Related papers: Fractional Fokker-Planck equation
We consider the usual Langevin equation depending on an internal time. This parameter is substituted by a first passage time of a self-similar Markov process. Then the Gaussian process is parent, and the hitting time process is directing.…
In the realm of complexity, it is argued that adequate modeling of TeV-physics demands an approach based on fractal operators and fractional calculus (FC). Non-local theories and memory effects are connected to complexity and the FC. The…
The subject of this paper is to derive the solution of generalized fractional kinetic equations. The results are obtained in a compact form containing the Mittag-Leffler function, which naturally occurs whenever one is dealing with…
We study time averages for the norm of solutions to kinetic Fokker--Planck equations associated with general Hamiltonians. We provide fully explicit and constructive decay estimates for systems subject to a confining potential, allowing…
We analyze the fundamental solution of a time-fractional problem, establishing existence and uniqueness in an appropriate functional space. We also focus on the one-dimensional spatial setting in the case in which the time-fractional…
We develop a functional analytic approach to the study of the Kramers and kinetic Fokker-Planck equations which parallels the classical $H^1$ theory of uniformly elliptic equations. In particular, we identify a function space analogous to…
We develop the regularity theory for solutions to space-time nonlocal equations driven by fractional powers of the heat operator $$(\partial_t-\Delta)^su(t,x)=f(t,x),\quad\hbox{for}~0<s<1.$$ This nonlocal equation of order $s$ in time and…
Fractional diffusion and Fokker-Planck equations are widely used tools to describe anomalous diffusion in a large variety of complex systems. The equivalent formulations in terms of Caputo or Riemann-Liouville fractional derivatives can be…
We study qualitative properties of solutions to the fractional Lane-Emden-Fowler equations with slightly subcritical exponents where the associated fractional Laplacian is defined in terms of either the spectra of Dirichlet Laplacian or the…
This is a first version of a paper concerning abstract evolution equation with fractional time derivatives. Maximal regularity results in spaces of continuous and Hoelder continuous functions are described.
We establish fractional Leibniz rules for the Dunkl Laplacian $\Delta_k$ of the form $$\|(-\Delta_k)^s(fg)\|_{L^p(d\mu_k)} \lesssim \|(-\Delta_k)^s f\|_{L^{p_1}(d\mu_k)} \|g\|_{L^{p_2}(d\mu_k)} + \|f\|_{L^{p_1}(d\mu_k)} \|(-\Delta_k)^s…
In this paper, we are concerned with the numerical solution for the two-dimensional time fractional Fokker-Planck equation with tempered fractional derivative of order $\alpha$. Although some of its variants are considered in many recent…
In this paper we develop a method to solve evolution equations on Gelfand triples with time-fractional derivative based on monotonicity techniques. Applications include deterministic and stochastic quasi-linear partial differential…
It is well-known that the transition function of the Ornstein-Uhlenbeck process solves the Fokker-Planck equation. This standard setting has been recently generalized in different directions, for example, by considering the so-called…
The object of this paper is the uniqueness for a $d$-dimensional Fokker-Planck type equation with non-homogeneous (possibly degenerated) measurable not necessarily bounded coefficients. We provide an application to the probabilistic…
We study fractional differential equations of Riemann-Liouville and Caputo type in Hilbert spaces. Using exponentially weighted spaces of functions defined on $\mathbb{R}$, we define fractional operators by means of a functional calculus…
Inspired by some experimental (numerical) works on fractional diffusion PDEs, we develop a rigorous framework to prove that solutions to the fractional Navier-Stokes equations, which involve the fractional Laplacian operator…
Equation of long-range particle drift and diffusion on three-dimensional physical lattice is suggested. This equation can be considered as a lattice analogof space-fractional Fokker-Planck equation for continuum. The lattice approach gives…
We investigate the existence, uniqueness, and $L^1$-contractivity of weak solutions to a porous medium equation with fractional diffusion on an evolving hypersurface. To settle the existence, we reformulate the equation as a local problem…
We investigate the well-posedness of a coupled Navier-Stokes-Fokker-Planck system with a time-fractional derivative. Such systems arise in the kinetic theory of dilute solutions of polymeric liquids, where the motion of noninteracting…