Burch Nathanial, Lehoucq R B
Department of Mathematics, Colorado State University, Fort Collins, Colorado 80523-1874, USA.
Phys Rev E Stat Nonlin Soft Matter Phys. 2011 Jan;83(1 Pt 1):012105. doi: 10.1103/PhysRevE.83.012105. Epub 2011 Jan 28.
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.
在研究反常扩散过程时,一个有用的视角是连续时间随机游走及其相关的广义主方程。我们推导了限制在有界域内的连续时间随机游走的广义主方程,并将数值解与通过模拟计算得到的概率密度函数的核密度估计进行比较。广义主方程的数值解是研究有界域上连续时间随机游走的有力工具。