Related papers: Diffusion in multiscale spacetimes
We examine the short and long-time behaviors of time-fractional diffusion equations with variable space-dependent order. More precisely, we describe the time-evolution of the solution to these equations as the time parameter goes either to…
We study the local regularity and multifractal nature of the sample paths of jump diffusion processes, which are solutions to a class of stochastic differential equations with jumps. This article extends the recent work of Barral {\it et…
It is experimentally known that virus exhibits stochastic motion in cytoplasm of a living cell in the free form as well as the form being contained in the endosome and the exponent of anomalous diffusion of the virus fluctuates depending on…
This paper proposes a physical-statistical modeling approach for spatio-temporal data arising from a class of stochastic convection-diffusion processes. Such processes are widely found in scientific and engineering applications where…
We introduce a new universality class of one-dimensional iteration model giving rise to self-similar motion, in which the Feigenbaum constants are generalized as self-similar rates and can be predetermined. The curves of the mean-square…
The macroscopic fluctuation theory provides a complete hydrodynamic description of non-equilibrium classical diffusive systems. As a first step towards a diffusive theory of open quantum systems, we show how to construct a microscopic open…
Galactic transport models for cosmic rays involve the diffusive motion of these particles in the interstellar medium. Due to the large-scale structured galactic magnetic field this diffusion is anisotropic with respect to the local field…
We study a stochastic lattice gas of particles undergoing asymmetric diffusion in two dimensions. Transitions between a low-density uniform phase and high-density non-uniform phases characterized by localized or extended structure are…
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…
In this paper, we develop and analyze a stochastic algorithm for solving space-time fractional diffusion models, which are widely used to describe anomalous diffusion dynamics. These models pose substantial numerical challenges due to the…
In this paper we study $g$-fractional diffusion on bounded domains in $\mathbb{R}^d$ with absorbing boundary conditions. We show the explicit representation of the solution and then we study the first passage time distribution, showing the…
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…
Nondifferentiable fluctuations in space-time on a Planck scale introduce stochastic terms into the equations for quantum states, resulting in a proposed new foundation for an existing alternative quantum theory, primary state diffusion…
Data series generated by complex systems exhibit fluctuations on many time scales and/or broad distributions of the values. In both equilibrium and non-equilibrium situations, the natural fluctuations are often found to follow a scaling…
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…
In quantum physics, the theoretical study of unbound many-body systems is typically quite complex -- owing to the combination of their large spatial extension and the so-called {\it curse of dimensionality}. Often, such systems are studied…
Atomic diffusion is usually understood as a succession of random, independent displacements of an adatom over the surface's potential energy landscape. Nevertheless, an analysis of Molecular Dynamics simulations of self-diffusion on Cu(111)…
The advection-diffusion and wave equations are the fundamental equations governing any physical law and therefore arise in many areas of physics and astrophysics. For complex problems and geometries, only numerical simulations can give…
We prove optimal estimates for the decay in time of solutions to a rather general class of non-local in time subdiffusion equations in $\mathbb{R}^d$. An important special case is the time-fractional diffusion equation, which has seen much…
Diffusive transport of a particle in spatially correlated random energy landscape having exponential density of states has been considered. We exactly calculate the diffusivity in the nondispersive quasi-equilibrium transport regime and…