Stochastic Waiting Time Sampling Method in CTRW Model

CHINESE JOURNAL OF COMPUTATIONAL PHYSICS ›› 2013, Vol. 30 ›› Issue (4): 571-576.

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Stochastic Waiting Time Sampling Method in CTRW Model

WANG Yan

School of Petroleum Engineering, China University of Petroleum, Beijing 102249, China

Received:2012-10-19 Revised:2013-01-23 Online:2013-07-25 Published:2013-07-25

Abstract

Abstract: Continuous-time random walk (CTRW) models with truncated power law waiting time distribution are investigated.Possible Monte Carlo algorithms to draw random numbers with such distribution are discussed.And an accurate rejection-acceptance method is proposed.Its sampling efficiency is greater than 80% as the power law exponent α > 0.2.Scaling relations of three types of anomalous transport arising in CTRW models are obtained.

Key words: continuous-time random walks, truncated power law, Monte Carlo method

CLC Number:

O414.22

WANG Yan. Stochastic Waiting Time Sampling Method in CTRW Model[J]. CHINESE JOURNAL OF COMPUTATIONAL PHYSICS, 2013, 30(4): 571-576.

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Stochastic Waiting Time Sampling Method in CTRW Model

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