Fractional Fokker-Planck dynamics: stochastic representation and computer simulation.
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.
Magdziarz
Marcin
M
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
Weron
Aleksander
A
Weron
Karina
K