Fractional Fokker-Planck dynamics: stochastic representation and computer simulation.

نویسندگان

  • Marcin Magdziarz
  • Aleksander Weron
  • Karina Weron
چکیده

A computer algorithm for the visualization of sample paths of anomalous diffusion processes is developed. It is based on the stochastic representation of the fractional Fokker-Planck equation describing anomalous diffusion in a nonconstant potential. Monte Carlo methods employing the introduced algorithm will surely provide tools for studying many relevant statistical characteristics of the fractional Fokker-Planck dynamics.

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عنوان ژورنال:
  • Physical review. E, Statistical, nonlinear, and soft matter physics

دوره 75 1 Pt 2  شماره 

صفحات  -

تاریخ انتشار 2007