Related papers: Fractional Fokker-Planck equation from non-singula…
We explore the diffusion process in the non-Markovian spatio-temporal noise.%the escape rate problem in the non-Markovian spatio-temporal random noise. There is a non-trivial short memory regime, i.e., the Markovian limit characterized by a…
Some fractional and anomalous diffusions are driven by equations involving fractional derivatives in both time and space. Such diffusions are processes with randomly varying times. In representing the solutions to those diffusions, the…
We study a space-fractional diffusion problem, where the non-local diffusion flux involves the Caputo derivative of the diffusing quantity. We prove the unique existence of regular solutions to this problem by means of the semigroup theory.…
In this paper, we investigate the solutions for a generalized fractional diffusion equation that extends some known diffusion equations by taking a spatial time-dependent diffusion coefficient and an external force into account, which…
This work is aimed at the derivation of reliable and efficient a posteriori error estimates for convection-dominated diffusion problems motivated by a linear Fokker-Planck problem appearing in computational neuroscience. We obtain…
We derive backward and forward fractional Schr\"odinger type of equations for the distribution of functionals of the path of a particle undergoing anomalous diffusion. Fractional substantial derivatives introduced by Friedrich and…
Fractional calculus is an effective tool in incorporating the effects of non-locality and memory into physical models. In this regard, successful applications exist rang- ing from signal processing to anomalous diffusion and quantum…
In this paper we give a concrete application of the spectral theory based on the notion of $S$-spectrum to fractional diffusion process. Precisely, we consider the Fourier law for the propagation of the heat in non homogeneous materials,…
A fractional time derivative is introduced into the Burger's equation to model losses of nonlinear waves. This term amounts to a time convolution product, which greatly penalizes the numerical modeling. A diffusive representation of the…
We study the existence of global weak solutions of a nonlinear transport-diffusion equation with a fractional derivative in the time variable and under some extra hypotheses, we also study some regularity properties for this type of…
In this paper we focus on strong solutions of some heat-like problems with a non-local derivative in time induced by a Bernstein function and an elliptic operator given by the generator or the Fokker-Planck operator of a Pearson diffusion.…
A Fokker Planck equation on fractal curves is obtained, starting from Chapmann-Kolmogorov equation on fractal curves. This is done using the recently developed calculus on fractals, which allows one to write differential equations on…
We find for the first time the asymptotic representation of the solution to the space dependent variable order fractional diffusion and Fokker-Planck equations. We identify a new advection term that causes ultra-slow spatial aggregation of…
In the current work we build a difference analog of the Caputo fractional derivative with generalized memory kernel ($_\lambda$L2-1$_\sigma$ formula). The fundamental features of this difference operator are studied and on its ground some…
We present a new method to derive kinetic equations for systems undergoing non-linear transport in the presence of memory effects. In the framework of mesoscopic nonequilibrium thermodynamics, we derive a generalized Fokker-Planck equation…
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…
In this paper we introduce and analyze a class of diffusion type equations related to certain non-Markovian stochastic processes. We start from the forward drift equation which is made non-local in time by the introduction of a suitable…
Traditionally, the quantum Brownian motion is described by Fokker-Planck or diffusion equations in terms of quasi-probability distribution functions, e.g., Wigner functions. These often become singular or negative in the full quantum…
Fractional nonlinear differential equations present an interplay between two common and important effective descriptions used to simplify high dimensional or more complicated theories: nonlinearity and fractional derivatives. These…
We show that the general two-variable Langevin equations with inhomogeneous noise and friction can generate many different forms of power-law distributions. By solving the corresponding stationary Fokker-Planck equation, we can obtain a…