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The non-Markovian continuous-time random walk model, featuring fat-tailed waiting times and narrow distributed displacements with a non-zero mean, is a well studied model for anomalous diffusion. Using an analytical approach, we recently…

Statistical Mechanics · Physics 2023-09-18 Wanli Wang , Eli Barkai

In the present article, we study the diffusion equations with fractional time derivatives. The aim of this paper is to investigate the best possible regularity for the initial value/boundary value problems with non-homogeneous Dirichlet…

Analysis of PDEs · Mathematics 2015-01-08 Kenichi Fujishiro

We study a model that intermediates among the wave, heat, and transport equations. The approach considers the propagation of initial disturbances in a one-dimensional medium that can vibrate. The medium is nonlinear in such a form that…

Mathematical Physics · Physics 2019-05-15 Fernando Olivar-Romero , Oscar Rosas-Ortiz

In this article, the continuous time random walk on the circle is studied. We derive the corresponding generalized master equation and discuss the effects of topology, especially important when Levy flights are allowed. Then, we work out…

Statistical Mechanics · Physics 2009-11-13 Ivan Calvo , B. A. Carreras , R. Sanchez , B. Ph. van Milligen

We generalize Tadmor's algebraic numerical flux condition for entropy-conservative discretizations of conservation laws to a broader class of secondary structures, i.e. possibly non-convex secondary quantities whose evolution can consist of…

Numerical Analysis · Mathematics 2026-03-17 Robin Klein , Benjamin Sanderse , Pedro Costa , Rene Pecnik , Ruud Henkes

We investigate coupled stochastic differential equations governing N non-negative continuous random variables that satisfy a conservation principle. In various fields a conservation law requires that a set of fluctuating variables be…

Probability · Mathematics 2014-03-06 J. Bakosi , J. R. Ristorcelli

A fractional diffusion equation based on Riemann-Liouville fractional derivatives is solved exactly. The initial values are given as fractional integrals. The solution is obtained in terms of $H$-functions. It differs from the known…

Statistical Mechanics · Physics 2007-05-23 R. Hilfer

In the present study, firstly, based on the continuous time random walk (CTRW) theory, general diffusion equations are derived. The time derivative is taken as the general Caputo-type derivative introduced by Kochubei and the spatial…

Analysis of PDEs · Mathematics 2022-02-28 Chung-Sik Sin , Hyong-Chol O , Sang-Mun Kim

The Reynolds transport theorem occupies a central place in fluid dynamics, providing a generalized integral conservation equation for the transport of any conserved quantity within a fluid, and connected to its corresponding differential…

Fluid Dynamics · Physics 2023-02-01 Robert K. Niven

We consider dynamical systems that are described by fractional power of coordinates and momenta. The fractional powers can be considered as a convenient way to describe systems in the fractional dimension space. For the usual space the…

Statistical Mechanics · Physics 2009-11-11 Vasily E. Tarasov

The fractional diffusion equation is derived from the master equation of continuous-time random walks (CTRWs) via a straightforward application of the Gnedenko-Kolmogorov limit theorem. The Cauchy problem for the fractional diffusion…

Disordered Systems and Neural Networks · Physics 2016-11-23 Enrico Scalas , Rudolf Gorenflo , Francesco Mainardi , Marco Raberto

Non-local equations of motion contain an infinite number of derivatives and commonly appear in a number of string theory models. We review how these equations can be rewritten in the form of a diffusion-like equation with non-linear…

Astrophysics · Physics 2014-11-18 N. J. Nunes , D. J. Mulryne

We present a finite element approach for diffusion problems with thermal fluctuations based on a fluctuating hydrodynamics model. The governing transport equations are stochastic partial differential equations with a fluctuating forcing…

Numerical Analysis · Mathematics 2024-03-21 P. Martínez-Lera , M. De Corato

In this paper we model pedestrian flows evacuating a narrow corridor through an exit by a one-dimensional hyperbolic conservation law with a non-local constraint. Existence and stability results for the Cauchy problem with Lipschitz…

Analysis of PDEs · Mathematics 2013-04-24 Boris Andreianov , Carlotta Donadello , Massimiliano D. Rosini

In this work, we consider boundary value problems involving Caputo and Riemann-Liouville fractional derivatives of order $\alpha\in(1,2)$ on the unit interval $(0,1)$. These fractional derivatives lead to non-symmetric boundary value…

Numerical Analysis · Mathematics 2013-07-19 Bangti Jin , Raytcho Lazarov , Joseph Pasciak

Macroscopic traffic flow is stochastic, but the physics-informed deep learning methods currently used in transportation literature embed deterministic PDEs and produce point-valued outputs; the stochasticity of the governing dynamics plays…

Systems and Control · Electrical Eng. & Systems 2026-03-11 Wuping Xin

This article is devoted to presenting an abstract theory on time-fractional gradient flows for nonconvex energy functionals in Hilbert spaces. Main results consist of local and global in time existence of (continuous) strong solutions to…

Analysis of PDEs · Mathematics 2025-01-15 Goro Akagi , Yoshihito Nakajima

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

There has been considerable recent study in "sub-diffusion" models that replace the standard parabolic equation model by a one with a fractional derivative in the time variable. There are many ways to look at this newer approach and one…

Analysis of PDEs · Mathematics 2019-04-08 William Rundell , Zhidong Zhang

Distributed order fractional Langevin-like equations are introduced and applied to describe anomalous diffusion without unique diffusion or scaling exponent. It is shown that these fractional Langevin equations of distributed order can be…

Statistical Mechanics · Physics 2012-01-16 C. H. Eab , S. C. Lim
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