分数阶福克-普朗克动力学：随机表示与计算机模拟
Fractional Fokker-Planck dynamics: stochastic representation and computer simulation.
作者信息
Magdziarz Marcin, Weron Aleksander, Weron Karina
机构信息
Hugo Steinhaus Center, Institute of Mathematics and Computer Science, Wroclaw University of Technology, Wyb. Wyspianskiego 27, 50-370 Wroclaw, Poland.
出版信息
Phys Rev E Stat Nonlin Soft Matter Phys. 2007 Jan;75(1 Pt 2):016708. doi: 10.1103/PhysRevE.75.016708. Epub 2007 Jan 26.
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.
开发了一种用于可视化反常扩散过程样本路径的计算机算法。它基于描述非恒定势场中反常扩散的分数阶福克-普朗克方程的随机表示。采用该算法的蒙特卡罗方法必将为研究分数阶福克-普朗克动力学的许多相关统计特性提供工具。
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