Numerical Method for Solving of the Anomalous Diffusion Equation Based on a Local Estimate of the Monte Carlo Method

This paper considers a method of stochastic solution to the anomalous diffusion equation with a fractional derivative with respect to both time and coordinates. To this end, the process of a random walk of a particle is considered, and a master equation describing the distribution of particles is obtained. It has been shown that in the asymptotics of large times, this process is described by the equation of anomalous diffusion, with a fractional derivative in both time and coordinates. The method has been proposed for local estimation of the solution to the anomalous diffusion equation based on the simulation of random walk trajectories of a particle. The advantage of the proposed method is the opportunity to estimate the solution directly at a given point. This excludes the systematic component of the error from the calculation results and allows constructing the solution as a smooth function of the coordinate

On a New Family of Runge–Kutta–Nyström Pairs of Orders 6(4)

In this study, Runge–Kutta–Nyström pairs of orders 6(4) using six stages per step are considered. The main contribution of the present work is that we introduce a new family of pairs (i.e., new methodology of solution for order conditions) that possesses seven free parameters instead of four, as used by similar pairs until now. Using these extra coefficients efficiently we may construct methods with better properties. Here, we exploit the free parameters in order to derive a pair with extended imaginary stability interval. This type of method may furnish better results on problems with periodic solutions. Extended numerical tests justify our effort

On a New Family of Runge–Kutta–Nyström Pairs of Orders 6(4)

In this study, Runge–Kutta–Nyström pairs of orders 6(4) using six stages per step are considered. The main contribution of the present work is that we introduce a new family of pairs (i.e., new methodology of solution for order conditions) that possesses seven free parameters instead of four, as used by similar pairs until now. Using these extra coefficients efficiently we may construct methods with better properties. Here, we exploit the free parameters in order to derive a pair with extended imaginary stability interval. This type of method may furnish better results on problems with periodic solutions. Extended numerical tests justify our effort