High Accuracy Algorithm For The Differential Equations Governing Anomalous Diffusion: Algorithm And Models For Anomalous Diffusion

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High Accuracy Algorithm For The Differential Equations Governing Anomalous Diffusion: Algorithm And Models For Anomalous Diffusion

Numerical analysis

Authors: Weihua Deng, Zhijiang Zhang

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Language: English

Published by: World Scientific

Published on: 22nd January 2019

Format: LCP-protected ePub

Size: 296 pages

ISBN: 9789813142220


Introduction to Anomalous Diffusion

The aim of this book is to extend the application field of anomalous diffusion, and describe the newly built models and the simulation techniques to the models. The book first introduces anomalous diffusion from the statistical physics point of view, then discusses the models characterizing anomalous diffusion and its applications, including the Fokker-Planck equation, the Feymann-Kac equations describing the functional distribution of the anomalous trajectories of the particles, and also the microscopic model — Langevin type equation.

High Accuracy Schemes and Analysis

The second main part focuses on providing the high accuracy schemes for these kinds of models, and the corresponding convergence and stability analysis.

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