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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…

Analysis of PDEs · Mathematics 2019-09-04 Ludovic Cesbron , Antoine Mellet , Marjolaine Puel

A version of fractional diffusion on bounded domains, subject to 'homogeneous Dirichlet boundary conditions' is derived from a kinetic transport model with homogeneous inflow boundary conditions. For nonconvex domains, the result differs…

Analysis of PDEs · Mathematics 2016-07-05 Pedro Aceves-Sanchez , Christian Schmeiser

In this paper, the one-dimensional time-fractional diffusion-wave equation with the fractional derivative of order $1 \le \alpha \le 2$ is revisited. This equation interpolates between the diffusion and the wave equations that behave quite…

Mathematical Physics · Physics 2016-01-14 Yuri Luchko , Francesco Mainardi , Yuriy Povstenko

A recently introduced nonlinear Fokker-Planck equation, derived directly from a master equation, comes out as a very general tool to describe phenomenologically systems presenting complex behavior, like anomalous diffusion, in the presence…

Statistical Mechanics · Physics 2009-11-13 Veit Schwammle , Evaldo M. F. Curado , Fernando D. Nobre

An $N$-dimensional nonlinear Fokker-Planck equation is investigated here by considering the time dependence of the coefficients, where drift-controlled and source terms are present. We exhibit the exact solution based on the generalized…

Statistical Mechanics · Physics 2009-11-07 L. C. Malacarne , R. S. Mendes , I. T. Pedron , E. K. Lenzi

We consider the initial/boundary value problem for a diffusion equation involving multiple time-fractional derivatives on a bounded convex polyhedral domain. We analyze a space semidiscrete scheme based on the standard Galerkin finite…

Numerical Analysis · Mathematics 2015-06-18 Bangti Jin , Raytcho Lazarov , Yikan Liu , Zhi Zhou

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…

Probability · Mathematics 2016-04-22 Boris Baeumer , Tomasz Luks , Mark M. Meerschaert

The transport equation of active motion is generalised to consider time-fractional dynamics for describing the anomalous diffusion of self-propelled particles observed in many different systems. In the present study, we consider an…

Statistical Mechanics · Physics 2023-10-27 Francisco J. Sevilla , Guillermo Chacón-Acosta , Trifce Sandev

Uchaikin suggested a mathematical model of an anomalous diffusion in a space was suggested. This model origins in an investigation of processes in complex systems with variable structure: glasses, liquid crystals, biopolymers, proteins and…

Probability · Mathematics 2007-05-23 G. Sh. Tsitsiashvili , A. E. Yashin

Recently a new type of Kramers-Fokker-Planck Equation has been proposed [R. Friedrich et al. Phys. Rev. Lett. {\bf 96}, 230601 (2006)] describing anomalous diffusion in external potentials. In the present paper the explicit cases of a…

Statistical Mechanics · Physics 2007-05-23 S. Eule , R. Friedrich , F. Jenko

We consider the general problem of the first passage distribution of particles whose displacements are subject to time delays. We show that this problem gives rise to a \emph{propagation-dispersion equation} which is obtained as the…

Statistical Mechanics · Physics 2009-11-10 Jean Pierre Boon , Patrick Grosfils , James F. Lutsko

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…

Statistical Mechanics · Physics 2009-10-31 S. Artz , M. Schulz , S. Trimper

The time-fractional diffusion equation is considered, where the time derivative is either of Caputo or Riemann-Liouville type. The solution of a general initial-boundary value problem with time-dependent boundary conditions over bounded and…

Analysis of PDEs · Mathematics 2023-01-04 M. Rodrigo

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

We report on generic relations between fractional flow and pressure in steady two-phase flow in porous media. The main result is a differential equation for fractional flow as a function of phase saturation. We infer this result from two…

Condensed Matter · Physics 2007-05-23 Henning Arendt Knudsen , Alex Hansen

This paper deals with the investigation of the computational solutions of an unified fractional reaction-diffusion equation, which is obtained from the standard diffusion equation by replacing the time derivative of first order by the…

Mathematical Physics · Physics 2014-09-11 R. K. Saxena , A. M. Mathai , H. J. Haubold

Recently, fractional derivatives have been employed to analyze various systems in engineering, physics, finance and hidrology. For instance, they have been used to investigate anomalous diffusion processes which are present in different…

Soft Condensed Matter · Physics 2023-11-28 Kwok Sau Fa , E. K. Lenzi

Lie group method provides an efficient tool to solve a differential equation. This paper suggests a fractional partner for fractional partial differential equations using a fractional characteristic method. A space-time fractional diffusion…

Mathematical Physics · Physics 2010-09-22 Guo-cheng Wu

This paper derives physically meaningful boundary conditions for fractional diffusion equations, using a mass balance approach. Numerical solutions are presented, and theoretical properties are reviewed, including well-posedness and steady…

Analysis of PDEs · Mathematics 2017-06-27 Boris Baeumer , Mihály Kovács , Mark M. Meerschaert , Harish Sankaranarayanan

We introduce a fractional Kramers equation for a particle interacting with a thermal heat bath and external non-linear force field. For the force free case the velocity damping follows the Mittag-Leffler relaxation and the diffusion is…

Statistical Mechanics · Physics 2007-05-23 E. Barkai , R. Silbey
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