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In this paper we present stochastic foundations of fractional dynamics driven by fractional material derivative of distributed order-type. Before stating our main result we present the stochastic scenario which underlies the dynamics given…

Probability · Mathematics 2015-10-02 Marcin Magdziarz , Marek Teuerle

Anomalous diffusion phenomena are ubiquitous in complex media, such as biological tissues. A wide class of sub-diffusive phenomena phenomena is described by the time-fractional diffusion equation. The paper investigates the case of…

Classical Analysis and ODEs · Mathematics 2018-10-02 Dimiter Prodanov

We introduce a persistent random walk model for the stochastic transport of particles involving self-reinforcement and a rest state with Mittag-Leffler distributed residence times. The model involves a system of hyperbolic partial…

Statistical Mechanics · Physics 2021-11-16 Daniel Han , Dmitri V. Alexandrov , Anna Gavrilova , Sergei Fedotov

A Fokker Planck equation on fractal curves is obtained, starting from Chapmann-Kolmogorov equation on fractal curves. This is done using the recently developed calculus on fractals, which allows one to write differential equations on…

Mathematical Physics · Physics 2010-04-27 Seema E. Satin , Abhay Parvate , A. D. Gangal

We derive backward and forward fractional Schr\"odinger type of equations for the distribution of functionals of the path of a particle undergoing anomalous diffusion. Fractional substantial derivatives introduced by Friedrich and…

Statistical Mechanics · Physics 2010-03-17 Lior Turgeman , Shai Carmi , Eli Barkai

We develop a continuous time random walk (CTRW) approach for the evolution of Lagrangian velocities in steady heterogeneous flows based on a stochastic relaxation process for the streamwise particle velocities. This approach describes…

Fluid Dynamics · Physics 2016-11-30 Marco Dentz , Peter K. Kang , Alessandro Comolli , Tanguy Le Borgne , Daniel R. Lester

It is proved that the distributions of scaling limits of Continuous Time Random Walks (CTRWs) solve integro-differential equations akin to Fokker-Planck Equations for diffusion processes. In contrast to previous such results, it is not…

Probability · Mathematics 2016-07-20 Boris Baeumer , Peter Straka

We study the reaction front for the process $A+B\to C$ in which the reagents move subdiffusively. We propose a fractional reaction-subdiffusion equation in which both the motion and the reaction terms are affected by the subdiffusive…

Statistical Mechanics · Physics 2009-11-11 Katja Lindenberg , Santos B. Yuste

An analytical soluble model based on a Continuous Time Random Walk (CTRW) scheme for the adsorption-desorption processes at interfaces, called bulk-mediated surface diffusion, is presented. The time evolution of the effective probability…

Condensed Matter · Physics 2009-11-10 Jorge A. Revelli , Carlos. E. Budde , Domingo Prato , Horacio S. Wio

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

Mathematical models of motility are often based on random-walk descriptions of discrete individuals that can move according to certain rules. It is usually the case that large masses concentrated in small regions of space have a great…

Physics and Society · Physics 2022-11-23 Carles Falcó

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…

Statistical Mechanics · Physics 2007-05-23 Francesco Mainardi , Paolo Paradisi , Rudolf Gorenflo

In this work, we present and analyse a system of coupled partial differential equations, which models tumour growth under the influence of subdiffusion, mechanical effects, nutrient supply, and chemotherapy. The subdiffusion of the system…

Analysis of PDEs · Mathematics 2021-10-08 Marvin Fritz , Christina Kuttler , Mabel L. Rajendran , Barbara Wohlmuth , Laura Scarabosio

Continuous time random walks (CTRWs) are used in physics to model anomalous diffusion, by incorporating a random waiting time between particle jumps. In finance, the particle jumps are log-returns and the waiting times measure delay between…

Data Analysis, Statistics and Probability · Physics 2008-12-10 Mark M. Meerschaert , Enrico Scalas

In the present paper, we address a class of the fractional derivatives of constant and variable orders for the first time. Fractional-order relaxation equations of constants and variable orders in the sense of Caputo type are modeled from…

Classical Physics · Physics 2017-07-18 Xiao-Jun Yang

Functionals of Brownian motion have diverse applications in physics, mathematics, and other fields. The probability density function (PDF) of Brownian functionals satisfies the Feynman-Kac formula, which is a Schrodinger equation in…

Statistical Mechanics · Physics 2010-11-25 Shai Carmi , Lior Turgeman , Eli Barkai

We consider the radiative transport equation in which the time derivative is replaced by the Caputo derivative. Such fractional-order derivatives are related to anomalous transport and anomalous diffusion. In this paper we describe how the…

Mathematical Physics · Physics 2017-03-08 Manabu Machida

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

Reaction-diffusion equations describe various spatially extended processes that unfold as traveling fronts moving at constant velocity. We introduce and solve analytically a model that, besides such fronts, supports solutions advancing as…

Biological Physics · Physics 2026-02-13 Louis Brezin , Kyle J. Shaffer , Kirill S. Korolev

We discovered a class of self-similar solutions in nonlinear models describing the formation of morphogen gradients, the concentration fields of molecules acting as spatial regulators of cell differention in developing tissues. These models…

Quantitative Methods · Quantitative Biology 2015-05-28 Cyrill B. Muratov , Peter V. Gordon , Stanislav Y. Shvartsman
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