title: Continuous-time random walks on bounded domains.
abstract: A useful perspective to take when studying anomalous diffusion processes is that of a continuous-time random walk and its associated generalized master equation. We derive the generalized master equations for continuous-time random walks that are restricted to a bounded domain and compare numerical solutions with kernel-density estimates of the probability-density function computed from simulations. The numerical solution of the generalized master equation represents a powerful tool in the study of continuous-time random walks on bounded domains.
authors.affiliation: Department of Mathematics, Colorado State University, Fort Collins, Colorado 80523-1874, USA. burch@math.colostate.edu
authors.forename: Nathanial
authors.initials: N
authors.lastname: Burch
authors.forename: R B
authors.initials: RB
authors.lastname: Lehoucq
mesh_terms: D000042:Absorption; D004058:Diffusion; D008962:Models, Theoretical; D013269:Stochastic Processes