Displaying similar documents to “Monte Carlo Random Walk Simulations Based on Distributed Order Differential Equations with Applications to Cell Biology”

Discrete Models of Time-Fractional Diffusion in a Potential Well

Gorenflo, R., Abdel-Rehim, E. (2005)

Fractional Calculus and Applied Analysis

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Mathematics Subject Classification: 26A33, 45K05, 60J60, 60G50, 65N06, 80-99. By generalization of Ehrenfest’s urn model, we obtain discrete approximations to spatially one-dimensional time-fractional diffusion processes with drift towards the origin. These discrete approximations can be interpreted (a) as difference schemes for the relevant time-fractional partial differential equation, (b) as random walk models. The relevant convergence questions as well as the behaviour...

On Multi-Dimensional Random Walk Models Approximating Symmetric Space-Fractional Diffusion Processes

Umarov, Sabir, Gorenflo, Rudolf (2005)

Fractional Calculus and Applied Analysis

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Mathematics Subject Classification: 26A33, 47B06, 47G30, 60G50, 60G52, 60G60. In this paper the multi-dimensional analog of the Gillis-Weiss random walk model is studied. The convergence of this random walk to a fractional diffusion process governed by a symmetric operator defined as a hypersingular integral or the inverse of the Riesz potential in the sense of distributions is proved. * Supported by German Academic Exchange Service (DAAD).

Numerical Approximation of a Fractional-In-Space Diffusion Equation (II) – with Nonhomogeneous Boundary Conditions

Ilic, M., Liu, F., Turner, I., Anh, V. (2006)

Fractional Calculus and Applied Analysis

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2000 Mathematics Subject Classification: 26A33 (primary), 35S15 In this paper, a space fractional diffusion equation (SFDE) with nonhomogeneous boundary conditions on a bounded domain is considered. A new matrix transfer technique (MTT) for solving the SFDE is proposed. The method is based on a matrix representation of the fractional-in-space operator and the novelty of this approach is that a standard discretisation of the operator leads to a system of linear ODEs with...

An Expansion Formula for Fractional Derivatives and its Application

Atanackovic, T., Stankovic, B. (2004)

Fractional Calculus and Applied Analysis

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An expansion formula for fractional derivatives given as in form of a series involving function and moments of its k-th derivative is derived. The convergence of the series is proved and an estimate of the reminder is given. The form of the fractional derivative given here is especially suitable in deriving restrictions, in a form of internal variable theory, following from the second law of thermodynamics, when applied to linear viscoelasticity of fractional derivative type. ...

Numerical Approximation of a Fractional-In-Space Diffusion Equation, I

Ilic, M., Liu, F., Turner, I., Anh, V. (2005)

Fractional Calculus and Applied Analysis

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2000 Mathematics Subject Classification: 26A33 (primary), 35S15 (secondary) This paper provides a new method and corresponding numerical schemes to approximate a fractional-in-space diffusion equation on a bounded domain under boundary conditions of the Dirichlet, Neumann or Robin type. The method is based on a matrix representation of the fractional-in-space operator and the novelty of this approach is that a standard discretisation of the operator leads to a system of...