Generalized master equations and fractional Fokker-Planck equations from continuous time random walks with arbitrary initial conditions

DOI10.1016/j.camwa.2016.11.015zbMath1412.35333OpenAlexW2561613483MaRDI QIDQ666798

B. I. Henry, I. Ortega-Piwonka, Christopher Angstmann

Publication date: 12 March 2019

Published in: Computers \& Mathematics with Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.camwa.2016.11.015

zbMATH Keywords

Fokker-Planck equationsfractional diffusioncontinuous time random walks

Mathematics Subject Classification ID

Stochastic methods (Fokker-Planck, Langevin, etc.) applied to problems in time-dependent statistical mechanics (82C31) Dynamics of random walks, random surfaces, lattice animals, etc. in time-dependent statistical mechanics (82C41) Fokker-Planck equations (35Q84)

Related Items (4)

A time-fractional generalised advection equation from a stochastic process ⋮ Jacobian spectral collocation method for spatio-temporal coupled Fokker-Planck equation with variable-order fractional derivative ⋮ A Matlab software for approximate solution of 2D elliptic problems by means of the meshless Monte Carlo random walk method ⋮ Combination of the meshless finite difference approach with the Monte Carlo random walk technique for solution of elliptic problems

Cites Work

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• Random Walks on Lattices. II
• Generalized Continuous Time Random Walks, Master Equations, and Fractional Fokker--Planck Equations
• Continuous Time Random Walks with Reactions Forcing and Trapping
• Special Functions for Applied Scientists
• First Steps in Random Walks
• The random walk's guide to anomalous diffusion: A fractional dynamics approach

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