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We address the now classical problem of a diffusion process that crosses over from a ballistic behavior at short times to a fractional diffusion (sub- or super-diffusion) at longer times. Using the standard non-Markovian diffusion equation…

Statistical Mechanics · Physics 2015-05-14 Valery Ilyin , Itamar Procaccia , Anatoly Zagorodny

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

In this paper we consider the general fractional equation \sum_{j=1}^m \lambda_j \frac{\partial^{\nu_j}}{\partial t^{\nu_j}} w(x_1,..., x_n ; t) = -c^2 (-\Delta)^\beta w(x_1,..., x_n ; t), for \nu_j \in (0,1], \beta \in (0,1] with initial…

Probability · Mathematics 2015-09-14 Enzo Orsingher , Bruno Toaldo

Nonlinear thermoelastic systems play a crucial role in understanding thermal conductivity, stresses, elasticity, and temperature interactions. This research focuses on finding solutions to these systems in their fractional forms, which is a…

Analysis of PDEs · Mathematics 2025-01-13 Qasim Khan

In mathematical modeling of the non-squared frequency-dependent diffusions, also known as the anomalous diffusions, it is desirable to have a positive real Fourier transform for the time derivative of arbitrary fractional or odd integer…

Computational Engineering, Finance, and Science · Computer Science 2007-05-23 W Chen

Fractional calculus provides a rigorous mathematical framework to describe anomalous stochastic processes by generalizing the notion of classical differential equations to their fractional-order counterparts. By introducing the fractional…

Numerical Analysis · Mathematics 2018-06-04 Ehsan Kharazmi , Mohsen Zayernouri

We investigate fractional moments and expectations of power means of complex-valued random variables by using fractional calculus. We deal with both negative and positive orders of the fractional derivatives. The one-dimensional…

Probability · Mathematics 2024-10-07 Kazuki Okamura , Yoshiki Otobe

In this paper we introduce the space-fractional Poisson process whose state probabilities $p_k^\alpha(t)$, $t>0$, $\alpha \in (0,1]$, are governed by the equations $(\mathrm d/\mathrm dt)p_k(t) = -\lambda^\alpha (1-B)p_k^\alpha(t)$, where…

Probability · Mathematics 2013-03-28 Enzo Orsingher , Federico Polito

We consider fractional differential equations of order $\alpha \in (0,1)$ for functions of one independent variable $t\in (0,\infty)$ with the Riemann-Liouville and Caputo-Dzhrbashyan fractional derivatives. A precise estimate for the order…

Classical Analysis and ODEs · Mathematics 2008-11-22 Anatoly N. Kochubei

We develop a kind of fractional calculus and theory of relaxation and diffusion equations associated with operators in the time variable, of the form $(Du)(t)=\frac{d}{dt}\int\limits_0^tk(t-\tau)u(\tau)\,d\tau -k(t)u(0)$ where $k$ is a…

Classical Analysis and ODEs · Mathematics 2011-10-11 Anatoly N. Kochubei

A new fractional non-homogeneous counting process has been introduced and developed using the Kilbas and Saigo three-parameter generalization of the Mittag-Leffler function. The probability distribution function of this process reproduces…

Probability · Mathematics 2024-01-01 Nick Laskin

A new method that enables easy and convenient discretization of partial differential equations with derivatives of arbitrary real order (so-called fractional derivatives) and delays is presented and illustrated on numerical solution of…

Numerical Analysis · Mathematics 2009-03-06 Igor Podlubny , Aleksei V. Chechkin , Tomas Skovranek , YangQuan Chen , Blas M. Vinagre Jara

We introduce a non-Markovian generalization of the classical M/M/1 queue by incorporating extended nonlocal time dynamics into Kolmogorov forward equations. We obtain the model by replacing the standard time derivative with an extended…

Methodology · Statistics 2026-02-03 Mehmet Sıddık Çadırcı

To offer a view into the rapidly developing theory of fractional diffusion processes we describe in some detail three topics of present interest: (i) the well-scaled passage to the limit from continuous time random walk under power law…

Probability · Mathematics 2008-05-18 Rudolf Gorenflo , Francesco Mainardi

This study makes the first attempt to use the 2/3-order fractional Laplacian modeling of enhanced diffusing movements of random turbulent particle resulting from nonlinear inertial interactions. A combined effect of the inertial…

Chaotic Dynamics · Physics 2007-05-23 Wen Chen

In this article we address the problem of the nonlinear interaction of subdiffusive particles. We introduce the random walk model in which statistical characteristics of a random walker such as escape rate and jump distribution depend on…

Statistical Mechanics · Physics 2015-06-15 Sergei Fedotov

Derivatives and integrals of non-integer order may have a wide application in describing complex properties of materials including long-term memory, non-locality of power-law type and fractality. In this paper we consider extensions of…

Materials Science · Physics 2015-02-06 Vasily E. Tarasov , Elias C. Aifantis

We start with a general governing equation for diffusion transport, written in a conserved form, in which the phenomenological flux laws can be constructed in a number of alternative ways. We pay particular attention to flux laws that can…

Analysis of PDEs · Mathematics 2019-02-22 Tokinaga Namba , Piotr Rybka , Vaughan Voller

We introduce a non-homogeneous fractional Poisson process by replacing the time variable in the fractional Poisson process of renewal type with an appropriate function of time. We characterize the resulting process by deriving its non-local…

Probability · Mathematics 2016-01-18 N. Leonenko , E. Scalas , M. Trinh

We investigate the generic transport in a one-dimensional strongly correlated fermionic chain beyond linear response. Starting from a Gaussian wave packet with positive momentum on top of the ground state, we find that the numerical time…

Strongly Correlated Electrons · Physics 2025-07-24 Flávia B. Ramos , Rodrigo G. Pereira , Sebastian Eggert , Imke Schneider
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