Year: 2007
Type: article
Abstract: Continuous-time random walks have been developed as a straightforward generalization of classical random-walk processes. Some ten years ago, Fogedby introduced a continuous representation of these processes by means of a set of Langevin equations [H. C. Fogedby, Phys. Rev. E 50, 1657 (1994)]. The present work is devoted to a detailed discussion of Fogedby's model and presents its application for the robust numerical generation of sample paths of continuous time random-walk processes.
Source: Physical Review E
Authors: D. Kleinhans, R. Friedrich
Institution: University of Münster
Language: English
Subfield: Modeling and Simulation
Field: Mathematics
Domain: Physical Sciences
Open Access status: green
OpenAlex ID: W2086845657