The aim of this book is to extend the application field of
'anomalous diffusion', and describe the newly built models and the
simulation techniques to the models.The book first introduces
'anomalous diffusion' from the statistical physics point of view,
then discusses the models characterizing anomalous diffusion and
its applications, including the Fokker-Planck equation, the
Feymann-Kac equations describing the functional distribution of the
anomalous trajectories of the particles, and also the microscopic
model - Langevin type equation. The second main part focuses on
providing the high accuracy schemes for these kinds of models, and
the corresponding convergence and stability analysis.
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