Related papers: Pseudoprocesses governed by higher-order fractiona…

Computing solutions to partial differential equations using the fast Fourier transform can lead to unwanted oscillatory behavior. Due to the periodic nature of the discrete Fourier transform, waves that leave the computational domain on one…

We show how statistical thermodynamics can be formulated in situations in which thermodynamics applies, while equilibrium statistical mechanics does not. A typical case is, in the words of Landau and Lifshitz, that of partial (or…

We study diffusion processes in anomalous spacetimes regarded as models of quantum geometry. Several types of diffusion equation and their solutions are presented and the associated stochastic processes are identified. These results are…

The macroscopic behavior of dissipative stochastic partial differential equations usually can be described by a finite dimensional system. This article proves that a macroscopic reduced model may be constructed for stochastic…

We consider the nonlinear Duffing oscillator in presence of fractional damping which is characteristic in different physical situations. The system is studied with a smaller and larger damping parameter value, that we call the underdamped…

Hawkes process (HP) is a point process with a conditionally dependent intensity function. This paper defines the tempered fractional Hawkes process (TFHP) by time-changing the HP with an inverse tempered stable subordinator. We obtained…

In this paper the multi-dimensional random walk models governed by distributed fractional order differential equations and multi-term fractional order differential equations are constructed. The scaling limits of these random walks to a…

We investigate fractional Brownian motion with a microscopic random-matrix model and introduce a fractional Langevin equation. We use the latter to study both sub- and superdiffusion of a free particle coupled to a fractal heat bath. We…

In the paper we consider higher-order partial differential equations from the class of linear dispersive equations. We investigate solutions to these equations subject to random initial conditions given by harmonizable…

Semi-Markov processes are Markovian processes in which the firing time of the transitions is modelled by probabilistic distributions over positive reals interpreted as the probability of firing a transition at a certain moment in time. In…

For the particles undergoing the anomalous diffusion with different waiting time distributions for different internal states, we derive the Fokker-Planck and Feymann-Kac equations, respectively, describing positions of the particles and…

We introduce a notion of fractional (noninteger order) derivative on an arbitrary nonempty closed subset of the real numbers (on a time scale). Main properties of the new operator are proved and several illustrative examples given.

Zolotarev proved a duality result that relates stable densities with different indices. In this paper, we show how Zolotarev duality leads to some interesting results on fractional diffusion. Fractional diffusion equations employ fractional…

A delayed term in a differential equation reflects the fact that information takes significant time to travel from one place to another within a process being studied. Despite de apparent similarity with ordinary differential equations,…

In this note we show how a initial value problem for a relaxation process governed by a differential equation of non-integer order with a constant coefficient may be equivalent to that of a differential equation of the first order with a…

The fractional Poisson process and the Wright process (as discretization of the stable subordinator) along with their diffusion limits play eminent roles in theory and simulation of fractional diffusion processes. Here we have analyzed…

This work is an extended version of the paper arXiv:0803.2669v1[math-ph], in which the main results were announced. We consider certain classical diffusion process for a wave function on the phase space. It is shown that at the time of…

The short-time behavior of the survival probability of a system governed by a time-dependent non-Hermitian Hamiltonian is derived using to the second order perturbative approach. The resulting expression allows for the analysis of some…

Subdiffusion with reaction $A+B\rightarrow B$ is considered in a system which consists of two homogeneous media joined together; the $A$ particles are mobile whereas $B$ are static. Subdiffusion and reaction parameters, which are assumed to…

The normal forms up to the third order for a Hopf-steady state bifurcation of a general system of partial functional differential equations (PFDEs) is derived based on the center manifold and normal form theory of PFDEs. This is a…