Related papers: Advances in the studies of anomalous diffusion in …
The Fokker-Planck equation provides complete statistical description of a particle undergoing random motion in a solvent. In the presence of Lorentz force due to an external magnetic field, the Fokker-Planck equation picks up a tensorial…
A Langevin equation is suggested to describe a system driven by correlated Gaussian white noise as well as with positive and negative damping demarcated by a critical velocity. The equation can be transformed into the Fokker-Planck equation…
One obtains a probabilistic representation for the entropic generalized solutions to a nonlinear Fokker-Planck equation in $\mathbb R^d$ with multivalued nonlinear diffusion term as density probabilities of solutions to a nonlinear…
The purpose of this tutorial is to introduce the main concepts behind normal and anomalous diffusion. Starting from simple, but well known experiments, a series of mathematical modeling tools are introduced, and the relation between them is…
A theoretical framework is developed for the phenomenon of non-Gaussian normal diffusion that has experimentally been observed in several heterogeneous systems. From the Fokker-Planck equation with the dynamical structure with largely…
Mathematical models based on probability density functions (PDF) have been extensively used in hydrology and subsurface flow problems, to describe the uncertainty in porous media properties (e.g., permeability modelled as random field).…
Progress in the theory of anomalous diffusion in weakly turbulent cold magnetized plasmas is explained. Several proposed models advanced in the literature are discussed. Emphasis is put on a new proposed mechanism for anomalous diffusion…
We obtain new exact classes of solutions for the nonlinear fractional Fokker-Planck-like equation partial_t rho = partial_x{D(x) partial^{mu -1}_x rho^{nu} - F(x) rho} by considering a diffusion coefficient D = D|x|^{-theta} (theta in R and…
An exact description of the statistical motion of active particles in three dimension is presented in the framework of a generalized diffusion equation. Such a generalization contemplates a non-local, in time and space, connecting (memory)…
The influence of electromagnetic skin effect on anomalous charged particle transport in dense, non-relativistic, collisionless plasma with a small-scale turbulent magnetic field was investigated using quasi-linear kinetic equations, through…
An analytic solution for a Fokker-Planck equation that describes propagation of energetic particles through a scattering medium is obtained. The solution is found in terms of an infinite series of mixed moments of particle distribution. The…
A numerical study of the role of anomalous diffusion in front propagation in reaction-diffusion systems is presented. Three models of anomalous diffusion are considered: fractional diffusion, tempered fractional diffusion, and a model that…
The Fermi acceleration model was introduced to describe how cosmic ray particles are accelerated to great speeds by interacting with moving magnetic fields. We identify a new variation of the model where light ions interact with a moving…
We discuss diffusion properties of a dynamical system, which is characterised by long-tail distributions and finite correlations. The particle velocity has the stable L\'evy distribution; it is assumed as a jumping process (the kangaroo…
The generalized master equation with two times, introduced in earlier, applies to the problem of diffusion in an time-dependent (in general inhomogeneous) external field. We consider the case of the quasi Fokker-Planck approximation, when…
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…
A relativistic diffusion model with cylindrical symmetry, which propagates an initial state based on quantum chromodynamics in time towards a thermal equilibrium limit, is derived from nonequilibrium-statistical considerations: Adapting an…
For the particles undergoing the anomalous diffusion with different waiting time distributions for different internal states, we derive the Fokker-Planck and Feymann-Kac equations, respectively, describing positions of the particles and…
We study diffusion processes in anomalous spacetimes regarded as models of quantum geometry. Several types of diffusion equation and their solutions are presented and the associated stochastic processes are identified. These results are…
Context. Spacecraft observations have motivated the need for a refined description of the phase-space distribution function. Of particular importance is the pitch-angle diffusion coefficient that occurs in the Fokker-Planck transport…