Please use this identifier to cite or link to this item: http://hdl.handle.net/10525/1288

 Title: Monte Carlo Random Walk Simulations Based on Distributed Order Differential Equations with Applications to Cell Biology Authors: Andries, ErikUmarov, SabirSteinberg, Stanly Keywords: Random WalkAnomalous DiffusionConfined DiffusionDistributed Order Differential EquationMonte-Carlo Simulation65C0560G5039A1092C37 Issue Date: 2006 Publisher: Institute of Mathematics and Informatics Bulgarian Academy of Sciences Citation: Fractional Calculus and Applied Analysis, Vol. 9, No 4, (2006), 351p-369p Abstract: In this paper the multi-dimensional Monte-Carlo random walk simulation models governed by distributed fractional order differential equations (DODEs) and multi-term fractional order differential equations are constructed. The construction is based on the discretization leading to a generalized difference scheme (containing a finite number of terms in the time step and infinite number of terms in the space step) of the Cauchy problem for DODE. The scaling limits of the constructed random walks to a diffusion process in the sense of distributions is proved. Description: Mathematics Subject Classification: 65C05, 60G50, 39A10, 92C37 URI: http://hdl.handle.net/10525/1288 ISSN: 1311-0454 Appears in Collections: 2006

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