Related papers: A simple mathematical model for anomalous diffusio…
We consider the Landau-Coulomb equation for initial data with bounded mass, finite numbers of moments, and entropy. We show the existence of a global weak solution that has bounded Fisher information for positive times. This solution is…
Using the transport-of-intensity approach for free-space optical propagation in the paraxial regime, we show that diffraction is fundamentally related to the Fisher information associated with models of the transverse intensity…
The overdamped dynamics of a charged particle driven by an uniform electric field through a random sequence of scatterers in one dimension is investigated. Analytic expressions of the mean velocity and of the velocity power spectrum are…
Symmetric alpha-stable (S alpha S) distributions with alpha<2 lack finite classical Fisher information. Building on Johnson's framework, we define Mixed Fractional Information (MFI) via the initial rate of relative entropy dissipation…
With the help of the coherent states' basis we establish an interesting connection among i) the so-called Wehrl entropy, ii) Fisher's information measure $I$, and iii) the canonical ensemble entropy for the one-dimensional quantum harmonic…
We consider a Bayesian problem of estimating of probability of success in a series of conditionally independent trials with binary outcomes. We study the asymptotic behaviour of differential entropy for posterior probability density…
Diffusion in nonhomogeneous media is described by a dynamical process driven by a general Levy noise and subordinated to a random time; the subordinator depends on the position. This problem is approximated by a multiplicative process…
In this paper we present in one-dimensional space a numerical solution of a partial differential equation of fractional order. This equation describes a process of anomalous diffusion. The process arises from the interactions within the…
This paper is dedicated to addressing the simultaneous inversion problem involving the initial value and space-dependent source term in a time-fractional diffusion-wave equation. Firstly, we establish the uniqueness of the inverse problem…
We consider the problem of parameter estimation for an ergodic diffusion with Fisher-Snedecor invariant distribution, to be called Fisher-Snedecor diffusion. We compute the spectral representation of its transition density, which involves a…
We propose a practical empirical fitting function to characterize the non-Gaussian displacement distribution functions (DispD) often observed for heterogeneous diffusion problems. We first test this fitting function with the problem of a…
A new information-theoretic approach to the central limit theorem for stable laws is presented. The main novelty is the concept of relative fractional Fisher information, which shares most of the properties of the classical one, included…
This paper is devoted to the inverse problem of determining the spatially dependent source in a time fractional diffusion-wave equation, with the aid of extra measurement data at subboundary. Uniqueness result is obtained by using the…
We investigate evolution equations for anomalous diffusion employing fractional derivatives in space and time. Linkage between the space-time variables leads to a new type of fractional derivative operator. Fractional diffusion equations…
The anomalous mean square fluctuations are shown to arise naturally from the ordinary diffusion equation interpreted scale invariantly in a formalism endowing real numbers with a nonarchimedean multiplicative structure. A variable $t$…
Anomalous diffusion occurs in a wide range of systems, including protein transport within cells, animal movement in complex habitats, pollutant dispersion in groundwater, and nanoparticle motion in synthetic materials. Accurately estimating…
Filtering theory gives an explicit models for the flow of information and thereby quantifies the rates of change of information supplied to and dissipated from the filter's memory. Here we extend the analysis of Mitter and Newton from…
The nonlinear diffusion equation $\frac{\partial \rho}{\partial t}=D \tilde{\Delta} \rho^\nu$ is analyzed here, where $\tilde{\Delta}\equiv \frac{1}{r^{d-1}}\frac{\partial}{\partial r} r^{d-1-\theta} \frac{\partial}{\partial r}$, and $d$,…
We analyse mobile-immobile transport of particles that switch between the mobile and immobile phases with finite rates. Despite this seemingly simple assumption of Poissonian switching we unveil a rich transport dynamics including…
When particles/molecules diffuse in systems that contain obstacles, the steady-state regime (during which the mean-square displacement scales linearly with time, $\left< r^2 \right> \sim t$) is preceded by a transient regime. It is common…