title: Fractional Fokker-Planck dynamics: stochastic representation and computer simulation.
abstract: A computer algorithm for the visualization of sample paths of anomalous diffusion processes is developed. It is based on the stochastic representation of the fractional Fokker-Planck equation describing anomalous diffusion in a nonconstant potential. Monte Carlo methods employing the introduced algorithm will surely provide tools for studying many relevant statistical characteristics of the fractional Fokker-Planck dynamics.
authors.affiliation: Hugo Steinhaus Center, Institute of Mathematics and Computer Science, Wroclaw University of Technology, Wyb. Wyspianskiego 27, 50-370 Wroclaw, Poland. marcin.magdziarz@pwr.wroc.pl
authors.forename: Marcin
authors.initials: M
authors.lastname: Magdziarz
authors.forename: Aleksander
authors.initials: A
authors.lastname: Weron
authors.forename: Karina
authors.initials: K
authors.lastname: Weron