Numerical Method for Solving of the Anomalous Diffusion Equation Based on a Local Estimate of the Monte Carlo Method

Numerical Method for Solving of the Anomalous Diffusion Equation Based on a Local Estimate of the Monte Carlo Method

This paper considers a method of stochastic solution to the anomalous diffusion equation with a fractional derivative with respect to both time and coordinates. To this end, the process of a random walk of a particle is considered, and a master equation describing the distribution of particles is ob...

Full description

Bibliographic Details
Main Authors: Viacheslav V. Saenko, Vladislav N. Kovalnogov, Ruslan V. Fedorov, Dmitry A. Generalov, Ekaterina V. Tsvetova
Format: Article
Language:English
Published: MDPI AG 2022-02-01
Series:Mathematics
Subjects:
anomalous diffusion equation
continuous time random walk
Monte Carlo method
local estimate
Online Access:https://www.mdpi.com/2227-7390/10/3/511

Internet

https://www.mdpi.com/2227-7390/10/3/511

Similar Items