High Accuracy Algorithm for the Differential Equations Governing Anomalous Diffusion

DOI10.1142/10095zbMath1450.65001OpenAlexW4240793405MaRDI QIDQ3119435

Weihua Deng, Zhijiang Zhang

Publication date: 11 March 2019

Full work available at URL: https://doi.org/10.1142/10095

zbMATH Keywords

Lévy processesBrownian motionstochastic processesGaussian processesvariational methodsanomalous diffusionRiemann-Liouville fractional derivativesfinite differences methods

Mathematics Subject Classification ID

Fractional derivatives and integrals (26A33) Research exposition (monographs, survey articles) pertaining to numerical analysis (65-02) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) PDEs with randomness, stochastic partial differential equations (35R60) Numerical solutions to stochastic differential and integral equations (65C30) Numerical methods for partial differential equations, initial value and time-dependent initial-boundary value problems (65Mxx) Numerical methods for partial differential equations, boundary value problems (65Nxx) Fractional ordinary differential equations (34A08) Fractional partial differential equations (35R11) Stochastic processes (60Gxx)

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