A discrete time random walk model for anomalous diffusion
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Publication:349907
DOI10.1016/J.JCP.2014.08.003zbMATH Open1349.60128OpenAlexW2057890603MaRDI QIDQ349907FDOQ349907
Authors: B. I. Henry, J. A. Nichols, C. N. Angstmann, I. C. Donnelly 
Publication date: 5 December 2016
Published in: Journal of Computational Physics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jcp.2014.08.003
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finite difference methodfractional diffusionanomalous diffusioncontinuous time random walkfractional Fokker-Planck equation
Fractional processes, including fractional Brownian motion (60G22) Diffusion processes (60J60) Fractional derivatives and integrals (26A33) Numerical differentiation (65D25)
Cites Work
- Numerical algorithm for the time fractional Fokker-Planck equation
- The accuracy and stability of an implicit solution method for the fractional diffusion equation
- A second-order accurate numerical approximation for the fractional diffusion equation
- An Explicit Finite Difference Method and a New von Neumann-Type Stability Analysis for Fractional Diffusion Equations
- The random walk's guide to anomalous diffusion: A fractional dynamics approach
- Random Walks on Lattices. II
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- Limit theorems for occupation times of Markov processes
- Convergence analysis of a discontinuous Galerkin method for a sub-diffusion equation
- Weighted average finite difference methods for fractional diffusion equations
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- Generalized hypergeometric, digamma and trigamma distributions
- A Fourier method for the fractional diffusion equation describing sub-diffusion
- Matrix approach to discrete fractional calculus. III: Non-equidistant grids, variable step length and distributed orders
- Continuous Time Random Walks with Reactions Forcing and Trapping
- Finite difference approximations for the fractional Fokker-Planck equation
- A radial basis functions method for fractional diffusion equations
- Discrete and continuous random walk models for space-time fractional diffusion
Cited In (17)
- Numeric solution of advection–diffusion equations by a discrete time random walk scheme
- Subdiffusive discrete time random walks via Monte Carlo and subordination
- A fractional order recovery SIR model from a stochastic process
- From stochastic processes to numerical methods: a new scheme for solving reaction subdiffusion fractional partial differential equations
- A restricted random walk model
- A method for identifying diffusive trajectories with stochastic models
- Efficient numerical solution of the time fractional diffusion equation by mapping from its Brownian counterpart
- An exact stochastic simulation method for fractional order compartment models
- A time-fractional generalised advection equation from a stochastic process
- Numerical investigation of two models of nonlinear fractional reaction subdiffusion equations
- Decomposing the effect of anomalous diffusion enables direct calculation of the Hurst exponent and model classification for single random paths
- Discretization of fractional differential equations by a piecewise constant approximation
- Monte Carlo evaluation of FADE approach to anomalous kinetics
- Generalized Continuous Time Random Walks, Master Equations, and Fractional Fokker--Planck Equations
- Characterizations and simulations of a class of stochastic processes to model anomalous diffusion
- Continuous-Time Random Walk Approach to On-Off Diffusion
- An explicit numerical scheme for solving fractional order compartment models from the master equations of a stochastic process
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