title: Random walk approximation of fractional-order multiscaling anomalous diffusion.
abstract: Random walks are developed to approximate the solutions of multiscaling, fractional-order, anomalous diffusion equations. The essential elements of the diffusion are described by the matrix-order scaling indexes and the mixing measure, which describes the diffusion coefficient in every direction. Two forms of the governing equation (also called the multiscaling fractional diffusion equation), based on fractional flux and fractional divergence, are considered, where the diffusion coefficient and the drift vary in space. The particle-tracking algorithm is also extended to approximate anomalous diffusion with a streamline-dependent mixing measure, using a streamline-projection technique. In this and other general cases, the random walk method is the only known way to solve the nonhomogeneous equations. Five numerical examples demonstrate the flexibility, simplicity, and efficiency of the random walk method.
authors.affiliation: Department of Geology and Geological Engineering, Colorado School of Mines, Golden, CO 80401, USA.
authors.forename: Yong
authors.initials: Y
authors.lastname: Zhang
authors.forename: David A
authors.initials: DA
authors.lastname: Benson
authors.forename: Mark M
authors.initials: MM
authors.lastname: Meerschaert
authors.forename: Eric M
authors.initials: EM
authors.lastname: LaBolle
authors.forename: Hans-Peter
authors.initials: HP
authors.lastname: Scheffler