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The Continuous Time Random Walk and the Finite Difference Method for the Space Time Fractional Diffusion Equations

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  • Abdel-Rehim EA

    (Department of Mathematics and Computer Science, Suez Canal University, Egypt)

Abstract

The space fractional diffusion equations are a linear partial pseudo-differential equation with spatial fractional derivatives in space. This equation arises when the motion of the particle is not Brownian and there are extremely long jumps whose length is distributed according to the Lévy long tail Some physical, biological and chemical models exhibit a power law with a non integer frequency of order.

Suggested Citation

  • Abdel-Rehim EA, 2017. "The Continuous Time Random Walk and the Finite Difference Method for the Space Time Fractional Diffusion Equations," Biostatistics and Biometrics Open Access Journal, Juniper Publishers Inc., vol. 3(3), pages 76-84, October.
    • Handle: RePEc:adp:jbboaj:v:3:y:2017:i:3:p:76-84
    DOI: 10.19080/BBOAJ.2017.03.555615
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    References listed on IDEAS

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    1. Aleksander Janicki, 1996. "Numerical and Statistical Approximation of Stochastic Differential Equations with Non-Gaussian Measures," HSC Books, Hugo Steinhaus Center, Wroclaw University of Technology, number hsbook9601.
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