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Recently, analytical solutions of a nonlinear Fokker-Planck equation describing anomalous diffusion with an external linear force were found using a non extensive thermostatistical Ansatz. We have extended these solutions to the case when…

Statistical Mechanics · Physics 2009-02-06 German Drazer , Horacio S. Wio , Constantino Tsallis

Based on the non-Markov diffusion equation taking into account the spatial fractality and modeling for the generalized coefficient of particle diffusion…

Statistical Mechanics · Physics 2024-06-19 P. Kostrobij , M. Tokarchuk , B. Markovych , I. Ryzha

The time fractional diffusion equation is obtained from the standard diffusion equation by replacing the first-order time derivative with a fractional derivative of order $\beta \in (0,1)$. The fundamental solution for the Cauchy problem is…

Mathematical Physics · Physics 2008-05-27 Francesco Mainardi , Gianni Pagnini , Rudolf Gorenflo

The diffusion equation and its time-fractional counterpart can be obtained via the diffusion limit of continuous-time random walks with exponential and heavy-tailed waiting time distributions. The space dependent variable-order…

Statistical Mechanics · Physics 2025-10-24 Christopher N. Angstmann , Daniel S. Han , Bruce I. Henry , Boris Z. Huang , Zhuang Xu

The optimization of the usual entropy $S_1[p]=-\int du p(u) ln p(u)$ under appropriate constraints is closely related to the Gaussian form of the exact time-dependent solution of the Fokker-Planck equation describing an important class of…

Condensed Matter · Physics 2009-10-28 Constantino Tsallis , Dirk Jan Bukman

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…

Statistical Mechanics · Physics 2012-01-16 C. H. Eab , S. C. Lim

We study diffusion processes in anomalous spacetimes regarded as models of quantum geometry. Several types of diffusion equation and their solutions are presented and the associated stochastic processes are identified. These results are…

High Energy Physics - Theory · Physics 2015-03-20 Gianluca Calcagni

The generalised Boltzmann equation which treats the combined localised and delocalised nature of transport present in certain materials is extended to accommodate time-dependent fields. In particular, AC fields are shown to be a means to…

Statistical Mechanics · Physics 2021-11-01 Alex D. C. Myhill , Peter W. Stokes , Bronson Philippa , Ronald D. White

We derive some regularity estimates of the solution to a time fractional diffusion equation, that are useful for numerical analysis, and partially unravel the singularity structure of the solution with respect to the time variable.

Analysis of PDEs · Mathematics 2017-04-04 Binjie Li , Xiaoping Xie

A family of nonlinear ordinary differential equations with arbitrary order is obtained by using nonextensive concepts related to the Tsallis entropy. Applications of these equations are given here. In particular, a connection between…

Statistical Mechanics · Physics 2007-05-23 R. S. Mendes , I. T. Pedron

We obtain a non-linear generalization of the relativistic diffusion of particles with spin. We discuss diffusion equations whose non-linearity is a consequence of quantum statistics. We show that the assumptions of the relativistic…

High Energy Physics - Theory · Physics 2011-06-20 Z. Haba

We consider fractional diffusion equations and study the stability of the inverse problem of determining the time-dependent parameter in a source term or a coefficient of zero-th order term from observations of the solution at one point in…

Analysis of PDEs · Mathematics 2015-01-09 Kenichi Fujishiro , Yavar Kian

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…

Statistical Mechanics · Physics 2018-10-17 F. Le Vot , S. B. Yuste

The nonlinear diffusion equation $\frac{\partial \rho}{\partial t}=D \tilde{\Delta} \rho^\nu$ is analyzed here, where $\tilde{\Delta}\equiv \frac{1}{r^{d-1}}\frac{\partial}{\partial r} r^{d-1-\theta} \frac{\partial}{\partial r}$, and $d$,…

Statistical Mechanics · Physics 2009-10-31 L. C. Malacarne , R. S. Mendes , I. T. Pedron , E. K. Lenzi

Fractional generalized Langevin equation with external force is used to model single-file diffusion. It is found that for external force that varies with power law the solution for such a fractional Langevin equation gives the correct short…

Mathematical Physics · Physics 2015-05-14 C. H. Eab , S. C. Lim

Equation for anomalous diffusion in momentum space, recently obtained in the recent paper (S.A. Trigger, ArXiv 0907.2793 v1, [cond-matt. stat.-mech.], 16 July 2009) is solved for the stationary and non-stationary cases on basis of the…

Statistical Mechanics · Physics 2009-09-08 S. A. Trigger

The~numerical solutions to a non-linear Fractional Fokker--Planck (FFP) equation are studied estimating the generalized diffusion coefficients. The~aim is to model anomalous diffusion using an FFP description with fractional velocity…

Plasma Physics · Physics 2018-10-08 Johan Anderson , Sara Moradi , Tariq Rafiq

Of primary interest in this paper is the numerical approximation of a time dependent fractional, in space, diffusion equation where the domain is assumed to be nonhomogeneous, having different axial diffusion coefficients. This work is…

Numerical Analysis · Mathematics 2026-05-12 T. Catoe , V. J. Ervin

Stochastic diffusion equations are crucial for modeling a range of physical phenomena influenced by uncertainties. We introduce the generalized finite difference method for solving these equations. Then, we examine its consistency,…

Numerical Analysis · Mathematics 2024-11-22 Faezeh Nassajian Mojarrad

Continuous time random walks are non-Markovian stochastic processes, which are only partly characterized by single-time probability distributions. We derive a closed evolution equation for joint two-point probability density functions of a…

Statistical Mechanics · Physics 2009-11-13 A. Baule , R. Friedrich