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Reaction-diffusion equations are widely used as the governing evolution equations for modeling many physical, chemical, and biological processes. Here we derive reaction-diffusion equations to model transport with reactions on a…

Statistical Mechanics · Physics 2020-09-16 E. Abad , C. N. Angstmann , B. I. Henry , A. V. McGann , F. Le Vot , S. B. Yuste

A physical-mathematical approach to anomalous diffusion may be based on generalized diffusion equations (containing derivatives of fractional order in space or/and time) and related random walk models. The fundamental solution (for the…

Statistical Mechanics · Physics 2007-09-25 Rudolf Gorenflo , Francesco Mainardi , Daniele Moretti , Gianni Pagnini , Paolo Paradisi

Fractional diffusion equations replace the integer-order derivatives in space and time by their fractional-order analogues. They are used in physics to model anomalous diffusion. This paper develops strong solutions of space-time fractional…

Probability · Mathematics 2016-12-19 Zhen-Qing Chen , Mark M. Meerschaert , Erkan Nane

In this paper the multi-dimensional random walk models governed by distributed fractional order differential equations and multi-term fractional order differential equations are constructed. The scaling limits of these random walks to a…

Classical Analysis and ODEs · Mathematics 2007-05-23 Sabir Umarov , Stanly Steinberg

The diffusion equation and its time-fractional counterpart can be obtained via the diffusion limit of continuous-time random walks with exponential and heavy-tailed waiting time distributions. The space dependent variable-order…

Statistical Mechanics · Physics 2025-10-24 Christopher N. Angstmann , Daniel S. Han , Bruce I. Henry , Boris Z. Huang , Zhuang Xu

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

Starting from the model of continuous time random walk, we focus our interest on random walks in which the probability distributions of the waiting times and jumps have fat tails characterized by power laws with exponent between 0 and 1 for…

Probability · Mathematics 2008-01-03 Rudolf Gorenflo , Entsar A. A. Abdel-Rehim

A version of fractional diffusion on bounded domains, subject to 'homogeneous Dirichlet boundary conditions' is derived from a kinetic transport model with homogeneous inflow boundary conditions. For nonconvex domains, the result differs…

Analysis of PDEs · Mathematics 2016-07-05 Pedro Aceves-Sanchez , Christian Schmeiser

We propose diffusion-like equations with time and space fractional derivatives of the distributed order for the kinetic description of anomalous diffusion and relaxation phenomena, whose diffusion exponent varies with time and which,…

Statistical Mechanics · Physics 2009-11-07 A. V. Chechkin , R. Gorenflo , I. M. Sokolov

The fractional Fokker-Planck equation for subdiffusion in time-dependent force fields is derived from the underlying continuous time random walk. Its limitations are discussed and it is then applied to the study of subdiffusion under the…

Statistical Mechanics · Physics 2009-06-02 E. Heinsalu , M. Patriarca , I. Goychuk , P. Hanggi

In this work we study partial differential equations defined in a domain that moves in time according to the flow of a given ordinary differential equation, starting out of a given initial domain. We first derive a formulation for a…

Analysis of PDEs · Mathematics 2014-03-05 Manuel Fernando Cortez , Aníbal Rodríguez-Bernal

We show that the generalized diffusion coefficient of a subdiffusive intermittent map is a fractal function of control parameters. A modified continuous time random walk theory yields its coarse functional form and correctly describes a…

Chaotic Dynamics · Physics 2015-06-26 N. Korabel , A. V. Chechkin , R. Klages , I. M. Sokolov , V. Yu. Gonchar

We analyse how simple local constraints in two dimensions lead a defect to exhibit robust, non-transient, and tunable, subdiffusion. We uncover a rich dynamical phenomenology realised in ice- and dimer-type models. On the microscopic scale…

Mesoscale and Nanoscale Physics · Physics 2025-04-02 Nilotpal Chakraborty , Markus Heyl , Roderich Moessner

Deriving evolution equations accounting for both anomalous diffusion and reactions is notoriously difficult, even in the simplest cases. In contrast to normal diffusion, reaction kinetics cannot be incorporated into evolution equations…

Statistical Mechanics · Physics 2020-10-23 Sean D Lawley

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

It is a well known fact that subdiffusion equations in terms of fractional derivatives can be obtained from Continuous Time Random Walk (CTRW) models with long-tailed waiting time distributions. Over the last years various authors have…

Biological Physics · Physics 2010-06-15 S. B. Yuste , E. Abad , K. Lindenberg

A physical-mathematical approach to anomalous diffusion may be based on fractional diffusion equations and related random walk models. The fundamental solutions of these equations can be interpreted as probability densities evolving in time…

Statistical Mechanics · Physics 2008-05-27 Rudolf Gorenflo , Francesco Mainardi

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

From the smallest biological systems to the largest cosmological structures, spatial domains undergo expansion and contraction. Within these growing domains, diffusive transport is a common phenomenon. Mathematical models have been widely…

Populations and Evolution · Quantitative Biology 2023-06-27 Stuart T. Johnston , Matthew J. Simpson

Functional limit theorem for continuous-time random walks (CTRW) are found in general case of dependent waiting times and jump sizes that are also position dependent. The limiting anomalous diffusion is described in terms of fractional…

Probability · Mathematics 2022-05-03 Vassili N. Kolokoltsov
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