A. N. Bondarenko, D. S. Ivashchenko, “Numerical methods for solving boundary problems of anomalous diffusion theory”, Sib. Èlektron. Mat. Izv., 2008, Volume 5,Pages <nobr>581

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Numerical methods for solving boundary problems of anomalous diffusion theory

A. N. Bondarenko^a, D. S. Ivashchenko^b

^a Sobolev Institute of Mathematics, Siberian Branch of the Russian Academy of Sciences
^b RN-UfaNIPIneft, Ufa, Russia

Abstract: We present two methods numerical solution boundary problems for time fractional diffusion equation. The results of cross-validation computer testing also discussed.

Keywords: anomalous diffusion, numerical methods, Monte Carlo method.

UDC: 519.245, 519.63

MSC: 65Nxx, 65Cxx

Received September 1, 2008, published November 27, 2008