Continuous Time Random Walk: Difference between revisions

Jump to navigation Jump to search
Line 18: Line 18:
== The Master Equation ==
== The Master Equation ==


By making some additional assumptions regarding the nature of this single-particle step distribution, it becomes possible to compute the average behaviour of the system in the limit of infinitely many particles, and to deduce an evolution equation for the particle (probability) density. This equation is a Master Equation.
By making some additional assumptions regarding the nature of this single-particle step distribution, it becomes possible to compute the average behaviour of the system in the limit of infinitely many particles, and to deduce an evolution equation for the particle (probability) density.
<ref>[http://link.aip.org/link/?PHPAEN/11/2272/1 B.Ph. Van Milligen, R. Sánchez, and B.A. Carreras, ''Probabilistic finite-size transport models for fusion: anomalous transport and scaling laws'', Phys. Plasmas '''11''', 5 (2004) 2272]</ref>
This equation is a Master Equation.


== Fractional Differential Equations ==
== Fractional Differential Equations ==