In this paper, the time-fractional heat equation with the Caputo derivative of order α where 0 < α ≤ 1 is considered. The parametric Crank-Nicholson type method for direct problems is used. But for ...

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The Annals of Applied Probability, Vol. 28, No. 3 (June 2018), pp. 1943-1976 (34 pages) The initial-boundary value problem for the heat equation is solved by using an algorithm based on a random walk ...