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This paper is concerned with the inverse random source problem for a stochastic time fractional diffusion equation, where the source is assumed to be driven by a Gaussian random field. The direct problem is shown to be well-posed by…

Numerical Analysis · Mathematics 2020-12-22 Yuxuan Gong , Peijun Li , Xu Wang , Xiang Xu

We find the value of constants related to constraints in characterization of some known statistical distributions and then we proceed to use the idea behind maximum entropy principle to derive generalized version of this distributions using…

Statistical Mechanics · Physics 2007-05-23 Oscar Sotolongo-Costa , Alejandro Gonzalez Gonzalez , Francois Brouers

This paper is concerned with backward problem for nonlinear space fractional diffusion with additive noise on the right-hand side and the final value. To regularize the instable solution, we develop some new regularized method for solving…

Analysis of PDEs · Mathematics 2016-12-19 Erkan Nane , Nguyen Huy Tuan

We show analytically that there is anomalous diffusion when the diffusion constant depends on the concentration as a power law with a positive exponent or a negative exponent with absolute value less than one and the initial condition is a…

Statistical Mechanics · Physics 2019-12-13 Alex Hansen , Eirik G. Flekkøy

We consider a porous medium equation with nonlocal diffusion effects given by an inverse fractional Laplacian operator. In a previous paper we have found mass-preserving, nonnegative weak solutions of the equation satisfying energy…

Analysis of PDEs · Mathematics 2010-04-08 Luis Caffarelli , Juan Luis Vazquez

We study invariant solutions of a certain class of time-fractional diffusion-wave equations with variable coefficients via Lie symmetry analysis. In physics, the fractional diffusion equation describes transport dynamics that are governed…

In this article, we prove Carleman estimates for the generalized time-fractional advection-diffusion equations by considering the fractional derivative as perturbation for the first order time-derivative. As a direct application of the…

Analysis of PDEs · Mathematics 2019-04-15 Zhiyuan Li , Xinchi Huang , Masahiro Yamamoto

The anomalous (i.e. non-Gaussian) dynamics of particles subject to a deterministic acceleration and a series of 'random kicks' is studied. Based on an extension of the concept of continuous time random walks to position-velocity space, a…

Statistical Mechanics · Physics 2009-11-11 R. Friedrich , F. Jenko , A. Baule , S. Eule

This study unveils the time-space transforms underlying anomalous diffusion process. Based on this finding, we present the two hypotheses concerning the effect of fractal time-space fabric on physical behaviors and accordingly derive…

Mathematical Physics · Physics 2015-06-26 W Chen

The generalized diffusion equations with fractional order derivatives have shown be quite efficient to describe the diffusion in complex systems, with the advantage of producing exact expressions for the underlying diffusive properties.…

Statistical Mechanics · Physics 2017-11-21 Angel A. Tateishi , Haroldo V. Ribeiro , Ervin K. Lenzi

An unsteady problem is considered for a space-fractional diffusion equation in a bounded domain. A first-order evolutionary equation containing a fractional power of an elliptic operator of second order is studied for general boundary…

Numerical Analysis · Computer Science 2014-12-19 Petr N. Vabishchevich

Some fractional and anomalous diffusions are driven by equations involving fractional derivatives in both time and space. Such diffusions are processes with randomly varying times. In representing the solutions to those diffusions, the…

Probability · Mathematics 2012-06-05 Mirko D'Ovidio

In this paper we obtain new estimates of the sequential Caputo fractional derivatives of a function at its extremum points. We derive comparison principles for the linear fractional differential equations, and apply these principles to…

Analysis of PDEs · Mathematics 2021-06-15 Mokhtar Kirane , Berikbol T. Torebek

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…

Statistical Mechanics · Physics 2015-03-13 Vasily E. Tarasov

We establish quantitative estimates for solutions $u(t,x)$ to the fractional nonlinear diffusion equation, $\partial_t u +(-\Delta)^s (u^m)=0$ in the whole range of exponents $m>0$, $0<s<1$. The equation is posed in the whole space…

Analysis of PDEs · Mathematics 2013-10-08 Matteo Bonforte , Juan Luis Vazquez

We consider the inverse problem of determining different type of information about a diffusion process, described by ordinary or fractional diffusion equations stated on a bounded domain, like the density of the medium or the velocity field…

Analysis of PDEs · Mathematics 2019-07-05 Yavar Kian , Zhiyuan Li , Yikan Liu , Masahiro Yamamoto

We analyze a pair of diffusion equations which are derived in the infinite system--size limit from a microscopic, individual--based, stochastic model. Deviations from the conventional Fickian picture are found which ultimately relate to the…

Statistical Mechanics · Physics 2015-05-18 Duccio Fanelli , Alan J. McKane

We study the time behavior of the Fokker-Planck equation in Zwanzig rule (the backward-Ito rule) based on the Langevin equation of Brownian motion with an anomalous diffusion in a complex medium. The diffusion coefficient is a function in…

Statistical Mechanics · Physics 2015-05-19 Ran Guo , Jiulin Du

Owing to the Rosenau argument in Physical Review A, 46 (1992), pag. 12-15, originally proposed to obtain a regularized version of the Chapman-Enskog expansion of hydrodynamics, we introduce a non-local linear kinetic equation which…

Mathematical Physics · Physics 2014-03-14 Giulia Furioli , Ada Pulvirenti , Elide Terraneo , Giuseppe Toscani

The non-Markovian continuous-time random walk model, featuring fat-tailed waiting times and narrow distributed displacements with a non-zero mean, is a well studied model for anomalous diffusion. Using an analytical approach, we recently…

Statistical Mechanics · Physics 2023-09-18 Wanli Wang , Eli Barkai