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Pre-asymptotic transport of a scalar quantity passively advected by a velocity field formed by a large-scale component superimposed to a small-scale fluctuation is investigated both analytically and by means of numerical simulations.…
In the present Short Note an idea is proposed to explain the emergence and the observation of processes in complex media that are driven by fractional non-Markovian master equations. Particle trajectories are assumed to be solely Markovian…
In this work, we investigate a variational formulation for a time-fractional Fokker-Planck equation which arises in the study of complex physical systems involving anomalously slow diffusion. The model involves a fractional-order Caputo…
Fractional mechanics describes both conservative and non-conservative systems. The fractional variational principles gained importance in studying the fractional mechanics and several versions are proposed. In classical mechanics the…
We propose a model of sub-diffusion in which an external force is acting on a particle at all times not only at the moment of jump. The implication of this assumption is the dependence of the random trapping time on the force with the…
We study the diffusive dynamics of a Brownian particle in proximity of a flat surface under non-equilibrium conditions, which are created by an anisotropic thermal environment with different temperatures being active along distinct spatial…
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…
We consider a continuous random walk model for describing normal as well as anomalous diffusion of particles subjected to an external force when these particles diffuse in a uniformly expanding (or contracting) medium. A general equation…
The diffusion of chiral active Brownian particles in three-dimensional space is studied analytically, by consideration of the corresponding Fokker-Planck equation for the probability density of finding a particle at position…
Fractional Brownian motion is a Gaussian stochastic process with stationary, long-time correlated increments and is frequently used to model anomalous diffusion processes. We study numerically fractional Brownian motion confined to a finite…
We consider fractional directional derivatives and establish some connection with stable densities. Solutions to advection equations involving fractional directional derivatives are presented and some properties investigated. In particular…
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…
Equation of long-range particle drift and diffusion on three-dimensional physical lattice is suggested. This equation can be considered as a lattice analogof space-fractional Fokker-Planck equation for continuum. The lattice approach gives…
The transport equation of active motion is generalised to consider time-fractional dynamics for describing the anomalous diffusion of self-propelled particles observed in many different systems. In the present study, we consider an…
In this paper, we study both the direct and inverse random source problems associated with the multi-term time-fractional diffusion-wave equation driven by a fractional Brownian motion. Regarding the direct problem, the well-posedness is…
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…
We identify a pseudolocal conserved charge in the Fredkin and Motzkin quantum spin chains and explore its consequences for the hydrodynamics of systems with Fredkin- or Motzkin-type kinetic constraints. We use this quantity to formulate an…
We investigate the effects of relatively rapid variations of the boundaries of an overmoded cavity on the stochastic properties of its interior acoustic or electromagnetic field. For quasi-static variations, this field can be represented as…
We show that the general two-variable Langevin equations with inhomogeneous noise and friction can generate many different forms of power-law distributions. By solving the corresponding stationary Fokker-Planck equation, we can obtain a…
We study Brownian motion driven with both conservative and nonconservative external forces. By using the thermodynamic approach of the theory of Brownian motion we obtain the Fokker-Planck equation and derive expressions for the Fluctuation…