Monte Carlo Random Walk Simulations Based on Distributed Order Differential Equations

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dc.creatorAndries, Erik
dc.creatorUmarov, Sabir
dc.creatorSteinberg, Stanly
dc.date2006-06-30
dc.date.accessioned2026-07-07T07:17:54Z
dc.date.available2026-07-07T07:17:54Z
dc.descriptionIn 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.
dc.description18 pages. Submitted to Fractional Calculus and Applied Analysis
dc.identifierhttps://arxiv.org/abs/math/0606797
dc.identifierhttp://arxiv.org/abs/math/0606797
dc.identifier.urihttp://salesiana.dossiersoluciones.com/handle/123456789/114110
dc.subjectDynamical Systems
dc.subject65C05, 60G50, 39A10, 92C37
dc.titleMonte Carlo Random Walk Simulations Based on Distributed Order Differential Equations
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