Related papers: Space-Time Duality and High-Order Fractional Diffu…
Based on the superconvergent approximation at some point (depending on the fractional order $\alpha$, but not belonging to the mesh points) for Gr\"{u}nwald discretization to fractional derivative, we develop a series of high order…
We consider one-dimensional infinite chains of harmonic oscillators with stochastic perturbations and long-range interactions which have polynomial decay rate $|x|^{-\theta}, x \to \infty, \theta > 1$, where $x \in \mathbb{Z}$ is the…
We deal with some extensions of the space-fractional diffusion equation, which is satisfied by the density of a stable process (see Mainardi, Luchko, Pagnini (2001)): the first equation considered here is obtained by adding an exponential…
In this paper, we propose high order numerical methods to solve a 2D advection diffusion equation, in the highly oscillatory regime. We use an integrator strategy that allows the construction of arbitrary high-order schemes {leading} to an…
In this paper we present stochastic foundations of fractional dynamics driven by fractional material derivative of distributed order-type. Before stating our main result we present the stochastic scenario which underlies the dynamics given…
Heterogeneous diffusion with spatially changing diffusion coefficient arises in many experimental systems like protein dynamics in the cell cytoplasm, mobility of cajal bodies and confined hard-sphere fluids. Here, we showcase a simple…
This paper focuses on providing the high order algorithms for the space-time tempered fractional diffusion-wave equation. The designed schemes are unconditionally stable and have the global truncation error $\mathcal{O}(\tau^2+h^2)$, being…
The subdiffusion equation with a Caputo fractional derivative of order $\alpha\in(0,1)$ in time arises in a wide variety of practical applications, and it is often adopted to model anomalous subdiffusion processes in heterogeneous media.…
Statistical properties of the front of a semi-infinite system of single-file diffusion (one dimensional system where particles cannot pass each other, but in-between collisions each one independently follow diffusive motion) are…
A quantum-mechanical analysis of hyper-fast (faster than ballistic) diffusion of a quantum wave packet in random optical lattices is presented. The main motivation of the presented analysis is experimental demonstrations of hyper-diffusive…
We prove that any given function can be smoothly approximated by functions lying in the kernel of a linear operator involving at least one fractional component. The setting in which we work is very general, since it takes into account…
The stochastic solution to diffusion equations with polynomial coefficients is called a Pearson diffusion. If the time derivative is replaced by a distributed fractional derivative, the stochastic solution is called a fractional Pearson…
Sub-diffusion equations are used in a large range of applications including fluids, plasma physics and biology. Their mathematical analysis is advanced even if a much larger literature addresses super-diffusions. The goal of this paper is…
In physics, phenomena of diffusion and wave propagation have great relevance; these physical processes are governed in the simplest cases by partial differential equations of order 1 and 2 in time, respectively. By replacing the time…
This study unveils the time-space transforms underlying anomalous diffusion process. Based on this finding, we present the two hypotheses concerning the effect of fractal time-space fabric on physical behaviors and accordingly derive…
The solution of a Caputo time fractional diffusion equation of order $0<\alpha<1$ is expressed in terms of the solution of a corresponding integer order diffusion equation. We demonstrate a linear time mapping between these solutions that…
Numerical methods for fractional calculus attract increasing interests due to its wide applications in various fields such as physics, mechanics, etc. In this paper, we focus on constructing high-order algorithms for Riesz derivatives,…
In contrast with the diffusion equation which smoothens the initial data to $C^\infty$ for $t>0$ (away from the corners/edges of the domain), the subdiffusion equation only exhibits limited spatial regularity. As a result, one generally…
We begin with a treatment of the Caputo time-fractional diffusion equation, by using the Laplace transform, to obtain a Volterra intego-differential equation where we may examine the weakly singular nature of this convolution…
Power-law probability density function (PDF) plays a key role in both subdiffusion and L\'{e}vy flights. However, sometimes because of the finite of the lifespan of the particles or the boundedness of the physical space, tempered power-law…