A discrete time random walk model for anomalous diffusion

DOI10.1016/j.jcp.2014.08.003zbMath1349.60128OpenAlexW2057890603MaRDI QIDQ349907

B. I. Henry, I. C. Donnelly, J. A. Nichols, Christopher Angstmann

Publication date: 5 December 2016

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

Full work available at URL: https://doi.org/10.1016/j.jcp.2014.08.003

zbMATH Keywords

finite difference methodcontinuous time random walkanomalous diffusionfractional Fokker-Planck equationfractional diffusion

Mathematics Subject Classification ID

Fractional processes, including fractional Brownian motion (60G22) Fractional derivatives and integrals (26A33) Diffusion processes (60J60) Numerical differentiation (65D25)

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Uses Software

• FODE
• ma2dfc

Cites Work

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