Fokker-Planck equation
• Fourth order accurate scheme for the space fractional diffusion equations
• Fractional Fokker-Planck equation for nonlinear stochastic differential equations driven by non-Gaussian Lévy stable noises
• Fractional kinetic equations: solutions and applications
• Handbook of stochastic methods for physics, chemistry and natural sciences.
• Local discontinuous Galerkin methods for fractional diffusion equations
• Numerical solution of the space fractional Fokker-Planck equation.
• On the shape of the ground state eigenfunction for stable processes
• Properties of Lévy flights on an interval with absorbing boundaries
• The Fokker-Planck equation. Methods of solution and applications
• The random walk's guide to anomalous diffusion: A fractional dynamics approach
• The restaurant at the end of the random walk: recent developments in the description of anomalous transport by fractional dynamics

Cited in

(7)

• Models for characterizing the transition among anomalous diffusions with different diffusion exponents
• Stochastic simulation algorithms for solving narrow escape diffusion problems by introducing a drift to the target
• Mean first passage time and absorption probabilities of a Lévy flier on a finite interval: discrete space and continuous limit via Fock space approach
• Lévy walk with parameter dependent velocity: Hermite polynomial approach and numerical simulation
• Nonlinear wave transmission in harmonically driven Hamiltonian sine-Gordon regimes with memory effects
• Escape from bounded domains driven by multivariate \(\alpha \)-stable noises
• Revisiting Lévy flights on bounded domains: a Fock space approach

Describes a project that uses

Uses Software

• FODE
• Mittag-Leffler
• mlrnd

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