Related papers: Subdiffusive master equation with space dependent …
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…
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…
We examine the stability domains of a 1D discrete Schr\"{o}dinger equation in the simultaneous presence of parity-time ($\cal{PT}$) symmetry and fractionality. Direct numerical examination of the eigenvalues of the system reveals that, as…
This work generalizes the subdiffusive Black-Scholes model by introducing the variable exponent in order to provide adequate descriptions for the option pricing, where the variable exponent may account for the variation of the memory…
We introduce a Langevin equation characterized by a time dependent drift. By assuming a temporal power-law dependence of the drift we show that a great variety of behavior is observed in the dynamics of the variance of the process. In…
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…
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…
We show that the generalized diffusion coefficient of a subdiffusive intermittent map is a fractal function of control parameters. A modified continuous time random walk theory yields its coarse functional form and correctly describes a…
We study a space-fractional Stefan problem with the Dirichlet boundary conditions. It is a model that describes superdiffusive phenomena. Our main result is the existence of the unique classical solution to this problem. In the proof we…
We review some fractional free boundary problems that were recently considered for modeling anomalous phase-transitions. All problems are of Stefan type and involve fractional derivatives in time according to Caputo's definition. We survey…
Fractional diffusion equations replace the integer-order derivatives in space and time by their fractional-order analogues. They are used in physics to model anomalous diffusion. This paper develops strong solutions of space-time fractional…
After reviewing the problematic behavior of some previously suggested finite interval spatial operators of the symmetric Riesz type, we create a wish list leading toward a new spatial operator suitable to use in the space-time fractional…
The time dependent Tsallis statistical distribution describing anomalous diffusion is usually obtained in the literature as the solution of a non-linear Fokker-Planck (FP) equation [A.R. Plastino and A. Plastino, Physica A, 222, 347…
We prove a central limit theorem for the momentum distribution of a particle undergoing an unbiased spatially periodic random forcing at exponentially distributed times without friction. The start is a linear Boltzmann equation for the…
We investigate through a Generalized Langevin formalism the phenomenon of anomalous diffusion for asymptotic times, and we generalized the concept of the diffusion exponent. A method is proposed to obtain the diffusion coefficient…
We analyze the quantum phase transition between a semimetal and a superfluid in a model of attractively interacting fermions with a linear dispersion. The quantum critical properties of this model cannot be treated by the Hertz-Millis…
By investigating path-distribution dependent stochastic differential equations, the following type of nonlinear Fokker--Planck equations for probability measures $(\mu_t)_{t \geq 0}$ on the path space $\mathcal C:=C([-r_0,0];\mathbb R^d),$…
We consider the $d=1$ nonlinear Fokker-Planck-like equation with fractional derivatives $\frac{\partial}{\partial t}P(x,t)=D \frac{\partial^{\gamma}}{\partial x^{\gamma}}[P(x,t) ]^{\nu}$. Exact time-dependent solutions are found for $ \nu =…
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…
In this paper we present numerical methods - finite differences and finite elements - for solution of partial differential equation of fractional order in time for one-dimensional space. This equation describes anomalous diffusion which is…