| CTRW模型等待时间分布的随机抽样方法 |
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| 引用本文： | 王延.CTRW模型等待时间分布的随机抽样方法[J].计算物理,2013,30(4):571-576. |
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| 作者姓名： | 王延 |
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| 作者单位： | 中国石油大学(北京)石油工程学院, 北京 102249 |
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| 基金项目： | 国家自然科学基金(11247246);中国石油大学(北京)基金(KYJJ2012-02-31)资助项目 |
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| 摘 要： | 研究等待时间分布为截断幂律分布的连续时间随机行走(CTRW)模型,分析比较截断幂律分布的可能随机抽样方法,并提出一套可以对其进行精确抽样的乘分布舍选算法.数值结果表明:当幂律指数α > 0.2时,该算法的抽样效率在80%以上.利用该算法可以成功得出CTRW模型描述的三种反常输运过程的标度关系.
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| 关 键 词： | 连续时间随机行走 截断幂律分布 随机抽样方法 |
| 收稿时间： | 2012-10-19 |
| 修稿时间： | 2013-01-23 |
Stochastic Waiting Time Sampling Method in CTRW Model |
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| 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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| Authors: | WANG Yan |
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| Institution: | School of Petroleum Engineering, China University of Petroleum, Beijing 102249, China |
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| 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. |
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| Keywords: | continuous-time random walks truncated power law Monte Carlo method |
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