Continuous Time Random Walk: Difference between revisions

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:<math>\frac{\partial n(x,t)}{\partial t} = \int_0^t \left ( \int_{-\infty}^{\infty}{K(x-x',t-t',x',t')n(x',t')dx'} - n(x,t')\int_{-\infty}^{\infty}{K(x-x',t-t',x',t')dx'}\right )dt'</math>
:<math>\frac{\partial n(x,t)}{\partial t} = \int_0^t \left ( \int_{-\infty}^{\infty}{K(x-x',t-t',x',t')n(x',t')dx'} - n(x,t')\int_{-\infty}^{\infty}{K(x-x',t-t',x',t')dx'}\right )dt'</math>
where ''n'' is the particle (probability) density, and ''K'' a kernel that depends on ''p'' and ''&psi;''.


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