119 citations · 528 across the 24 of their papers we have counts for
3 papers · 1 filter
Subdiffusive discrete time random walks via Monte Carlo and subordination
J. A. Nichols, B. I. Henry, C. N. Angstmann
A class of discrete time random walks has recently been introduced to provide a stochastic process based numerical scheme for solving fractional order partial differential equation…
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…
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…