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Related papers: Space-time fractional diffusion on bounded domains

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There has been considerable recent study in "sub-diffusion" models that replace the standard parabolic equation model by a one with a fractional derivative in the time variable. There are many ways to look at this newer approach and one…

Analysis of PDEs · Mathematics 2019-04-08 William Rundell , Zhidong Zhang

We consider the propagation of galactic cosmic rays under assumption that the interstellar medium is a fractal one. An anomalous diffusion equation in terms of fractional derivatives is used to describe of cosmic ray propagation. The…

Astrophysics · Physics 2007-05-23 A. A. Lagutin , V. V. Uchaikin

A Langevin equation with a special type of additive random source is considered. This random force presents a fractional order derivative of white noise, and leads to a power-law time behavior of the mean square displacement of a particle,…

chao-dyn · Physics 2009-10-31 V. Kobelev , E. Romanov

Diffusive representations of fractional derivatives have proven to be useful tools in the construction of fast and memory efficient numerical methods for solving fractional differential equations. A common challenge in many of the known…

Numerical Analysis · Mathematics 2022-04-11 Kai Diethelm

The diffusion equation and its time-fractional counterpart can be obtained via the diffusion limit of continuous-time random walks with exponential and heavy-tailed waiting time distributions. The space dependent variable-order…

Statistical Mechanics · Physics 2025-10-24 Christopher N. Angstmann , Daniel S. Han , Bruce I. Henry , Boris Z. Huang , Zhuang Xu

Recently, fractional derivatives have been employed to analyze various systems in engineering, physics, finance and hidrology. For instance, they have been used to investigate anomalous diffusion processes which are present in different…

Soft Condensed Matter · Physics 2023-11-28 Kwok Sau Fa , E. K. Lenzi

In the present article, we study the diffusion equations with fractional time derivatives. The aim of this paper is to investigate the best possible regularity for the initial value/boundary value problems with non-homogeneous Dirichlet…

Analysis of PDEs · Mathematics 2015-01-08 Kenichi Fujishiro

Super-diffusion, characterized by a spreading rate $t^{1/\alpha}$ of the probability density function $p(x,t) = t^{-1/\alpha} p \left( t^{-1/\alpha} x , 1 \right)$, where $t$ is time, may be modeled by space-fractional diffusion equations…

Statistical Mechanics · Physics 2019-02-20 James F. Kelly , Mark M. Meerschaert

Fractional calculus is an effective tool in incorporating the effects of non-locality and memory into physical models. In this regard, successful applications exist rang- ing from signal processing to anomalous diffusion and quantum…

General Physics · Physics 2014-08-26 S. S. Bayin , J. P. Krisch

Fractional diffusion equations for three-dimensional lattice models based on fractional-order differences of the Grunwald-Letnikov type are suggested. These lattice fractional diffusion equations contain difference operators that describe…

Statistical Mechanics · Physics 2015-03-13 Vasily E. Tarasov

We consider diffusion type equations with a distributed order derivative in the time variable. This derivative is defined as the integral in $\alpha$ of the Caputo-Dzhrbashian fractional derivative of order $\alpha \in (0,1)$ with a certain…

Mathematical Physics · Physics 2015-06-26 Anatoly N. Kochubei

Fractional kinetic equations employ non-integer calculus to model anomalous relaxation and diffusion in many systems. While this approach is well explored, it so far failed to describe an important class of transport in disordered systems.…

Statistical Mechanics · Physics 2021-01-04 Wanli Wang , 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

We investigate the behavior of the time derivatives of the solution to a linear time-fractional, advection-diffusion-reaction equation, allowing space- and time-dependent coefficients as well as initial data that may have low regularity.…

Analysis of PDEs · Mathematics 2020-03-24 William McLean , Kassem Mustapha , Raed Ali , Omar M. Knio

Time fractional advection-dispersion equations arise as generalizations of classical integer order advection-dispersion equations and are increasingly used to model fluid flow problems through porous media. In this paper we develop an…

Numerical Analysis · Mathematics 2019-05-16 Carlos E. Mejía , Alejandro Piedrahita

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

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…

Statistical Mechanics · Physics 2015-03-13 Vasily E. Tarasov

The first part of this paper introduces sufficient conditions to determine conservation laws of diffusion equations of arbitrary fractional order in time. Numerical methods that satisfy a discrete analogue of these conditions have…

Numerical Analysis · Mathematics 2022-03-07 Angelamaria Cardone , Gianluca Frasca-Caccia

Fractional Cauchy problems replace the usual first-order time derivative by a fractional derivative. This paper develops classical solutions and stochastic analogues for fractional Cauchy problems in a bounded domain $D\subset\mathbb{R}^d$…

Probability · Mathematics 2009-07-24 Mark M. Meerschaert , Erkan Nane , P. Vellaisamy

The generalized diffusion equations with fractional order derivatives have shown be quite efficient to describe the diffusion in complex systems, with the advantage of producing exact expressions for the underlying diffusive properties.…

Statistical Mechanics · Physics 2017-11-21 Angel A. Tateishi , Haroldo V. Ribeiro , Ervin K. Lenzi