Related papers: Variable Order Fractional Fokker-Planck Equations …
We study the survival probability and the growth rate for branching random walks in random environment (BRWRE). The particles perform simple symmetric random walks on the $d$-dimensional integer lattice, while at each time unit, they split…
We study the full distribution of $A=\int_{0}^{T}x^{n}\left(t\right)dt$, $n=1,2,\dots$, where $x\left(t\right)$ is an Ornstein-Uhlenbeck process. We find that for $n>2$ the long-time ($T \to \infty$) scaling form of the distribution is of…
The studying of anomalous diffusion by pulsed field gradient (PFG) diffusion technique still faces challenges. Two different research groups have proposed modified Bloch equation for anomalous diffusion. However, these equations have…
The Fractional Diffusion Equation (FDE) is a mathematical model that describes anomalous transport phenomena characterized by non-local and long-range dependencies which deviate from the traditional behavior of diffusion. Solving this…
The Fokker-Planck Equation, applied to transport processes in fusion plasmas, can model several anomalous features, including uphill transport, scaling of confinement time with system size, and convective propagation of externally induced…
In this article integro-differential Volterra equations whose convolution kernel depends on the vector variable are considered and a connection of these equations with a class of semi-Markov processes is established. The variable order…
The diffusion of chiral active Brownian particles in three-dimensional space is studied analytically, by consideration of the corresponding Fokker-Planck equation for the probability density of finding a particle at position…
Functionals of a stochastic process Y(t) model many physical time-extensive observables, e.g. particle positions, local and occupation times or accumulated mechanical work. When Y(t) is a normal diffusive process, their statistics are…
A generalized Fokker-Planck equation is derived to describe particle kinetics in specific situations when the probability transition function (PTF) has a long tail in momentum space. The equation is valid for an arbitrary value of the…
This paper is concerned with a non-homogeneous in space and non-local in time random walk model for anomalous subdiffusive transport of cells. Starting with a Markov model involving a structured probability density function, we derive the…
In this paper we present a direct perturbative method to solving certain Fokker-Planck equations, which have constant diffusion coefficients and some small parameters in the drift coefficients. The method makes use of the connection between…
Anomalous diffusion is a phenomenon that cannot be modeled accurately by second-order diffusion equations, but is better described by fractional diffusion models. The nonlocal nature of the fractional diffusion operators makes substantially…
The impact of thermal fluctuations on the translocation dynamics of a polymer chain driven through a narrow pore has been investigated theoretically and by means of extensive Molecular-Dynamics (MD) simulation. The theoretical consideration…
We analyze statistically the energization of particles in a large scale environment of strong turbulence that is fragmented into a large number of distributed current filaments. The turbulent environment is generated through strongly…
Systems living in complex non equilibrated environments often exhibit subdiffusion characterized by a sublinear power-law scaling of the mean square displacement. One of the most common models to describe such subdiffusive dynamics is the…
We review some fractional free boundary problems that were recently considered for modeling anomalous phase-transitions. All problems are of Stefan type and involve fractional derivatives in time according to Caputo's definition. We survey…
Many stochastic time series can be modelled by discrete random walks in which a step of random sign but constant length $\delta x$ is performed after each time interval $\delta t$. In correlated discrete time random walks (CDTRWs), the…
Continuous-time random walks (CTRWs) with drift and position-dependent jumps provide a general framework for describing a wide range of natural and engineered systems. We analyze the stochastic differential equation associated with this…
The Fokker-Planck equation is a partial differential equation that describes the evolution of a probability distribution over time. It is used to model a wide range of physical and biological phenomena, such as diffusion, chemical…
Functionals of particles' paths have diverse applications in physics, mathematics, hydrology, economics, and other fields. Under the framework of continuous time random walk (CTRW), the governing equations for the probability density…