Related papers: Drift, diffusion, and third order derivatives in F…
A finite difference numerical method is investigated for fractional order diffusion problems in one space dimension. For this, a mathematical model is developed to incorporate homogeneous Dirichlet and Neumann type boundary conditions. The…
We study the unique continuation property for the neutron transport equation and for a simplified model of the Fokker-Planck equation in a bounded domain with absorbing boundary condition. An observation estimate is derived. It depends on…
We give simple proofs of hypoelliptic estimates for some models of kinetic equations with a fractional order diffusion part. The proofs are based on energy estimates together with F. Bouchut and B. Perthame previous ideas.
A fluid-dynamic approach to the diffusion of heavy quarks in the quark--gluon plasma (QGP) is presented. Specifically, we analyze the Fokker-Planck equation for the momentum transport of heavy quarks from a fluid perspective and use a…
The emergence of various notions of ``consistency'' in diffusion models has garnered considerable attention and helped achieve improved sample quality, likelihood estimation, and accelerated sampling. Although similar concepts have been…
In recent years, several fractional generalizations of the usual Kramers-Fokker-Planck equation have been presented. Using an idea of Fogedby [H.C. Fogedby, Phys. Rev. E {\bf 50}, 041103 (1994), we show how these equations are related to…
We study the existence and the uniqueness of a solution $\fy$ to the linear Fokker-Planck equation $-\Delta \fy + \div(\fy \F) = f$ in a bounded domain of $\R^d$ when $\F$ is a "confinement" vector field acting for instance like the inverse…
We present equations of motion for charged particles using balanced equations, and without introducing explicitly divergent quantities. This derivation contains as particular cases some well known equations of motion, as the Lorentz-Dirac…
We present a model of diffusion in heterogeneous environment, which qualitatively reflects the transport properties of a polymeric membrane with carbon nanotubes. We derived Fokker-Planck equation from system of stochastic equations,…
Fractional diffusion equations for three-dimensional lattice models based on fractional-order differences of the Grunwald-Letnikov type are suggested. These lattice fractional diffusion equations contain difference operators that describe…
The temporal Fokker-Plank equation [{\it J. Stat. Phys.}, {\bf 3/4}, 527 (2003)] or propagation-dispersion equation was derived to describe diffusive processes with temporal dispersion rather than spatial dispersion as in classical…
We study an initial-boundary value problem of variable-order time-fractional diffusion equations in one space dimension. Based on the wellposedness of the proposed model and the smoothing properties of its solutions, which are shown to be…
A self-consistent and universal description of friction and diffusion for Brownian particles (grains) in different systems, as a gas with Boltzmann collisions, dusty plasma with ion absorption by grains, and for active particles (e.g.,…
We develop a general framework for response theory in diffusion processes governed by Fokker-Planck equations, based on the notion of the Dissipation Function. Using the analytically solvable Brownian oscillator model, we derive exact…
Microscopic theory of Brownian motion of a particle of mass $M$ in a bath of molecules of mass $m\ll M$ is considered beyond lowest order in the mass ratio $m/M$. The corresponding Langevin equation contains nonlinear corrections to the…
We propose a prescription based on the Fokker-Planck equation in the Stratonovich approach, with the diffusion coefficient dependent on temporal and spatial coordinates, for describing heat conduction by phonons in small structures. This…
An elementary system leading to the notions of fractional integrals and derivatives is considered. Various physical situations whose description is associated with fractional differential equations of motion are discussed.
This article studies a Fokker-Planck type equation of fractional diffusion with conservative drift $\partial$f/$\partial$t = $\Delta$^($\alpha$/2) f + div(Ef), where $\Delta$^($\alpha$/2) denotes the fractional Laplacian and E is a…
We prove a new uniqueness result for solutions to Fokker-Planck-Kolmogorov (FPK) equations for probability measures on infinite-dimensional spaces. We consider infinite-dimensional drifts that admit certain finite-dimensional…
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…