Related papers: Fractional diffusion limit for a stochastic kineti…
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 paper examines stochastic diffusion within an expanding space-time framework. It starts with providing a rationale for the considered model and its motivation from cosmology where the expansion of space-time is used in modelling various…
The purpose of this article is to review the developments related to the notion of local fractional derivative introduced in 1996. We consider its definition, properties, implications and possible applications. This involves the local…
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…
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…
A general method is proposed which allows one to estimate drift and diffusion coefficients of a stochastic process governed by a Langevin equation. It extends a previously devised approach [R. Friedrich et al., Physics Letters A 271, 217…
In this paper, we aim to study the diffusion approximation for multi-scale McKean-Vlasov stochastic differential equations. More precisely, we prove the weak convergence of slow process $X^\varepsilon$ in $C([0,T];\mathbb{R}^n)$ towards the…
This paper focuses on the study of semilinear fractional diffusion-wave equations in the context of critical nonlinearities. Firstly, we address the issue of local well-posedness for the problem, examine spatial regularity, and the…
We prove a central limit theorem for the momentum distribution of a particle undergoing an unbiased spatially periodic random forcing at exponentially distributed times without friction. The start is a linear Boltzmann equation for the…
We construct a novel estimator for the diffusion coefficient of the limiting homogenized equation, when observing the slow dynamics of a multiscale model, in the case when the slow dynamics are of bounded variation. Previous research…
Diffusion with stochastic transport is investigated here when the random driving process is a very general Gaussian process, including Fractional Brownian motion. The purpose is the comparison with a deterministic PDE, which in certain…
In this paper, we are concerned with the dynamical behavior of the stochastic nonclassical parabolic equation, more precisely, it is shown that the inviscid limits of the stochastic nonclassical diffusion equations reduces to the stochastic…
Herein we develop a dynamical foundation for fractional Brownian Motion. A clear relation is established between the asymptotic behaviour of the correlation function and diffusion in a dynamical system. Then, assuming that scaling is…
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 a class of reaction-diffusion equations with a stochastic perturbation on the boundary. We show that in the limit of fast diffusion, one can rigorously approximate solutions of the system of PDEs with stochastic Neumann boundary…
A semidiscrete Galerkin finite element method applied to time-fractional diffusion equations with time-space dependent diffusivity on bounded convex spatial domains will be studied. The main focus is on achieving optimal error results with…
In this article, I study the diffusive behavior for a quantum test particle interacting with a dilute background gas. The model I begin with is a reduced picture for the test particle dynamics given by a quantum linear Boltzmann equation in…
In order to understand the impact of random influences at physical boundary on the evolution of multiscale systems, a stochastic partial differential equation model under a fast random dynamical boundary condition is investigated. The…
In this paper, we establish a set of criteria which are applied to discuss various formulations under which Lagrangian stochastic models can be found. These models are used for the simulation of fluid particles in single-phase turbulence as…
We consider an optimal control problem that entails the minimization of a nondifferentiable cost functional, fractional diffusion as state equation and constraints on the control variable. We provide existence, uniqueness and regularity…