Analysis of a discrete non-Markovian random walk approximation for the time fractional diffusion equation
نویسندگان
چکیده
منابع مشابه
Analysis of a discrete non-Markovian random walk approximation for the time fractional diffusion equation
The time fractional diffusion equation (TFDE) is obtained from the standard diffusion equation by replacing the first-order time derivative with a fractional derivative of order α ∈ (0, 1). In this work, an explicit finite-difference scheme for TFDE is presented. Discrete models of a non-Markovian random walk are generate for simulating random variables whose spatial probability density evolves...
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ژورنال
عنوان ژورنال: ANZIAM Journal
سال: 2005
ISSN: 1445-8810
DOI: 10.21914/anziamj.v46i0.973