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Variable order fractional Fokker-Planck equations derived from Continuous Time Random Walks

Article ID Journal Published Year Pages File Type
7375180 Physica A: Statistical Mechanics and its Applications 2018 20 Pages PDF
Abstract
A consequence of the mathematical derivation of a VOFFPE from CTRW limits in this article is that a solution of a VOFFPE can be approximated via Monte Carlo simulations. Based on such simulations, we are able to confirm that the VOFFPE is consistent under a change of the global time scale.
Keywords
60G2260F17anomalous diffusionLévy processVariable orderFractional derivativeContinuous Time Random Walk
Related Topics
Physical Sciences and Engineering Mathematics Mathematical Physics
Preview
Variable order fractional Fokker-Planck equations derived from Continuous Time Random Walks
Authors
Peter Straka,
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Journal
Physica A: Statistical Mechanics and its Applications
Journal: Physica A: Statistical Mechanics and its Applications
Related Categories
60G22
60F17
anomalous diffusion
Lévy process
Variable order
Fractional derivative
Continuous Time Random Walk
Algebra and Number Theory
Analysis
Applied Mathematics
Computational Mathematics
Control and Optimization
Discrete Mathematics and Combinatorics
Geometry and Topology
Logic
Mathematical Physics
Mathematics (General)
Modelling and Simulation
Numerical Analysis
Statistics and Probability
Theoretical Computer Science
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