A discrete time random walk model for anomalous diffusion

The continuous time random walk, introduced in the physics literature by Montroll and Weiss, has been widely used to model anomalous diffusion in external force fields. One of the features of this model is that the governing equations for the evolution of the probability density function, in the dif...

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Veröffentlicht in:	Journal of computational physics 2015-07, Vol.293, p.53-69
Hauptverfasser:	Angstmann, C.N., Donnelly, I.C., Henry, B.I., Nichols, J.A.
Format:	Artikel
Sprache:	eng
Schlagworte:	Calculus Diffusion Evolution Mathematical analysis Mathematical models Numerical analysis Probability density functions Random walk
Online-Zugang:	Volltext
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