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Continuous-time random walks on bounded domains
1Department of Mathematics, Colorado State University, Fort Collins, Colorado 80523-1874, USA. burch@math.colostate.edu
Abstract:
A useful perspective to take when studying anomalous diffusion processes is that of a continuous-time random walk and its associated generalized master equation. We derive the generalized master equations for continuous-time random walks that are restricted to a bounded domain and compare numerical solutions with kernel-density estimates of the probability-density function computed from simulations. The numerical solution of the generalized master equation represents a powerful tool in the study of continuous-time random walks on bounded domains.
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