Related papers: Fokker-Planck Equation for Fractional Systems
This paper develops solutions of fractional Fokker-Planck equations describing subdiffusion of probability densities of stochastic dynamical systems driven by non-Gaussian L\'evy processes, with space-time-dependent drift, diffusion and…
Anomalous diffusion and power-law distributions are observed in various complex systems. To provide a consistent dynamical foundation for these phenomena, we present a geometric derivation of the nonlinear Fokker-Planck equation by…
We derive the fractional generalization of the Ginzburg-Landau equation from the variational Euler-Lagrange equation for fractal media. To describe fractal media we use the fractional integrals considered as approximations of integrals on…
Fractional diffusion and Fokker-Planck equations are widely used tools to describe anomalous diffusion in a large variety of complex systems. The equivalent formulations in terms of Caputo or Riemann-Liouville fractional derivatives can be…
Fractional Poisson processes, a rapidly growing area of non-Markovian stochastic processes, are useful in statistics to describe data from counting processes when waiting times are not exponentially distributed. We show that the fractional…
Generalized Fourier transformation between the position and the momentum representation of a quantum state is constructed in a coordinate independent way. The only ingredient of this construction is the symplectic (canonical) geometry of…
Many physical, biological or social systems are governed by history-dependent dynamics or are composed of strongly interacting units, showing an extreme diversity of microscopic behaviour. Macroscopically, however, they can be efficiently…
We introduce a general coupled system of parabolic equations with quadratic nonlinear terms and diffusion terms defined by fractional powers of the Laplacian operator. We develop a method to establish the rigorous convergence of the…
We have treated numerous illustrative examples of spin relaxation problems using Wigner's phase-space formulation of quantum mechanics of particles and spins. The merit of the phase space formalism as applied to spin relaxation problems is…
The Fokker-Planck equation has been very useful for studying dynamic behavior of stochastic differential equations driven by Gaussian noises. In this paper, we derive a Fractional Fokker--Planck equation for the probability distribution of…
The key idea of this contribution is the partial compensation of non-minimum phase zeros or unstable poles. Therefore the integer-order zero/pole is split into a product of fractional-order pseudo zeros/poles. The amplitude and phase…
We improve the standard theory of collisional stellar systems by considering the presence of a continuous mass distribution. The calculus of the diffusion coefficients is generalized and a new expression of the Fokker-Planck equation is…
In this paper the author presents the results of the preliminary investigation of fractional dynamical systems based on the results of numerical simulations of fractional maps. Fractional maps are equivalent to fractional differential…
The fractional Fokker-Planck equation for subdiffusion in time-dependent force fields is derived from the underlying continuous time random walk. Its limitations are discussed and it is then applied to the study of subdiffusion under the…
The study of systems with memory requires methods which are different from the methods used in regular dynamics. Systems with power-law memory in many cases can be described by fractional differential equations, which are…
Recently, the fractional Fokker-Planck equations (FFPEs) with multiple internal states are built for the particles undergoing anomalous diffusion with different waiting time distributions for different internal states, which describe the…
New kind of differential equations, called local fractional differential equations, has been proposed for the first time. They involve local fractional derivatives introduced recently. Such equations appear to be suitable to deal with…
The new scheme of stochastic quantization is proposed. This quantization procedure is equivalent to the deformation of an algebra of observables in the manner of deformation quantization with an imaginary deformation parameter (the Planck…
The temporal Fokker-Plank equation [{\it J. Stat. Phys.}, {\bf 3/4}, 527 (2003)] or propagation-dispersion equation was derived to describe diffusive processes with temporal dispersion rather than spatial dispersion as in classical…
In this paper, non-Hamiltonian systems with holonomic constraints are treated by a generalization of Dirac's formalism. Non-Hamiltonian phase space flows can be described by generalized antisymmetric brackets or by general Liouville…