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We solve a physically significant extension of a classic problem in the theory of diffusion, namely the Ornstein-Uhlenbeck process [G. E. Ornstein and L. S. Uhlenbeck, Phys. Rev. 36, 823, (1930)]. Our generalised Ornstein-Uhlenbeck systems…

Statistical Mechanics · Physics 2009-11-11 V. Bezuglyy , B. Mehlig , M. Wilkinson , K. Nakamura , E. Arvedson

The fundamental solution (Green function) for the Cauchy problem of the space-time fractional diffusion equation is investigated with respect to its scaling and similarity properties, starting from its Fourier-Laplace representation. Then,…

Probability · Mathematics 2007-10-02 Francesco Mainardi

We use a subdiffusion equation with fractional Caputo time derivative with respect to another function $g$ ($g$--subdiffusion equation) to describe a smooth transition from ordinary subdiffusion to superdiffusion. Ordinary subdiffusion is…

Statistical Mechanics · Physics 2023-06-14 Tadeusz Kosztołowicz

We study a fully discrete finite element method for variable-order time-fractional diffusion equations with a time-dependent variable order. Optimal convergence estimates are proved with the first-order accuracy in time (and second order…

Numerical Analysis · Mathematics 2019-05-15 Xiangcheng Zheng , Fanhai Zeng , Hong Wang

In this paper, we focus on maximum principles of a time-space fractional diffusion equation. Maximum principles for classical solution and weak solution are all obtained by using properties of the time fractional derivative operator and the…

Analysis of PDEs · Mathematics 2016-05-04 Junxiong Jia , Kexue Li

The diffusion system with time-fractional order derivative is of great importance mathematically due to the nonlocal property of the fractional order derivative, which can be applied to model the physical phenomena with memory effects. We…

Analysis of PDEs · Mathematics 2021-03-24 Mengmeng Zhang , Jijun Liu

We study two schemes for a time-fractional Fokker-Planck equation with space- and time-dependent forcing in one space dimension. The first scheme is continuous in time and is discretized in space using a piecewise-linear Galerkin finite…

Numerical Analysis · Mathematics 2016-10-24 Kim Ngan Le , William McLean , Kassem Mustapha

This paper is devoted to the hydrodynamic limit for the linear Boltzmann equation, in the case of a heavy tail equilibrium and a cross section which depends on the space variable and which degenerates for large velocities, without symmetry…

Analysis of PDEs · Mathematics 2025-03-13 Dahmane Dechicha

The first part of this paper introduces sufficient conditions to determine conservation laws of diffusion equations of arbitrary fractional order in time. Numerical methods that satisfy a discrete analogue of these conditions have…

Numerical Analysis · Mathematics 2022-03-07 Angelamaria Cardone , Gianluca Frasca-Caccia

In this paper, we first propose an unconditionally stable implicit difference scheme for solving generalized time-space fractional diffusion equations (GTSFDEs) with variable coefficients. The numerical scheme utilizes the $L1$-type formula…

Numerical Analysis · Mathematics 2021-09-15 Xian-Ming Gu , Ting-Zhu Huang , Yong-Liang Zhao , Pin Lyu , Bruno Carpentieri

Normal and anomalous diffusion are ubiquitous in many complex systems [1] . Here, we define a time and space generalized diffusion equation (GDE), which uses fractional-time derivatives and transformed d-path Laplacian operators on…

Physics and Society · Physics 2022-02-02 Fernando Diaz-Diaz , Ernesto Estrada

Fractional partial differential equations with distributed-order fractional derivatives describe some important physical phenomena. In this paper, we propose a local discontinuous Galerkin (LDG) method for the distributed-order time and…

Numerical Analysis · Mathematics 2017-10-04 Tarek Aboelenen

In this paper, we consider the direct and inverse problem for time-fractional diffusion in a domain with an impenetrable subregion. Here we assume that on the boundary of the subregion the solution satisfies a generalized impedance boundary…

Analysis of PDEs · Mathematics 2020-04-16 Isaac Harris

This paper aims at obtaining, by means of integral transforms, analytical approximations in short times of solutions to boundary value problems for the one-dimensional reaction-diffusion equation with constant coefficients. The general form…

Analysis of PDEs · Mathematics 2023-05-23 Anani Kwassi

In this paper we deal with Mellin convolution of generalized Gamma densities which leads to integrals of modified Bessel functions of the second kind. Such convolutions allow us to explicitly write the solutions of the time-fractional…

Probability · Mathematics 2012-06-14 Mirko D'Ovidio

Fractional diffusion equations are widely used to describe anomalous diffusion processes where the characteristic displacement scales as a power of time. For processes lacking such scaling the corresponding description may be given by…

Statistical Mechanics · Physics 2007-05-23 I. M. Sokolov , A. V. Chechkin , J. Klafter

In this paper, we consider an inverse problem for a time-fractional diffusion equation with a nonlinear source. We prove that the considered problem is ill-posed, i.e. the solution does not depend continuously on the data. The problem is…

Analysis of PDEs · Mathematics 2019-10-09 Tran Bao Ngoc , Nguyen Huy Tuan , Mokhtar Kirane

We consider a half-order time-fractional diffusion equation in an arbitrary dimension and investigate inverse problems of determining the source term or the diffusion coefficient from spatial data at an arbitrarily fixed time under some…

Analysis of PDEs · Mathematics 2020-10-21 X. Huang , A. Kawamoto

In the present study, firstly, based on the continuous time random walk (CTRW) theory, general diffusion equations are derived. The time derivative is taken as the general Caputo-type derivative introduced by Kochubei and the spatial…

Analysis of PDEs · Mathematics 2022-02-28 Chung-Sik Sin , Hyong-Chol O , Sang-Mun Kim

We study regularity for a parabolic problem with fractional diffusion in space and a fractional time derivative. Our main result is a De Giorgi-Nash-Moser Holder regularity theorem for solutions in a divergence form equation. We also prove…

Analysis of PDEs · Mathematics 2016-02-18 Mark Allen , Luis Caffarelli , Alexis Vasseur