Solving Multidimensional Fractional Fokker--Planck Equations via Unbiased Density Formulas for Anomalous Diffusion Processes
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Publication:5364197
DOI10.1137/17M111482XzbMath1386.60146MaRDI QIDQ5364197
Sean Carnaffan, Reiichiro Kawai
Publication date: 4 October 2017
Published in: SIAM Journal on Scientific Computing (Search for Journal in Brave)
Fractional processes, including fractional Brownian motion (60G22) Sums of independent random variables; random walks (60G50) Stochastic calculus of variations and the Malliavin calculus (60H07) Fokker-Planck equations (35Q84)
Related Items (8)
ANOMALOUS DIFFUSION PROCESSES: STOCHASTIC MODELS AND THEIR PROPERTIES ⋮ Extreme statistics of superdiffusive Lévy flights and every other Lévy subordinate Brownian motion ⋮ Path integral solutions of the governing equation of SDEs excited by Lévy white noise ⋮ Numerical aspects of shot noise representation of infinitely divisible laws and related processes ⋮ Cusping, transport and variance of solutions to generalized Fokker–Planck equations ⋮ Enhancing oncolytic virotherapy: observations from a Voronoi cell-based model ⋮ Reaction-Subdiffusion Equations with Species-Dependent Movement ⋮ Extreme statistics of anomalous subdiffusion following a fractional Fokker–Planck equation: subdiffusion is faster than normal diffusion
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