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Related papers: Accelerating and Retarding Anomalous Diffusion

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Many approaches to modelling reaction-diffusion systems with anomalous transport rely on deterministic equations and ignore fluctuations arising due to finite particle numbers. Starting from an individual-based model we use a…

Statistical Mechanics · Physics 2019-05-29 Joseph W. Baron , Tobias Galla

Over the last two decades, anomalous diffusion processes in which the mean squares variance grows slower or faster than that in a Gaussian process have found many applications. At a macroscopic level, these processes are adequately…

Numerical Analysis · Mathematics 2015-06-23 Bangti Jin , William Rundell

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 introduce a simple stochastic system able to generate anomalous diffusion both for position and velocity. The model represents a viable description of the Fermi's acceleration mechanism and it is amenable to analytical treatment through…

Statistical Mechanics · Physics 2009-11-10 Freddy Bouchet , Fabio Cecconi , Angelo Vulpiani

In this paper we study the large deviations of time averaged mean square displacement (TAMSD) for Gaussian processes. The theory of large deviations is related to the exponential decay of probabilities of large fluctuations in random…

Probability · Mathematics 2018-11-29 J. Gajda , A. Wylomanska , H. Kantz , A. V. Chechkin , G. Sikora

We introduce the concept of Randomly Modulated Gaussian Processes as a unifying framework for modeling, analyzing and classifying anomalous diffusion models in heterogeneous media. This formulation incorporates correlations in the…

Biological Physics · Physics 2026-03-16 Yann Lanoiselée , Denis S. Grebenkov , Gianni Pagnini

This paper develops strong solutions and stochastic solutions for the tempered fractional diffusion equation on bounded domains. First the eigenvalue problem for tempered fractional derivatives is solved. Then a separation of variables, and…

Probability · Mathematics 2016-11-29 Erkan Nane , Mark M. Meerschaert , Palaniappan Vellaisamy

A physical-mathematical approach to anomalous diffusion may be based on fractional diffusion equations and related random walk models. The fundamental solutions of these equations can be interpreted as probability densities evolving in time…

Statistical Mechanics · Physics 2008-05-27 Rudolf Gorenflo , Francesco Mainardi

This review article aims to stress and reunite some of the analytic formalism of the anomalous diffusive processes that have succeeded in their description. Also, it has the objective to discuss which of the new directions they have taken…

Statistical Mechanics · Physics 2019-05-28 Maike A. F. dos Santos

The stochastic motion in a nonhomogeneous medium with traps is studied and diffusion properties of that system are discussed. The particle is subjected to a stochastic stimulation obeying a general L\'evy stable statistics and experiences…

Statistical Mechanics · Physics 2015-06-11 Tomasz Srokowski

Fractional diffusion equations are widely used to describe anomalous diffusion processes where the characteristic displacement scales as a power of time. For processes lacking such scaling the corresponding description may be given by…

Statistical Mechanics · Physics 2007-05-23 I. M. Sokolov , A. V. Chechkin , J. Klafter

The passive and active motion of micron-sized tracer particles in crowded liquids and inside living biological cells is ubiquitously characterised by "viscoelastic" anomalous diffusion, in which the increments of the motion feature…

Statistical Mechanics · Physics 2020-05-05 Wei Wang , Flavio Seno , Igor M. Sokolov , Aleksei V. Chechkin , Ralf Metzler

A numerical study of the role of anomalous diffusion in front propagation in reaction-diffusion systems is presented. Three models of anomalous diffusion are considered: fractional diffusion, tempered fractional diffusion, and a model that…

Pattern Formation and Solitons · Physics 2014-09-11 D. del-Castillo-Negrete

In this paper we present a study of anomalous diffusion using a Fokker-Planck description with fractional velocity derivatives. The distribution functions are found using numerical means for varying degree of fractionality observing the…

Plasma Physics · Physics 2014-12-18 Johan Anderson , Eun-jin Kim , Sara Moradi

The molecular motion in heterogeneous media displays anomalous diffusion by the mean-squared displacement $\langle X^2(t) \rangle = 2 D t^\alpha$. Motivated by experiments reporting populations of the anomalous diffusion parameters $\alpha$…

Biological Physics · Physics 2025-10-09 Yann Lanoiselée , Gianni Pagnini , Agnieszka Wyłomańska

We study the fractional diffusion in a Gaussian noisy environment as described by the fractional order stochastic partial equations of the following form: $D_t^\alpha u(t, x)=\textit{B}u+u\cdot W^H$, where $D_t^\alpha$ is the fractional…

Probability · Mathematics 2015-02-20 Guannan Hu , Yaozhong Hu

A Langevin equation with a special type of additive random source is considered. This random force presents a fractional order derivative of white noise, and leads to a power-law time behavior of the mean square displacement of a particle,…

chao-dyn · Physics 2009-10-31 V. Kobelev , E. Romanov

We study the statistical properties of overdamped particles driven by two cross-correlated multiplicative Gaussian white noises in a time-dependent environment. Using the Langevin and Fokker-Planck approaches, we derive the exact…

Statistical Mechanics · Physics 2016-08-16 S. I. Denisov , A. N. Vitrenko , W. Horsthemke , P. Hänggi

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

We investigate evolution equations for anomalous diffusion employing fractional derivatives in space and time. Linkage between the space-time variables leads to a new type of fractional derivative operator. Fractional diffusion equations…

Mathematical Physics · Physics 2007-05-23 Andrzej J. Turski , Barbara Atamaniuk , Ewa Turska
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