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We consider the Cauchy problem for a pseudo-differential operator which has a translation-invariant and analytic symbol. For a certain set of initial conditions, a formal solution is obtained by a perturbative expansion. The series so…

Probability · Mathematics 2009-09-29 Hanno Gottschalk , Boubaker Smii , Horst Thaler

The equivalence between non-extensive C. Tsallis entropy and the extensive entropy introduced by Alfr\'ed R\'enyi is discussed. The R\'enyi entropy is studied from the perspective of the geometry of the Lebesgue and generalised, exotic…

Data Analysis, Statistics and Probability · Physics 2014-02-25 Giorgio Sonnino , György Steinbrecher , Alberto Sonnino

Starting with the Green's functions found for normal diffusion, we construct exact time-dependent Green's functions for subdiffusive equation (with fractional time derivatives), with the boundary conditions involving a linear combination of…

Statistical Mechanics · Physics 2009-11-10 Tadeusz Kosztolowicz

We investigate through a Generalized Langevin formalism the phenomenon of anomalous diffusion for asymptotic times, and we generalized the concept of the diffusion exponent. A method is proposed to obtain the diffusion coefficient…

Statistical Mechanics · Physics 2015-03-20 R. M. S. Ferreira , M. V. S. Santos , C. C. Donato , J. S. Andrade , F. A. Oliveira

A recently introduced nonlinear Fokker-Planck equation, derived directly from a master equation, comes out as a very general tool to describe phenomenologically systems presenting complex behavior, like anomalous diffusion, in the presence…

Statistical Mechanics · Physics 2009-11-13 Veit Schwammle , Evaldo M. F. Curado , Fernando D. Nobre

In view of the usefulness and importance of the kinetic equation in certain physical problems, the authors derive the explicit solution of a fractional kinetic equation of general character, that unifies and extends earlier results.…

Classical Analysis and ODEs · Mathematics 2015-05-13 R. K. Saxena , A. M. Mathai , H. J. Haubold

We consider a simple quantum system subjected to a classical random force. Under certain conditions it is shown that the noise-averaged Wigner function of the system follows an integro-differential stochastic Liouville equation. In the…

High Energy Physics - Theory · Physics 2008-02-03 Salman Habib

There is a difficulty in finding an estimate of variance of the profile likelihood estimator in the joint model of longitudinal and survival data. We solve the difficulty by introducing the ``statistical generalized derivative''. The…

Statistics Theory · Mathematics 2018-07-23 Yuichi Hirose , Ivy Liu

The object of this paper is to present a computable solution of a fractional partial differential equation associated with a Riemann-Liouville derivative of fractional order as the time-derivative and Riesz-Feller fractional derivative as…

Mathematical Physics · Physics 2011-10-03 R. K. Saxena , A. M. Mathai , H. J. Haubold

In this study we present an extension of the replicator equation with diffusion to multiplex graphs. We derive an exact formula for the diffusion term, which shows that, while diffusion is linear for numbers of agents, it is necessary to…

Physics and Society · Physics 2016-08-10 Rubén J. Requejo , Albert Díaz Guilera

Nonlinear reaction-diffusion systems are known to exhibit very many novel spatiotemporal patterns. Fisher equation is a prototype of diffusive equations. In this contribution we investigate the integrability properties of the generalized…

Exactly Solvable and Integrable Systems · Physics 2007-05-23 P. S. Bindu , M. Lakshmanan

In the present work, we investigate the potential of fractional derivatives to model atmospheric dispersion of pollutants. We propose simple fractional differential equation models for the steady state spatial distribution of concentration…

Atmospheric and Oceanic Physics · Physics 2017-02-22 A. G. O. Goulart , M. J. Lazo , J. M. S. Suarez , D. M. Moreira

We show an application of a subdiffusion equation with Caputo fractional time derivative with respect to another function $g$ to describe subdiffusion in a medium having a structure evolving over time. In this case a continuous transition…

Statistical Mechanics · Physics 2021-07-21 Tadeusz Kosztołowicz , Aldona Dutkiewicz

We show that the anomalous diffusion equations with a fractional derivative in the Caputo or Riesz sense are strictly related to the special convolution properties of the L\'evy stable distributions which stem from the evolution properties…

Statistical Mechanics · Physics 2017-03-03 K. Górska , A. Horzela , K. A. Penson , G. Dattoli , G. H. E. Duchamp

We start with a general governing equation for diffusion transport, written in a conserved form, in which the phenomenological flux laws can be constructed in a number of alternative ways. We pay particular attention to flux laws that can…

Analysis of PDEs · Mathematics 2019-02-22 Tokinaga Namba , Piotr Rybka , Vaughan Voller

We deal with the Cauchy problem for the space-time fractional diffusion-wave equation, which is obtained from the standard diffusion equation by replacing the second-order space derivative with a Riesz-Feller derivative of order alpha in…

Statistical Mechanics · Physics 2008-05-23 Francesco Mainardi , Yuri Luchko , Gianni Pagnini

We consider the inverse problem of determining different type of information about a diffusion process, described by ordinary or fractional diffusion equations stated on a bounded domain, like the density of the medium or the velocity field…

Analysis of PDEs · Mathematics 2019-07-05 Yavar Kian , Zhiyuan Li , Yikan Liu , Masahiro Yamamoto

We consider the fractional generalizations of Liouville equation. The normalization condition, phase volume, and average values are generalized for fractional case.The interpretation of fractional analog of phase space as a space with…

Chaotic Dynamics · Physics 2009-11-11 Vasily E. Tarasov

The purpose of this paper is to provide new formulas for the estimation of the effective diffusion coefficient of an equation of Fick-Jacob's type obtained by projecting the two-dimensional diffusion equation along the normal direction of…

Mathematical Physics · Physics 2014-09-19 Carlos Valero Valdes , Rafael Herrera Guzman

Owing to the Rosenau argument in Physical Review A, 46 (1992), pag. 12-15, originally proposed to obtain a regularized version of the Chapman-Enskog expansion of hydrodynamics, we introduce a non-local linear kinetic equation which…

Mathematical Physics · Physics 2014-03-14 Giulia Furioli , Ada Pulvirenti , Elide Terraneo , Giuseppe Toscani