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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

Prolongating our previous paper on the Einstein relation, we study the motion of a particle diffusing in a random reversible environment when subject to a small external forcing. In order to describe the long time behavior of the particle,…

Probability · Mathematics 2018-06-25 Pierre Mathieu , Andrey Piatnitski

We investigate the ensemble and time averaged mean squared displacements for particle diffusion in a simple model for disordered media by assuming that the local diffusivity is both fluctuating in time and has a deterministic average growth…

Statistical Mechanics · Physics 2016-10-05 A. G. Cherstvy , R. Metzler

We establish global-in-time existence results for thermodynamically consistent reaction-(cross-)diffusion systems coupled to an equation describing heat transfer. Our main interest is to model species-dependent diffusivities, while at the…

Analysis of PDEs · Mathematics 2022-02-11 Julian Fischer , Katharina Hopf , Michael Kniely , Alexander Mielke

Some fractional and anomalous diffusions are driven by equations involving fractional derivatives in both time and space. Such diffusions are processes with randomly varying times. In representing the solutions to those diffusions, the…

Probability · Mathematics 2012-06-05 Mirko D'Ovidio

Fractional Fokker-Planck equation plays an important role in describing anomalous dynamics. To the best of our knowledge, the existing discussions mainly focus on this kind of equation involving one diffusion operator. In this paper, we…

Numerical Analysis · Mathematics 2021-09-08 Jing Sun , Weihua Deng , Daxin Nie

A general reaction-diffusion equation with spatiotemporal delay and homogeneous Dirichlet boundary condition is considered. The existence and stability of positive steady state solutions are proved via studying an equivalent…

Analysis of PDEs · Mathematics 2021-02-24 Wenjie Zuo , Junping Shi

The diffusivity of tagged particles is demonstrated to be very heterogeneous on time scales comparable to or shorter than the $\alpha$ relaxation time $\tau_{\alpha}$ ($\cong$ the stress relaxation time) in a highly supercooled liquid via…

Soft Condensed Matter · Physics 2009-10-31 Ryoichi Yamamoto , Akira Onuki

We develop a kinetic theory for point vortices in two-dimensional hydrodynamics. Using standard projection operator technics, we derive a Fokker-Planck equation describing the relaxation of a ``test'' vortex in a bath of ``field'' vortices…

Statistical Mechanics · Physics 2009-11-07 P. H. Chavanis

We briefly review some aspects of the anomalous diffusion, and its relevance in reactive systems. In particular we consider {\it strong anomalous} diffusion characterized by the moment behaviour $\langle x(t)^q \rangle \sim t^{q \nu(q)}$,…

Statistical Mechanics · Physics 2016-09-06 Fabio Cecconi , Davide Vergni , Angelo Vulpiani

This paper is devoted to a fundamental solution of a nonlinear kinetic equation involving a porous medium or fast diffusion operator acting on velocities. Such a nonlinearity has interesting scaling properties, which result in a…

Analysis of PDEs · Mathematics 2026-03-30 Giovanni Brigati , Guillaume Carlier , Jean Dolbeault

We study a non-linear convective-diffusive equation, local in space and time, which has its background in the dynamics of the thickness of a wetting film. The presence of a non-linear diffusion predicts the existence of fronts as well as…

Soft Condensed Matter · Physics 2013-05-29 Alex Hansen , Bo-Sture Skagerstam , Glenn Tørå

The goal of this investigation was to derive strictly new properties of chaotic systems and their mutual relations. The generalized Fokker-Planck equation with a non stationary diffusion has been derived and used for chaos analysis. An…

Chaotic Dynamics · Physics 2014-07-29 Sergey A. Kamenshchikov

Reaction-diffusion equations are widely used to describe a variety of phenomena such as pattern formation and front propagation in biological, chemical and physical systems. In the one-dimensional model with a balanced bistable reaction…

Analysis of PDEs · Mathematics 2024-05-21 Raffaele Folino , Ramón G. Plaza , Marta Strani

Functionals of Brownian/non-Brownian motions have diverse applications and attracted a lot of interest of scientists. This paper focuses on deriving the forward and backward fractional Feynman-Kac equations describing the distribution of…

Data Analysis, Statistics and Probability · Physics 2016-04-06 Xiaochao Wu , Weihua Deng , Eli Barkai

We investigate coupled stochastic differential equations governing N non-negative continuous random variables that satisfy a conservation principle. In various fields a conservation law requires that a set of fluctuating variables be…

Probability · Mathematics 2014-03-06 J. Bakosi , J. R. Ristorcelli

Due to its parabolic character, the diffusion equation exhibits instantaneous spatial spreading, and becomes unstable when Lorentz-boosted. According to the conventional interpretation, these features reflect a fundamental incompatibility…

General Relativity and Quantum Cosmology · Physics 2026-01-28 Lorenzo Gavassino

We study the distribution of first passage time (FPT) in Levy type of anomalous diffusion. Using recently formulated fractional Fokker-Planck equation we obtain three results. (1) We derive an explicit expression for the FPT distribution in…

Statistical Mechanics · Physics 2009-11-07 Govindan Rangarajan , Mingzhou Ding

The use of reaction-diffusion models rests on the key assumption that the underlying diffusive process is Gaussian. However, a growing number of studies have pointed out the prevalence of anomalous diffusion, and there is a need to…

Pattern Formation and Solitons · Physics 2009-11-07 D. del-Castillo-Negrete , B. A. Carreras , V. E. Lynch

In this paper we analyze a coupling between the very large jumps in physical and operational times as applied to anomalous diffusion. The approach is based on subordination of a skewed Levy-stable process by its inverse to get two types of…

Statistical Mechanics · Physics 2011-11-15 Aleksander Stanislavsky , Karina Weron
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