Abstract: A numerical method based on continuous time random walk(CTRW) theory is developed for anomalous diffusion.Probability density functions for both jump distance and residence time in CTRW model are determined.Metropolis sampling method is improved in the case of nonlinear potentials.Escape rate in metastable potential is investigated.It shows that stationary escape rate is non-monotonic as anomalous index α increases.A maximum of escape rate exists in the case of super-diffusion and a cancellation phenomenon in barrier region is found.

Key words: continuous time random walk, Metropolis sampling method, metastable potential, escape rate, cancellation phenomenon