Related papers: Subdiffusive master equation with space dependent …
We show analytically that there is anomalous diffusion when the diffusion constant depends on the concentration as a power law with a positive exponent or a negative exponent with absolute value less than one and the initial condition is a…
In this work we consider the classical non-linear Boltzmann equation, where the unknown is the distribution function $f$, which depends on the time $t$, the vector $\mathbf{x}$ (the position of a molecule) and its velocity $\mathbf{\xi}$.…
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…
This study unveils the time-space transforms underlying anomalous diffusion process. Based on this finding, we present the two hypotheses concerning the effect of fractal time-space fabric on physical behaviors and accordingly derive…
In this paper we characterise the global stability, global boundedness and recurrence of solutions of a scalar nonlinear stochastic differential equation. The differential equation is a perturbed version of a globally stable autonomous…
We prove stability estimates for the spatially discrete, Galerkin solution of a fractional Fokker-Planck equation, improving on previous results in several respects. Our main goal is to establish that the stability constants are bounded…
The problem of diffusion in a time-dependent (and generally inhomogeneous) external field is considered on the basis of a generalized master equation with two times, introduced in [1,2]. We consider the case of the quasi Fokker-Planck…
We discuss the existence of stationary solutions for logistic diffusion equations of Fisher-Kolmogoroff-Petrovski-Piskunov type driven by the superposition of fractional operators in a bounded region with "hostile" environmental conditions,…
Fractional, anomalous diffusion in space-periodic potentials is investigated. The analytical solution for the effective, fractional diffusion coefficient in an arbitrary periodic potential is obtained in closed form in terms of two…
We study the statistical properties of overdamped particles driven by two cross-correlated multiplicative Gaussian white noises in a time-dependent environment. Using the Langevin and Fokker-Planck approaches, we derive the exact…
Motivated by the observation that anomalous diffusion is a realistic feature in the dynamics of biological populations, we investigate its implications in a paradigmatic model for the evolution of a single species density $u(x,t)$. The…
In this paper, compact finite difference schemes for the modified anomalous fractional sub-diffusion equation and fractional diffusion-wave equation are studied. Schemes proposed previously can at most achieve temporal accuracy of order…
This work is concerned with the stability properties of linear stochastic differential equations with random (drift and diffusion) coefficient matrices, and the stability of a corresponding random transition matrix (or exponential…
We consider the implementation of the split-step method where the linear part of the nonlinear Schr\"odinger equation is solved using a finite-difference discretization of the spatial derivative. The von Neumann analysis predicts that this…
The temporal and spatiotemporal linear stability analyses of viscoelastic, subdiffusive, plane Poiseuille and Couette flows obeying the Fractional Upper Convected Maxwell (FUCM) equation in the limit of low to moderate Reynolds number…
We investigate the fractional diffusion approximation of a kinetic equation in the upper-half plane with diffusive reflection conditions at the boundary. In an appropriate singular limit corresponding to small Knudsen number and long time…
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…
Fractional Brownian motion (FBM), a non-Markovian self-similar Gaussian stochastic process with long-ranged correlations, represents a widely applied, paradigmatic mathematical model of anomalous diffusion. We report the results of…
Anomalous diffusion is frequently described by scaled Brownian motion (SBM), a Gaussian process with a power-law time dependent diffusion coefficient. Its mean squared displacement is $\langle x^2(t)\rangle\simeq\mathscr{K}(t)t$ with…
The work deals with establishing the solvability of a system of integro-differential equations in the situation of the double scale anomalous diffusion. Each equation of such system involves the sum of the two negative Laplace operators…