Related papers: Fractional Klein-Gordon equations and related stoc…
Using the generalized Kolmogorov-Feller equation with long-range interaction, we obtain kinetic equations with fractional derivatives with respect to coordinates. The method of successive approximations with the averaging with respect to…
This article studies typical dynamics and fluctuations for a slow-fast dynamical system perturbed by a small fractional Brownian noise. Based on an ergodic theorem with explicit rates of convergence, which may be of independent interest, we…
We consider one-dimensional chain of coupled linear and nonlinear oscillators with long-range power wise interaction defined by a term proportional to 1/|n-m|^{\alpha+1}. Continuous medium equation for this system can be obtained in the…
We present a modelling approach for diffusion in a complex medium characterized by a random length scale. The resulting stochastic process shows subdiffusion with a behavior in qualitative agreement with single particle tracking experiments…
The Fokker-Planck equation has been very useful for studying dynamic behavior of stochastic differential equations driven by Gaussian noises. In this paper, we derive a Fractional Fokker--Planck equation for the probability distribution of…
Solution of the nonlinear Klein-Gordon equation perturbed by small external force is investigated. The perturbation is represented by finite collections of harmonics. The frequencies of the perturbation vary slowly and pass through the…
We consider one-dimensional chain of coupled linear and nonlinear oscillators with long-range power-wise interaction. The corresponding term in dynamical equations is proportional to $1/|n-m|^{\alpha+1}$. It is shown that the equation of…
H\"older functions represent mathematical models of nonlinear physical phenomena. This work investigates the general conditions of existence of fractional velocity as a localized generalization of ordinary derivative with regard to the…
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,…
The stochastic motion of a particle with long-range correlated increments (the moving phase) which is intermittently interrupted by immobilizations (the traping phase) in a disordered medium is considered in the presence of an external…
This paper derives the non-analytic solution to the Fokker-Planck equation of fractional Brownian motion using the method of Laplace transform. Sequentially, by considering the fundamental solution of the non-analytic solution, this paper…
Fractional variation is defined as the limit of the difference quotient of the increments of a function and its argument raised to a fractional power. Fractional velocity can be suitable for characterizing singular behavior of derivatives…
We consider the asymptotic behavior of small global-in-time solutions to a 1D Klein-Gordon equation with a spatially localized, variable coefficient quadratic nonlinearity and a non-generic linear potential. The purpose of this work is to…
The fractional Brownian motion can be considered as a Gaussian field indexed by $(t,H)\in {\mathbb{R}_{+}\times (0,1)}$, where $H$ is the Hurst parameter. On compact time intervals, it is known to be almost surely jointly H\"older…
Fractional diffusion has become a fundamental tool for the modeling of multiscale and heterogeneous phenomena. However, due to its nonlocal nature, its accurate numerical approximation is delicate. We survey our research program on the…
Fractional Brownian motion, a stochastic process with long-time correlations between its increments, is a prototypical model for anomalous diffusion. We analyze fractional Brownian motion in the presence of a reflecting wall by means of…
Consider a time-varying collection of n points on the positive real axis, modeled as exponentials of n Brownian motions whose drift vector at every time point is determined by the relative ranks of the coordinate processes at that time. If…
The fractional moment method, which was initially developed in the discrete context for the analysis of the localization properties of lattice random operators, is extended to apply to random Schr\"odinger operators in the continuum. One of…
Subdiffusive transport in tilted washboard potentials is studied within the fractional Fokker-Planck equation approach, using the associated continuous time random walk (CTRW) framework. The scaled subvelocity is shown to obey a universal…
We consider interacting systems particle driven by i.i.d. fractional Brownian motions, subject to irregular, possibly distributional, pairwise interactions. We show propagation of chaos and mean field convergence to the law of the…