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math.NA2016
Numeric Solution of Advection-Diffusion Equations by a Discrete Time Random Walk Scheme
Christopher. N. Angstmann, Bruce I. Henry, Byron A. Jacobs +1
Explicit numerical finite difference schemes for partial differential equations are well known to be easy to implement but they are particularly problematic for solving equations w…
math.NA2016
Discretization of Fractional Differential Equations by a Piecewise Constant Approximation
Christopher N Angstmann, Bruce I Henry, Anna V McGann
There has recently been considerable interest in using a nonstandard piecewise approximation to formulate fractional order differential equations as difference equations that descr…