Related papers: Fokker-Planck Equation for Fractional Systems
Fractional calculus allows one to generalize the linear, one-dimensional, diffusion equation by replacing either the first time derivative or the second space derivative by a derivative of fractional order. The fundamental solutions of…
In this paper we discuss fractional generalizations of the filtering problem. The "fractional" nature comes from time-changed state or observation processes, basic ingredients of the filtering problem. The mathematical feature of the…
It is well-known that the transition function of the Ornstein-Uhlenbeck process solves the Fokker-Planck equation. This standard setting has been recently generalized in different directions, for example, by considering the so-called…
We investigate a subdiffusive, fractional Fokker-Planck dynamics occurring in time-varying potential landscapes and thereby disclose the failure of the fractional Fokker-Planck equation (FFPE) in its commonly used form when generalized in…
Dynamics of complex systems is often hierarchically organized on different time scales. To understand the physics of such hierarchy, here Brownian motion of a particle moving through a fluctuating medium with slowly varying temperature is…
A formalism for quantum many-body systems is proposed through a semiclassical treatment in phase space, allowing us to establish a stochastic thermodynamics incorporating quantum statistics. Specifically, we utilize a stochastic…
We investigate the stochastic processes obtained as the fractional Riemann-Liouville integral of order $\alpha \in (0,1)$ of Gauss-Markov processes. The general expressions of the mean, variance and covariance functions are given. Due to…
Equation of long-range particle drift and diffusion on three-dimensional physical lattice is suggested. This equation can be considered as a lattice analogof space-fractional Fokker-Planck equation for continuum. The lattice approach gives…
The invariant distribution, which is characterized by the stationary Fokker-Planck equation, is an important object in the study of randomly perturbed dynamical systems. Traditional numerical methods for computing the invariant distribution…
We present a theoretical framework to model the electric response of cell aggregates. We establish a coarse representation for each cell as a combination of membrane and cytoplasm dipole moments. Then we compute the effective conductivity…
Fractional dynamics of relativistic particle is discussed. Derivatives of fractional orders with respect to proper time describe long-term memory effects that correspond to intrinsic dissipative processes. Relativistic particle subjected to…
The Fokker--Planck Equation can be used in a partially-coherent imaging context to model the evolution of the intensity of a paraxial x-ray wave field with propagation. This forms a natural generalisation of the transport-of-intensity…
A fractional quantization in a two dimensional space is proposed. The angular momenta of the two dimensional electrons are quantized in fractional numbers by the boundary conditions on a multi-layered Riemann surface. Extended wave…
A new approach to quantum Markov processes is developed and the corresponding Fokker-Planck equation is derived. The latter is examined to reproduce known results from classical and quantum physics. It was also applied to the phase-space…
An oscillator algebra and the associated Fock space with reflecting boundary and generalized statistics are constructed and is generalized to the multicomponent case. The oscillator algebra depends manifestly on the reflection factor and…
Fractional generalization of an exterior derivative for calculus of variations is defined. The Hamilton and Lagrange approaches are considered. Fractional Hamilton and Euler-Lagrange equations are derived. Fractional equations of motion are…
The paper presents a new formula for the fractional integration, which generalizes the Riemann-Liouville and Hadamard fractional integrals into a single form, which when a parameter fixed at different values, produces the above integrals as…
Interacting systems of particles with generalized statistics are considered on both classical and quantum level. It is shown that all possible quantum states and corresponding processes can be represented in terms of certain specific…
The goal of this communication is to propose a generalized notion of the "traditional derivative". This generalization includes the fractional derivatives such as the Riemann-Liouville, Gruenwald-Letnikov, Weyl, Riesz, Caputo, Marchaud…
We explore whether quantum field theory can be understood as the statistical mechanics of a time-reversal-invariant stochastic generalization of Hamiltonian dynamics. The motivation for this project, started with this paper, is to assign…