Monte Carlo Random Walk Simulations Based on Distributed Order Differential Equations

Thumbnail Image

Date

Authors

Journal Title

Journal ISSN

Volume Title

Publisher

Abstract

Description

In this paper the multi-dimensional random walk models governed by distributed fractional order differential equations and multi-term fractional order differential equations are constructed. The scaling limits of these random walks to a diffusion process in the sense of distributions is proved. Simulations based upon multi-term fractional order differential equations are performed.
18 pages. Submitted to Fractional Calculus and Applied Analysis

Keywords

Dynamical Systems, 65C05, 60G50, 39A10, 92C37

Citation

URI

http://salesiana.dossiersoluciones.com/handle/123456789/114110

Consulte el texto completo en el siguiente enlace:

https://arxiv.org/abs/math/0606797
 http://arxiv.org/abs/math/0606797

Collections

arXiv