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Monte Carlo simulation of uncoupled continuous-time random walks yielding a stochastic solution of the space-time fractional diffusion equation

✍ Scribed by Fulger, Daniel; Scalas, Enrico; Germano, Guido


Book ID
120216912
Publisher
The American Physical Society
Year
2008
Tongue
English
Weight
345 KB
Volume
77
Category
Article
ISSN
1063-651X

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Simulation of the continuous time random
✍ E.A. Abdel-Rehim; R. Gorenflo πŸ“‚ Article πŸ“… 2008 πŸ› Elsevier Science 🌐 English βš– 894 KB

In this article, we discuss the solution of the space-fractional diffusion equation with and without central linear drift in the Fourier domain and show the strong connection between it and the Ξ±-stable LΓ©vy distribution, 0 < Ξ± < 2. We use some relevant transformations of the independent variables x