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Recent rapid advances in single particle tracking and supercomputing techniques resulted in an unprecedented abundance of diffusion data exhibiting complex behaviours, such the presence of power law tails of the msd and memory functions,…

Statistical Mechanics · Physics 2018-10-08 Jakub Ślęzak

We introduce a new class of Fokker-Planck equations associated with an effective generalized thermodynamical framework. These equations describe a gas of Langevin particles in interaction. The free energy can take various forms which can…

Statistical Mechanics · Physics 2009-11-11 Pierre-Henri Chavanis

This article studies a Fokker-Planck type equation of fractional diffusion with conservative drift $\partial$f/$\partial$t = $\Delta$^($\alpha$/2) f + div(Ef), where $\Delta$^($\alpha$/2) denotes the fractional Laplacian and E is a…

Analysis of PDEs · Mathematics 2020-01-22 Laurent Lafleche

One-dimensional movement of interacting particles is a challenging problem where the correlation between particles induces non-trivial collective effects. In contrast to the single-file diffusion case, the pure ballistic single file…

Statistical Mechanics · Physics 2023-02-28 P. M. Centres , S. J. Manzi , V. D. Pereyra , S. Bustingorry

Fractional calculus has been used to describe physical systems with complexity. Here, we show that a fractional calculus approach can restore or include complexity in any physical systems that can be described by partial differential…

Mesoscale and Nanoscale Physics · Physics 2024-08-06 Kyle Rockwell , Ezio Iacocca

We study the diffusion of tagged hard core interacting particles under the influence of an external force field. Using the Jepsen line we map this many particle problem onto a single particle one. We obtain general equations for the…

Statistical Mechanics · Physics 2015-05-14 E. Barkai , R. Silbey

Fractional, anomalous diffusion in space-periodic potentials is investigated. The analytical solution for the effective, fractional diffusion coefficient in an arbitrary periodic potential is obtained in closed form in terms of two…

Statistical Mechanics · Physics 2021-02-02 E. Heinsalu , M. Patriarca , I. Goychuk , P. Hanggi

This paper is about well-posedness and realizability of the kinetic equation for gas-particle flows and its relationship to the Generalized Langevin Model (GLM) PDF equation. Previous analyses claim that this kinetic equation is ill-posed,…

Fluid Dynamics · Physics 2018-02-21 M. W. Reeks , D. C. Swailes , A. D. Bragg

The dynamics of hard-core interacting Brownian particles in an external potential field is studied in one dimension. Using the Jepsen line we find a very general and simple formula relating the motion of the tagged center particle, with the…

Statistical Mechanics · Physics 2010-04-22 E. Barkai , R. Silbey

The fractional diffusion-wave equation (FDWE) is a recent generalization of diffusion and wave equations via time and space fractional derivatives. The equation underlies Levy random walk and fractional Brownian motion and is foremost…

Mathematical Physics · Physics 2007-05-23 W. Chen , S. Holm

We present a numerical study of classical particles diffusing on a solid surface. The particles' motion is modeled by an underdamped Langevin equation with ordinary thermal noise. The particle-surface interaction is described by a periodic…

Statistical Mechanics · Physics 2009-11-10 J. M. Sancho , A. M. Lacasta , K. Lindenberg , I. M. Sokolov , A. H. Romero

Generalization of the Kac integral and Kac method for paths measure based on the Levy distribution has been used to derive fractional diffusion equation. Application to nonlinear fractional Ginzburg-Landau equation is discussed.

Mathematical Physics · Physics 2015-03-12 Vasily E. Tarasov , George M. Zaslavsky

The problem of biological motion is a very intriguing and topical issue. Many efforts are being focused on the development of novel modeling approaches for the description of anomalous diffusion in biological systems, such as the very…

Lie group method provides an efficient tool to solve a differential equation. This paper suggests a fractional partner for fractional partial differential equations using a fractional characteristic method. A space-time fractional diffusion…

Mathematical Physics · Physics 2010-09-22 Guo-cheng Wu

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…

Statistical Mechanics · Physics 2016-02-01 Jean Pierre Boon , James F. Lutsko

Using the asymmetric fractional calculus of variations, we derive a fractional Lagrangian variational formulation of the convection-diffusion equation in the special case of constant coefficients.

Analysis of PDEs · Mathematics 2015-06-03 Jacky Cresson , Isabelle Greff , Pierre Inizan

This paper deals with the investigation of the computational solutions of an unified fractional reaction-diffusion equation, which is obtained from the standard diffusion equation by replacing the time derivative of first order by the…

Mathematical Physics · Physics 2014-09-11 R. K. Saxena , A. M. Mathai , H. J. Haubold

The fractional Fokker-Planck equation, which contains a variable diffusion coefficient, is discussed and solved. It corresponds to the L\'evy flights in a nonhomogeneous medium. For the case with the linear drift, the solution is stationary…

Statistical Mechanics · Physics 2009-06-09 Tomasz Srokowski

The covariant form of the multivariable diffusion-drift process is described by the covariant Fokker--Planck equation using the standard toolbox of Riemann geometry. The covariant form of the equivalent Langevin stochastic differential…

Statistical Mechanics · Physics 2024-10-24 Lajos Diósi

We study anomalous diffusion for one-dimensional systems described by a generalized Langevin equation. We show that superdiffusion can be classified in slow superdiffusion and fast superdiffusion. For fast superdiffusion we prove that the…

Statistical Mechanics · Physics 2007-05-23 Ismael V. L. Costa , Rafael Morgado , Marcos V. B. T. Lima , Fernando A. Oliveira