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Related papers: Fractional Calculus: Some Basic Problems in Contin…

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We consider general convolutional derivatives and related fractional statistical dynamics of continuous interacting particle systems. We apply the subordination principle to construct kinetic fractional statistical dynamics in the continuum…

Mathematical Physics · Physics 2016-10-11 Anatoly N. Kochubei , Yuri Kondratiev

We introduce fractional Brownian motion processes (fBm) as an alternative model for the turbulent index of refraction. These processes allow to reconstruct most of the index properties, but they are not differentiable. We overcome the…

Optics · Physics 2007-05-23 Dario G Perez

Linear diffusions are used to model a large number of stochastic processes in physics, including small mechanical and electrical systems perturbed by thermal noise, as well as Brownian particles controlled by electrical and optical forces.…

Statistical Mechanics · Physics 2023-05-10 Johan du Buisson , Hugo Touchette

Modeling of phenomena such as anomalous transport via fractional-order differential equations has been established as an effective alternative to partial differential equations, due to the inherent ability to describe large-scale behavior…

Analysis of PDEs · Mathematics 2021-10-25 Jorge Suzuki , Mamikon Gulian , Mohsen Zayernouri , Marta D'Elia

The aim of this work is to introduce the main concepts of Fractional Calculus, followed by one of its application to classical electrodynamics, illustrating how non-locality can be interpreted naturally in a fractional scenario. In…

Numerical Analysis · Mathematics 2021-08-31 André Persechino

This book intends to deepen the study of the fractional calculus, giving special emphasis to variable-order operators. It is organized in two parts, as follows. In the first part, we review the basic concepts of fractional calculus (Chapter…

Optimization and Control · Mathematics 2018-06-19 Ricardo Almeida , Dina Tavares , Delfim F. M. Torres

In this paper, we introduce a new classical fractional particle model incorporating fractional first derivatives. This model represents a natural extension of the standard classical particle with kinetic energy being quadratic in fractional…

General Physics · Physics 2024-07-23 A. V. Crisan , C. M. Porto , C. F. L. Godinho , I. V. Vancea

In this paper, we resort to the Laplace transform method in order to show its efficiency when approaching some types of fractional differential equations. In particular, we present some applications of such methods when applied to possible…

Mathematical Physics · Physics 2015-09-09 Fabio G. Rodrigues , Edmundo C. Oliveira

The stochastic trajectories of molecules in living cells, as well as the dynamics in many other complex systems, often exhibit memory in their path over long periods of time. In addition, these systems can show dynamic heterogeneities due…

Statistical Mechanics · Physics 2024-07-10 Michał Balcerek , Agnieszka Wyłomańska , Krzysztof Burnecki , Ralf Metzler , Diego Krapf

Considering the example of interacting Brownian particles we present a linear response derivation of the boundary condition for the corresponding hydrodynamic description (the diffusion equation). This requires us to identify a non-analytic…

Statistical Mechanics · Physics 2009-11-07 M. Fuchs , K. Kroy

This paper begins by giving an historical context to fractional Brownian Motion and its development. Section 2 then introduces the fractional calculus, from the Riemann-Liouville perspective. In Section 3, we introduce Brownian motion and…

Probability · Mathematics 2014-01-14 Benjamin McGonegal

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

In this paper, we study the flux identification problem for a nonlinear time-fractional viscoelastic equation with a general source function based on the boundary measurements. We prove that the direct problem is well-posed, i.e., the…

Analysis of PDEs · Mathematics 2024-07-24 Mohamed BenSalah , Salih Tatar , Suleyman Ulusoy , Masahiro Yamamoto

We study fractional variational problems in terms of a generalized fractional integral with Lagrangians depending on classical derivatives, generalized fractional integrals and derivatives. We obtain necessary optimality conditions for the…

Optimization and Control · Mathematics 2012-05-15 Tatiana Odzijewicz , Agnieszka B. Malinowska , Delfim F. M. Torres

In this paper, a fractional generalization of the wave equation that describes propagation of damped waves is considered. In contrast to the fractional diffusion-wave equation, the fractional wave equation contains fractional derivatives of…

Mathematical Physics · Physics 2021-03-12 Yuri Luchko

In practice many problems related to space/time fractional equations depend on fractional parameters. But these fractional parameters are not known a priori in modelling problems. Hence continuity of the solutions with respect to these…

Analysis of PDEs · Mathematics 2016-11-14 Duc Trong Dang , Erkan Nane , Dang Minh Nguyen , Nguyen Huy Tuan

We generalize the method of Van Hove so as to deal with the case of non-ordinary statistical mechanics, that being phenomena with no time-scale separation. We show that in the case of ordinary statistical mechanics, even if the adoption of…

Condensed Matter · Physics 2009-10-31 P. Grigolini , A. Rocco , B. J. West

In this paper we revisit the Brownian motion on the basis of {the fractional Langevin equation which turns out to be a particular case of the generalized Langevin equation introduced by Kubo in 1966. The importance of our approach is to…

Statistical Mechanics · Physics 2010-04-21 Francesco Mainardi , Antonio Mura , Francesco Tampieri

We formulate dynamical rate equations for physical processes driven by a combination of diffusive growth, size fragmentation and fragment coagulation. Initially, we consider processes where coagulation is absent. In this case we solve the…

Statistical Mechanics · Physics 2007-05-23 Poul Olesen , Jesper Ferkinghoff-Borg , Mogens H. Jensen , Joachim Mathiesen

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