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Related papers: Space-time duality for fractional diffusion

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We prove duality estimates for time-fractional and more general subdiffusion problems. An important example is given by subdiffusive porous medium type equations. Our estimates can be used to prove uniqueness of weak solutions to such…

Analysis of PDEs · Mathematics 2025-09-10 Arlúcio Viana , Patryk Wolejko , Rico Zacher

We propose a variety of models of random walk, discrete in space and time, suitable for simulating stable random variables of arbitrary index $\alpha$ ($0< \alpha \le 2$), in the symmetric case. We show that by properly scaled transition to…

Statistical Mechanics · Physics 2009-10-31 Rudolf Gorenflo , Gianni De Fabritiis , Francesco Mainardi

Fractional calculus is an effective tool in incorporating the effects of non-locality and memory into physical models. In this regard, successful applications exist rang- ing from signal processing to anomalous diffusion and quantum…

General Physics · Physics 2014-08-26 S. S. Bayin , J. P. Krisch

Distributed order fractional Langevin-like equations are introduced and applied to describe anomalous diffusion without unique diffusion or scaling exponent. It is shown that these fractional Langevin equations of distributed order can be…

Statistical Mechanics · Physics 2012-01-16 C. H. Eab , S. C. Lim

To offer a view into the rapidly developing theory of fractional diffusion processes we describe in some detail three topics of present interest: (i) the well-scaled passage to the limit from continuous time random walk under power law…

Probability · Mathematics 2008-05-18 Rudolf Gorenflo , Francesco Mainardi

This paper is concerned with the fractionalized diffusion equations governing the law of the fractional Brownian motion $B_H(t)$. We obtain solutions of these equations which are probability laws extending that of $B_H(t)$. Our analysis is…

Probability · Mathematics 2015-09-28 Roberto Garra , Enzo Orsingher , Federico Polito

This work analyzes fractional continuous-time random walks on two-layer multiplexes. A node-centric dynamics is used, in which it is assumed a Poisson distribution of a walker to become active, while a jump to one of its neighbors depends…

Physics and Society · Physics 2020-01-29 Alfonso Allen-Perkins , Roberto F. S. Andrade

A Markov process fluctuating away from its typical behavior can be represented in the long-time limit by another Markov process, called the effective or driven process, having the same stationary states as the original process conditioned…

Statistical Mechanics · Physics 2023-03-30 Florian Angeletti , Hugo Touchette

In physics, phenomena of diffusion and wave propagation have great relevance; these physical processes are governed in the simplest cases by partial differential equations of order 1 and 2 in time, respectively. By replacing the time…

General Mathematics · Mathematics 2019-12-10 Armando Consiglio , Francesco Mainardi

This study makes the first attempt to use the 2/3-order fractional Laplacian modeling of enhanced diffusing movements of random turbulent particle resulting from nonlinear inertial interactions. A combined effect of the inertial…

Chaotic Dynamics · Physics 2007-05-23 Wen Chen

Consider a system $X = ((x_\xi(t)), \xi \in \Omega_N)_{t \geq 0}$ of interacting Fleming-Viot diffusions with mutation and selection which is a strong Markov process with continuous paths and state space $(\CP(\I))^{\Omega_N}$, where $\I$…

Probability · Mathematics 2011-04-07 Donald A. Dawson , Andreas Greven

The first part of this paper introduces sufficient conditions to determine conservation laws of diffusion equations of arbitrary fractional order in time. Numerical methods that satisfy a discrete analogue of these conditions have…

Numerical Analysis · Mathematics 2022-03-07 Angelamaria Cardone , Gianluca Frasca-Caccia

We consider diffusion type equations with a distributed order derivative in the time variable. This derivative is defined as the integral in $\alpha$ of the Caputo-Dzhrbashian fractional derivative of order $\alpha \in (0,1)$ with a certain…

Mathematical Physics · Physics 2015-06-26 Anatoly N. Kochubei

This study unveils the time-space transforms underlying anomalous diffusion process. Based on this finding, we present the two hypotheses concerning the effect of fractal time-space fabric on physical behaviors and accordingly derive…

Mathematical Physics · Physics 2015-06-26 W Chen

The linearization principle states that the stability (or instability) of solutions to a suitable linearization of a nonlinear problem implies the stability (or instability) of solutions to the original nonlinear problem. In this work, we…

Analysis of PDEs · Mathematics 2025-07-04 Sofwah Ahmad , Szymon Cygan , Grzegorz Karch

We show that the generalized diffusion coefficient of a subdiffusive intermittent map is a fractal function of control parameters. A modified continuous time random walk theory yields its coarse functional form and correctly describes a…

Chaotic Dynamics · Physics 2015-06-26 N. Korabel , A. V. Chechkin , R. Klages , I. M. Sokolov , V. Yu. Gonchar

We consider the time-dependent statistical distributions of diffusive processes in relaxation to a stationary state for simple, two dimensional chaotic models based upon random walks on a line. We show that the cumulative functions of the…

Chaotic Dynamics · Physics 2013-07-15 T. Gilbert , J. R. Dorfman , P. Gaspard

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…

Dynamical Systems · Mathematics 2007-05-23 Erik Andries , Sabir Umarov , Stanly Steinberg

We analyze time-discrete and continuous `fractional' random walks on undirected regular networks with special focus on cubic periodic lattices in $n=1,2,3,..$ dimensions. The fractional random walk dynamics is governed by a master equation…

A non--linear diffusion equation is derived by taking into account hopping rates depending on the occupation of next neighbouring sites. There appears additonal repulsive and attractive forces leading to a changed local mobiltiy. The…

Statistical Mechanics · Physics 2009-10-31 S. Artz , M. Schulz , S. Trimper
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