Work

Simulation of the continuous time random walk using subordination schemes

Year: 2024

Type: article

Abstract: The continuous time random walk model has been widely applied in various fields, including physics, biology, chemistry, finance, social phenomena, etc. In this work, we present an algorithm that utilizes a subordinate formula to generate data of the continuous time random walk in the long time limit. The algorithm has been validated using commonly employed observables, such as typical fluctuations of the positional distribution, rare fluctuations, the mean and the variance of the position, and breakthrough curves with time-dependent bias, demonstrating a perfect match.

Source: Physical review. E

DOI: 10.1103/physreve.110.034113

Authors: Danhua Jiang, Yuanze Hong, Wanli Wang

Institution: Zhejiang University of Technology

Language: English

Topic: Fractional Differential Equations Solutions

Subfield: Modeling and Simulation

Field: Mathematics

Domain: Physical Sciences

Open Access status: green

Funders: National Natural Science Foundation of China, Natural Science Foundation of Zhejiang Province

Awards: 非局部浮游植物竞争模型的时空演化机制研究, G6128674456