Journal
PHYSICAL REVIEW E
Volume 75, Issue 1, Pages -Publisher
AMER PHYSICAL SOC
DOI: 10.1103/PhysRevE.75.016708
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A computer algorithm for the visualization of sample paths of anomalous diffusion processes is developed. It is based on the stochastic representation of the fractional Fokker-Planck equation describing anomalous diffusion in a nonconstant potential. Monte Carlo methods employing the introduced algorithm will surely provide tools for studying many relevant statistical characteristics of the fractional Fokker-Planck dynamics.
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