HIGH ACCURACY ALGORITHM FOR THE DIFFERENTIAL EQUATIONS GOVERNING ANOMALOUS DIFFUSION

The aim of this book is to extend the application field of 39anomalous diffusion39 and describe the newly built models and the simulation techniques to the modelsThe book first introduces 39anomalous diffusion39 from the statistical physics point of view then discusses the models characterizing anomalous diffusion and its applications including the Fokker–Planck equation the Feymann–Kac equations describing the functional distribution of the anomalous trajectories of the particles and also the microscopic model Langevin type equation The second main part focuses on providing the high accuracy schemes for these kinds of models and the corresponding convergence and stability analysis