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In this paper diffusion processes with changing modes are studied involving the variable order partial differential equations. We prove the existence and uniqueness theorem of a solution of the Cauchy problem for fractional variable order…

Mathematical Physics · Physics 2009-03-17 Sabir Umarov , Stanly Steinberg

The position $x(t)$ of a particle diffusing in a one-dimensional uncorrelated and time dependent random medium is simply Gaussian distributed in the typical direction, i.e. along the ray $x=v_0 t$, where $v_0$ is the average drift. However,…

Statistical Mechanics · Physics 2021-08-05 Guillaume Barraquand , Pierre Le Doussal

Aging is a prevalent phenomenon in physics, chemistry and many other fields. In this paper we consider the aging process of uncoupled Continuous Time Random Walk Limits (CTRWL) which are Levy processes time changed by the inverse stable…

Probability · Mathematics 2015-10-06 Ofer Busani

We study Fluctuation Relations (FRs) for dynamics that are anomalous, in the sense that the diffusive properties strongly deviate from the ones of standard Brownian motion. We first briefly review the concept of transient work FRs for…

Statistical Mechanics · Physics 2013-07-18 R. Klages , A. V. Chechkin , P. Dieterich

The basic conceptual picture and theoretical basis for development of transport equations in porous media are examined. The general form of the governing equations is derived for conservative chemical transport in heterogeneous geological…

Statistical Mechanics · Physics 2015-06-24 Brian Berkowitz , Joseph Klafter , Ralf Metzler , Harvey Scher

The Fokker-Planck Equation (FPE) is a fundamental tool for the investigation of kinematic aspects of a wide range of systems. For systems governed by the non-additive entropy $S_q$, the Plastino-Plastino Equation (PPE) is the correct…

High Energy Physics - Phenomenology · Physics 2023-09-13 Eugenio Megias , Airton Deppman , Roman Pasechnik , Constantino Tsallis

The problem of anomalous diffusion in momentum space is considered for plasma-like systems on the basis of a new collision integral, which is appropriate for consideration of the probability transition function (PTF) with long tails in…

Statistical Mechanics · Physics 2015-05-18 S. A. Trigger , W. Ebeling , G. J. F. van Heijst , P. P. J. M. Schram , I. M. Sokolov

We introduce and study a fractional version of the Skellam process of order $k$ by time-changing it with an independent inverse stable subordinator. We call it the fractional Skellam process of order $k$ (FSPoK). An integral representation…

Probability · Mathematics 2024-07-09 K. K. Kataria , M. Khandakar

Variable order space-fractional diffusion equation derived as an important model to describe complex anomalous diffusion phenomenon. In this article, well-posedness theory has been constructed for equations with the "Dirichlet" or the…

Analysis of PDEs · Mathematics 2016-11-08 Junxiong Jia , Jigen Peng

We develop the idea of non-Markovian CTRW (continuous time random walk) approximation to the evolution of interacting particle systems, which leads to a general class of fractional kinetic measure-valued evolutions with variable order. We…

Probability · Mathematics 2022-06-07 Vassili N. Kolokoltsov , Marianna S. Troeva

Solving high-dimensional Fokker-Planck (FP) equations is a challenge in computational physics and stochastic dynamics, due to the curse of dimensionality (CoD) and unbounded domains. Existing deep learning approaches, such as…

Computational Physics · Physics 2026-03-25 Xiaolong Wu , Qifeng Liao

The theory of diffusion seeks to describe the motion of particles in a chaotic environment. Classical theory models individual particles as independent random walkers, effectively forgetting that particles evolve together in the same…

Statistical Mechanics · Physics 2025-04-02 Jacob Hass , Hindy Drillick , Ivan Corwin , Eric Corwin

The motion of self-propelled particles is modeled as a persistent random walk. An analytical framework is developed that allows the derivation of exact expressions for the time evolution of arbitrary moments of the persistent walk's…

Soft Condensed Matter · Physics 2015-07-28 Zeinab Sadjadi , M. Reza Shaebani , Heiko Rieger , Ludger Santen

We present a Master Equation formulation based on a Markovian random walk model that exhibits sub-diffusion, classical diffusion and super-diffusion as a function of a single parameter. The non-classical diffusive behavior is generated by…

Statistical Mechanics · Physics 2013-09-19 James F. Lutsko , Jean Pierre Boon

Above two dimensions, diffusion of a particle in a medium with quenched random traps is believed to be well-described by the annealed continuous time random walk (CTRW). We propose an approximate expression for the first-passage-time (FPT)…

Statistical Mechanics · Physics 2017-12-05 Liang Luo , Lei-Han Tang

Continuous-time random walks (CTRW) play important role in understanding of a wide range of phenomena. However, most theoretical studies of these models concentrate only on stationary-state dynamics. We present a new theoretical approach,…

Statistical Mechanics · Physics 2015-05-14 Anatoly B. Kolomeisky

The relaxation to equilibrium in many systems which show strange kinetics is described by fractional Fokker-Planck equations (FFPEs). These can be considered as phenomenological equations of linear nonequilibrium theory. We show that the…

Statistical Mechanics · Physics 2009-11-07 I. M. Sokolov

This article reveals a specific category of solutions for the $1+1$ Variable Order (VO) nonlinear fractional Fokker-Planck equations. These solutions are formulated using VO $q$-Gaussian functions, granting them significant versatility in…

Statistical Mechanics · Physics 2023-09-11 Yaoyue Tang , Fatemeh Gharari , Karina Arias-Calluari , Fernando Alonso-Marroquin , M. N. Najafi

We develop a recursive method for perturbative solutions of the Fokker-Planck equation with nonlinear drift. The series expansion of the time-dependent probability density in terms of powers of the coupling constant is obtained by solving a…

Statistical Mechanics · Physics 2009-12-06 Jens Dreger , Axel Pelster , Bodo Hamprecht

Charge transport processes in disordered complex media are accompanied by anomalously slow relaxation for which usually a broad distribution of relaxation times is adopted. To account for those properties of the environment, a standard…

Statistical Mechanics · Physics 2009-11-10 Ewa Gudowska-Nowak , Kinga Bochenek , Agnieszka Jurlewicz , Karina Weron