Related papers: Fractional Calculus: Some Basic Problems in Contin…
Nonlinear thermoelastic systems play a crucial role in understanding thermal conductivity, stresses, elasticity, and temperature interactions. This research focuses on finding solutions to these systems in their fractional forms, which is a…
Most classical work on the hydrodynamics of low-Reynolds-number swimming addresses deterministic locomotion in quiescent environments. Thermal fluctuations in fluids are known to lead to a Brownian loss of the swimming direction. As most…
In a fractional Cauchy problem, the usual first order time derivative is replaced by a fractional derivative. This problem was first considered by \citet{nigmatullin}, and \citet{zaslavsky} in $\mathbb R^d$ for modeling some physical…
Motivated by contemporary and rich applications of anomalous diffusion processes we propose a new statistical test for fractional Brownian motion, which is one of the most popular models for anomalous diffusion systems. The test is based on…
At the macroscopic scale, many important models of collective motion fall into the class of kinematic flows for which both velocity and diffusion terms depend only on particle density. When total particle numbers are fixed and finite,…
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…
The Liouville and first Bogoliubov hierarchy equations with derivatives of noninteger order are derived. The fractional Liouville equation is obtained from the conservation of probability to find a system in a fractional volume element.…
The classical Stefan problem, concerning mere heat-transfer during solid-liquid phase transition, is here enhanced towards mechanical effects. The Eulerian description at large displacements is used with convective and Zaremba-Jaumann…
Despite the success of fractional Brownian motion (fBm) in modeling systems that exhibit anomalous diffusion due to temporal correlations, recent experimental and theoretical studies highlight the necessity for a more comprehensive approach…
This paper establishes explicit solutions for fractional diffusion problems on bounded domains. It also gives stochastic solutions, in terms of Markov processes time-changed by an inverse stable subordinator whose index equals the order of…
We present a Bayesian non-parametric way of inferring stochastic differential equations for both regression tasks and continuous-time dynamical modelling. The work has high emphasis on the stochastic part of the differential equation, also…
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…
In this paper, we introduce some fundamental notions related to the so-called stochastic derivatives with respect to a given $\sigma$-field $\mathcal{Q}$. In our framework, we recall well-known results about Markov--Wiener diffusions. We…
Using fractional calculus we define integrals of the form $% \int_{a}^{b}f(x_{t})dy_{t}$, where $x$ and $y$ are vector-valued H\"{o}lder continuous functions of order $\displaystyle \beta \in (\frac13, \frac12)$ and $f$ is a continuously…
A multiscale analysis of 1D stochastic bistable reaction-diffusion equations with additive noise is carried out w.r.t. travelling waves within the variational approach to stochastic partial differential equations. It is shown with explicit…
In this review paper we stress the importance of the higher transcendental Wright functions of the second kind in the framework of Mathematical Physics.We first start with the analytical properties of the classical Wright functions of which…
This is a brief review on Brownian functionals in one dimension and their various applications, a contribution to the special issue ``The Legacy of Albert Einstein" of Current Science. After a brief description of Einstein's original…
We present a mechanistic model for a Newtonian fluid called fluid particle dynamics. By analyzing the concept of ``fluid particle'' from the point of view of a Voronoi tessellation of a molecular fluid, we propose an heuristic derivation of…
Understanding the fluctuations by which phenomenological evolution equations with thermodynamic structure can be enhanced is the key to a general framework of nonequilibrium statistical mechanics. These fluctuations provide an idealized…
The models that are based of fractional derivatives should be highlighted among promising new models to describe turbulent fluid flows. In the present work, a steady-state flow in a duct is considered under the condition that the turbulent…