Related papers: From Power Laws to Fractional Diffusion: the Direc…
We extend the random walk framework to include compounded steps, providing first-passage time (FPT) properties for a new class of superdiffusive processes, which are governed by the space-fractional spectral Fokker-Planck equation. This…
Deriving evolution equations accounting for both anomalous diffusion and reactions is notoriously difficult, even in the simplest cases. In contrast to normal diffusion, reaction kinetics cannot be incorporated into evolution equations…
In this article we address the problem of the nonlinear interaction of subdiffusive particles. We introduce the random walk model in which statistical characteristics of a random walker such as escape rate and jump distribution depend on…
In this paper we discuss a closed-form approximation of the likelihood functions of an arbitrary diffusion process. The approximation is based on an exponential ansatz of the transition probability for a finite time step $\Delta t$, and a…
We study the first passage time (FPT) problem in Levy type of anomalous diffusion. Using the recently formulated fractional Fokker-Planck equation, we obtain an analytic expression for the FPT distribution which, in the large passage time…
Levy walk (LW) process has been used as a simple model for describing anomalous diffusion in which the mean squared displacement of the walker grows non-linearly with time in contrast to the diffusive motion described by simple random walks…
We consider a fractional version of the classical nonlinear birth process of which the Yule--Furry model is a particular case. Fractionality is obtained by replacing the first order time derivative in the difference-differential equations…
We use a large single particle tracking data set to analyze the short time and small spatial scale motion of quantum dots labeling proteins in cell membranes. Our analysis focuses on the jumps which are the changes in the position of the…
We show a relation between fractional calculus and fractals, based only on physical and geometrical considerations. The link has been found in the physical origins of the power-laws, ruling the evolution of many natural phenomena, whose…
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…
These notes are devoted to fluctuations of one-dimensional random walks. We discuss various approaches to first-passage times and to the corresponding conditional distributions. After discussion of some classical methods, such as reflection…
The behaviour of the solutions of the time-fractional diffusion equation, based on the Caputo derivative, is studied and its dependence on the fractional exponent is analysed. The time-fractional convection-diffusion equation is also solved…
It is a well known fact that subdiffusion equations in terms of fractional derivatives can be obtained from Continuous Time Random Walk (CTRW) models with long-tailed waiting time distributions. Over the last years various authors have…
Starting from a continuous time random walk (CTRW) model of particles that may evanesce as they walk, our goal is to arrive at macroscopic integro-differential equations for the probability density for a particle to be found at point r at…
We derive the asymptotic first passage time (FPT) distribution for space-dependent variable-order time-fractional diffusion, where the fractional exponent $\alpha(x)$ varies with position. For any sufficiently smooth $\alpha(x)$ on a finite…
The generalized diffusion equations with fractional order derivatives have shown be quite efficient to describe the diffusion in complex systems, with the advantage of producing exact expressions for the underlying diffusive properties.…
Several classes of physical systems exhibit ultraslow diffusion for which the mean squared displacement at long times grows as a power of the logarithm of time ("strong anomaly") and share the interesting property that the probability…
We consider the general branching random walk under minimal assumptions, which in particular guarantee that the empirical particle distribution admits an almost sure central limit theorem. For such a process, we study the large time decay…
In this article, the continuous time random walk on the circle is studied. We derive the corresponding generalized master equation and discuss the effects of topology, especially important when Levy flights are allowed. Then, we work out…
The distribution of the first positive position reached by a random walker starting from the origin is fundamental for understanding the statistics of extremes and records in one-dimensional random walks. We present a comprehensive study of…