The Monte Carlo Markov chain method for solving the modified anomalous fractional sub-diffusion equation

DOI10.1016/j.jcp.2019.06.012zbMath1452.65182OpenAlexW2951073258WikidataQ127727620 ScholiaQ127727620MaRDI QIDQ2222301

Cheng-Feng Zheng, Zhi-Zhong Yan, Chuan-Zeng Zhang

Publication date: 26 January 2021

Published in: Journal of Computational Physics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jcp.2019.06.012

zbMATH Keywords

irregular domaincompact finite difference schemeMonte Carlo Markov chainsmodified anomalous fractional subdiffusion equation

Mathematics Subject Classification ID

Monte Carlo methods (65C05) Finite difference methods for initial value and initial-boundary value problems involving PDEs (65M06) Fractional partial differential equations (35R11) Probabilistic methods, particle methods, etc. for initial value and initial-boundary value problems involving PDEs (65M75)

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