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Fractional Fokker-Planck equation plays an important role in describing anomalous dynamics. To the best of our knowledge, the existing discussions mainly focus on this kind of equation involving one diffusion operator. In this paper, we…

Numerical Analysis · Mathematics 2021-09-08 Jing Sun , Weihua Deng , Daxin Nie

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…

Statistical Mechanics · Physics 2010-03-17 Lior Turgeman , Shai Carmi , Eli Barkai

Anomalous diffusion constitutes a relation between tracer flux and tracer density gradient that is inherently nonlocal in space and/or time. Previous studies emphasize the non-Gaussian character of the tracer distribution that arises from…

Statistical Mechanics · Physics 2014-12-31 Bjorn Vermeersch , Ali Shakouri

Diffusion, a ubiquitous phenomenon in nature, is a consequence of particle number conservation and locality, in systems with sufficient damping. In this paper we consider diffusive processes in the bulk of Weyl semimetals, which are exotic…

Mesoscale and Nanoscale Physics · Physics 2014-02-05 Rudro R. Biswas , Shinsei Ryu

In many-particle diffusions, particles that move the furthest and fastest can play an outsized role in physical phenomena. A theoretical understanding of the behavior of such extreme particles is nascent. A classical model, in the spirit of…

Statistical Mechanics · Physics 2024-11-22 Jacob B. Hass , Aileen N. Carroll-Godfrey , Eric I. Corwin , Ivan Z. Corwin

The foundations of the fractional diffusion equation are investigated based on coupled and decoupled continuous time random walks (CTRW). For this aim we find an exact solution of the decoupled CTRW, in terms of an infinite sum of stable…

Statistical Mechanics · Physics 2009-11-07 Eli Barkai

We investigate the ensemble and time averaged mean squared displacements for particle diffusion in a simple model for disordered media by assuming that the local diffusivity is both fluctuating in time and has a deterministic average growth…

Statistical Mechanics · Physics 2016-10-05 A. G. Cherstvy , R. Metzler

We discuss transport equations resulting from relativistic diffusions in the proper time. We show that a solution of the transport equation can be obtained from the solution of the diffusion equation by means of an integration over the…

High Energy Physics - Theory · Physics 2009-11-19 Z. Haba

Transport events in turbulent tokamak plasmas often exhibit non-local or non-diffusive action at a distance features that so far have eluded a conclusive theoretical description. In this paper a theory of non-local transport is investigated…

Plasma Physics · Physics 2015-05-27 S. Moradi , J. Anderson , B. Weyssow

A relativistic bounce-averaged quasilinear diffusion equation is derived to describe stochastic particle transport associated with arbitrary-frequency electromagnetic fluctuations in a nonuniform magnetized plasma. Expressions for the…

Space Physics · Physics 2009-11-10 Alain J. Brizard , Anthony A. Chan

Diffusion theory establishes a fundamental connection between stochastic differential equations and partial differential equations. The solution of a partial differential equation known as the Fokker-Planck equation describes the…

Probability · Mathematics 2025-10-24 Carlos Escudero , Helder Rojas

This is a review of statistical inference methodology for stochastic differential equations driven by fractional Brownian motion, otherwise called fractional diffusions. The first section reviews the theory needed to rigorously define them.…

Probability · Mathematics 2026-04-07 Pablo Ramses Alonso-Martin , Horatio Boedihardjo , Anastasia Papavasiliou

One key issue in the probability density function (PDF) approach for disperse two-phase turbulent flows is to close the diffusion term in the phase space. This study aimed to derive a kinetic equation for particle dispersion in turbulent…

Statistical Mechanics · Physics 2020-07-15 De-yu Zhong , Guang-qian Wang , Tie-jian Li , Ming-xi Zhang , You Xia

We consider the limit of a linear kinetic equation, with reflection-transmission-absorption at an interface, with a degenerate scattering kernel. The equation arise from a microscopic chain of oscillators in contact with a heat bath. In the…

Probability · Mathematics 2019-05-28 Tomasz Komorowski , Stefano Olla , Lenya Ryzhik

From Liouville's equation, a phase-space multi-scale transport equation is systematically derived. The proposed phase-space multi-scale transport equation based on the first principle indicates that the nonlinear stochastic transport is due…

Plasma Physics · Physics 2014-01-14 Shaojie Wang

Reaction-diffusion equations are widely used as the governing evolution equations for modeling many physical, chemical, and biological processes. Here we derive reaction-diffusion equations to model transport with reactions on a…

Statistical Mechanics · Physics 2020-09-16 E. Abad , C. N. Angstmann , B. I. Henry , A. V. McGann , F. Le Vot , S. B. Yuste

A non--linear diffusion equation is derived by taking into account hopping rates depending on the occupation of next neighbouring sites. There appears additonal repulsive and attractive forces leading to a changed local mobiltiy. The…

Statistical Mechanics · Physics 2009-10-31 S. Artz , M. Schulz , S. Trimper

In this paper the author presents the results of the preliminary investigation of fractional dynamical systems based on the results of numerical simulations of fractional maps. Fractional maps are equivalent to fractional differential…

Chaotic Dynamics · Physics 2018-07-06 Mark Edelman

We study anomalous transport arising in disordered one-dimensional spin chains, specifically focusing on the subdiffusive transport typically found in a phase preceding the many-body localization transition. Different types of transport can…

Disordered Systems and Neural Networks · Physics 2020-03-09 Maximilian Schulz , Scott R. Taylor , Antonello Scardicchio , Marko Žnidarič

Aggregation-diffusion equations are foundational tools for modelling biological aggregations. Their principal use is to link the collective movement mechanisms of organisms to their emergent space use patterns in a concrete mathematical…

Populations and Evolution · Quantitative Biology 2025-04-16 Jonathan R. Potts