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We demonstrate that the Fokker-Planck equation can be generalized into a 'Fractional Fokker-Planck' equation, i.e. an equation which includes fractional space differentiations, in order to encompass the wide class of anomalous diffusions…

Chaotic Dynamics · Physics 2009-10-31 V. V. Yanovsky , A. V. Chechkin , D. Schertzer , A. V. Tour

Fractional calculus allows one to generalize the linear, one-dimensional, diffusion equation by replacing either the first time derivative or the second space derivative by a derivative of fractional order. The fundamental solutions of…

Statistical Mechanics · Physics 2007-05-23 Francesco Mainardi , Paolo Paradisi , Rudolf Gorenflo

We investigate evolution equations for anomalous diffusion employing fractional derivatives in space and time. Linkage between the space-time variables leads to a new type of fractional derivative operator. Fractional diffusion equations…

Mathematical Physics · Physics 2007-05-23 Andrzej J. Turski , Barbara Atamaniuk , Ewa Turska

The use of reaction-diffusion models rests on the key assumption that the underlying diffusive process is Gaussian. However, a growing number of studies have pointed out the prevalence of anomalous diffusion, and there is a need to…

Pattern Formation and Solitons · Physics 2009-11-07 D. del-Castillo-Negrete , B. A. Carreras , V. E. Lynch

In this paper we present a study of anomalous diffusion using a Fokker-Planck description with fractional velocity derivatives. The distribution functions are found using numerical means for varying degree of fractionality observing the…

Plasma Physics · Physics 2014-12-18 Johan Anderson , Eun-jin Kim , Sara Moradi

Modern analyses of diffusion processes have proposed nonlinear versions of the Fokker-Planck equation to account for non-classical diffusion. These nonlinear equations are usually constructed on a phenomenological basis. Here we introduce a…

Statistical Mechanics · Physics 2009-11-11 Jean Pierre Boon , James F. Lutsko

In this note, a numerical method based on finite differences to solve a class of nonlinear advection-diffusion fractional differential equation is proposed. The fractional operator considered here is the fractional Riemann-Liouville…

Analysis of PDEs · Mathematics 2020-10-09 Jocemar Q. Chagas , Giuliano G. La Guardia , Ervin K. Lenzi

The Riemann-Liouville fractional integrals and derivatives are generalized for cases when fractional exponent $d$ are functions of space and times coordinates (i.e. $d=d({\bf r}(t),t)$).

Classical Analysis and ODEs · Mathematics 2007-05-23 L. Ya. Kobelev

First we introduce and analyze a convergent numerical method for a large class of nonlinear nonlocal possibly degenerate convection diffusion equations. Secondly we develop a new Kuznetsov type theory and obtain general and possibly optimal…

Numerical Analysis · Mathematics 2014-07-01 Simone Cifani , Espen R. Jakobsen

This paper is devoted to the study of an averaging principle for fractional stochastic differential equations in Rnwith L\'evy motion, using an integral transform method. We obtain a time-averaged equation under suitable assumptions.…

Probability · Mathematics 2020-04-21 Wenjing Xu , Jinqiao Duan , Wei Xu

This paper is in continuation of the authors' recently published paper (Journal of Mathematical Physics 55(2014)083519) in which computational solutions of an unified reaction-diffusion equation of distributed order associated with Caputo…

Mathematical Physics · Physics 2016-10-31 R. K. Saxena , A. M. Mathai , H. J. Haubold

In this paper we propose and solve a generalization of the Bernoulli Differential Equation, by means of a generalized fractional derivative. First we prove a generalization of Gronwall's inequality, which is useful for studying the…

General Mathematics · Mathematics 2023-08-01 Hector Carmenate , Paul Bosch , Juan E. Nápoles , José M. Sigarreta

In this note we consider generalized diffusion equations in which the diffusivity coefficient is not necessarily constant in time, but instead it solves a nonlinear fractional differential equation involving fractional Riemann-Liouville…

Probability · Mathematics 2022-09-21 Roberto Garra , Elena Issoglio , Giorgio S. Taverna

Continuous time random walks are non-Markovian stochastic processes, which are only partly characterized by single-time probability distributions. We derive a closed evolution equation for joint two-point probability density functions of a…

Statistical Mechanics · Physics 2009-11-13 A. Baule , R. Friedrich

The Liouville and first Bogoliubov hierarchy equations with derivatives of noninteger order are derived. The fractional Liouville equation is obtained from the conservation of probability to find a system in a fractional volume element.…

Statistical Mechanics · Physics 2015-03-12 Vasily E. Tarasov

We study generalized diffusion-wave equation in which the second order time derivative is replaced by integro-differential operator. It yields time fractional and distributed order time fractional diffusion-wave equations as particular…

Statistical Mechanics · Physics 2019-05-02 Trifce Sandev , Zivorad Tomovski , Johan Dubbeldam , Aleksei Chechkin

In this paper, a higher order finite difference scheme is proposed for Generalized Fractional Diffusion Equations (GFDEs). The fractional diffusion equation is considered in terms of the generalized fractional derivatives (GFDs) which uses…

Numerical Analysis · Mathematics 2022-06-08 Kamlesh Kumar , Rajesh K. Pandey

The fractional diffusion equation is derived from the master equation of continuous-time random walks (CTRWs) via a straightforward application of the Gnedenko-Kolmogorov limit theorem. The Cauchy problem for the fractional diffusion…

Disordered Systems and Neural Networks · Physics 2016-11-23 Enrico Scalas , Rudolf Gorenflo , Francesco Mainardi , Marco Raberto

With neutron star applications in mind, we developed a theory of diffusion in mixtures of superfluid, strongly interacting Fermi liquids. By employing the Landau theory of Fermi liquids, we determined matrices that relate the currents of…

High Energy Astrophysical Phenomena · Physics 2024-01-03 Oleg A. Goglichidze , Mikhail E. Gusakov

In this work we focus on substantial fractional integral and differential operators which play an important role in modeling anomalous diffusion. We introduce a new generalized substantial fractional integral. Generalizations of fractional…

Classical Analysis and ODEs · Mathematics 2019-07-11 Hafiz Muhammad Fahad , Mujeeb ur Rehman