A random walk solution for fractional diffusion equations

DOI10.1108/09615531311289088zbMath1356.65015OpenAlexW2114518140MaRDI QIDQ2966987

D. P. Zielinski, V. R. Voller

Publication date: 28 February 2017

Published in: International Journal of Numerical Methods for Heat & Fluid Flow (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1108/09615531311289088

zbMATH Keywords

diffusionrandom walknumerical analysisfractional diffusionnon-cartesian domain

Mathematics Subject Classification ID

Monte Carlo methods (65C05) Fractional partial differential equations (35R11)

Related Items (2)

Global stability results for Volterra-Hadamard random partial fractional integral equations ⋮ Fractional calculus for nanoscale flow and heat transfer

Cites Work

• Stability and convergence of an effective numerical method for the time-space fractional Fokker-Planck equation with a nonlinear source term
• An exact solution of a limit case Stefan problem governed by a fractional diffusion equation
• A second-order accurate numerical method for the two-dimensional fractional diffusion equation
• Numerical solution of the space fractional Fokker-Planck equation.
• On using random walks to solve the space-fractional advection-dispersion equations
• Finite difference methods for two-dimensional fractional dispersion equation
• Finite difference approximations for two-sided space-fractional partial differential equations
• The random walk's guide to anomalous diffusion: A fractional dynamics approach

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