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We study the Schr\"odinger equation driven by a weak Brownian forcing, and derive Gaussian fluctuations in the form of a time-inhomogeneous Ornstein-Uhlenbeck process. As a result, when evaluated at a fixed frequency, the intensity of the…

Probability · Mathematics 2020-10-12 Yu Gu , Tomasz Komorowski

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

We apply the subordination principle to construct kinetic fractional statistical dynamics in the continuum in terms of solutions to Vlasov-type hierarchies. As a by-product we obtain the evolution of the density of particles in the…

Mathematical Physics · Physics 2016-10-19 Jose Luis da Silva , Anatoly N. Kochubei , Yuri Kondratiev

We consider a system of multiscale stochastic differential equations whose slow component is drivenby a fractional Brownian motion with Hurst parameter H greater than 1/2. Under ergodic assumptions ensuring the applicability of the…

Probability · Mathematics 2025-12-10 Xue-Mei Li , Colin Piernot , Szymon Sobczak , Kexing Ying

We prove unique continuation properties for solutions of evolution Schr\"odinger equation with time dependent potentials. In the case of the free solution these correspond to uncertainly principles referred to as being of Morgan type. As an…

Analysis of PDEs · Mathematics 2014-02-26 L. Escauriaza , C. E. Kenig , G. Ponce , L. Vega

Fractional, anomalous diffusion in space-periodic potentials is investigated. The analytical solution for the effective, fractional diffusion coefficient in an arbitrary periodic potential is obtained in closed form in terms of two…

Statistical Mechanics · Physics 2021-02-02 E. Heinsalu , M. Patriarca , I. Goychuk , P. Hanggi

Localization of relativistic particles have been of great research interests over many decades. We investigate the time evolution of the Gaussian wave packets governed by the one dimensional Dirac equation. For the free Dirac equation, we…

Quantum Physics · Physics 2016-05-09 Atis Yosprakob , Sujin Suwanna

The time fractional diffusion equation is obtained from the standard diffusion equation by replacing the first-order time derivative with a fractional derivative of order $\beta \in (0,1)$. The fundamental solution for the Cauchy problem is…

Mathematical Physics · Physics 2008-05-27 Francesco Mainardi , Gianni Pagnini , Rudolf Gorenflo

This article studies typical dynamics and fluctuations for a slow-fast dynamical system perturbed by a small fractional Brownian noise. Based on an ergodic theorem with explicit rates of convergence, which may be of independent interest, we…

Probability · Mathematics 2020-08-20 Solesne Bourguin , Siragan Gailus , Konstantinos Spiliopoulos

We analyze the emergence of diffractive focusing in the transition from discrete to continuous space-time variables. Three types of dynamical equations are studied in a top-to-bottom approach, starting with the most general system. First we…

Quantum Physics · Physics 2014-11-27 E. Sadurní

We extend the classical Heisenberg uncertainty principle to a fractional $L^p$ setting by investigating a novel class of uncertainty inequalities derived from the fractional Schr\"odinger equation. In this work, we establish the existence…

Classical Analysis and ODEs · Mathematics 2025-04-24 S. Hashemi Sababe , Amir Baghban

Recent large deviation results have provided general lower bounds for the fluctuations of time-integrated currents in the steady state of stochastic systems. A corollary are so-called thermodynamic uncertainty relations connecting precision…

Statistical Mechanics · Physics 2017-03-29 Juan P. Garrahan

We examine the short and long-time behaviors of time-fractional diffusion equations with variable space-dependent order. More precisely, we describe the time-evolution of the solution to these equations as the time parameter goes either to…

Analysis of PDEs · Mathematics 2019-01-11 Yavar Kian , Diomba Sambou , Eric Soccorsi

Using a Fourier spectral method, we provide a detailed numerically investigation of dispersive Schr\"odinger type equations involving a fractional Laplacian. By an appropriate choice of the dispersive exponent, both mass and energy sub- and…

Analysis of PDEs · Mathematics 2015-06-19 C. Klein , C. Sparber , P. Markowich

In this note we consider generalized diffusion equations in which the diffusivity coefficient is not necessarily constant in time, but instead it solves a nonlinear fractional differential equation involving fractional Riemann-Liouville…

Probability · Mathematics 2022-09-21 Roberto Garra , Elena Issoglio , Giorgio S. Taverna

A subdiffusion problem in which the diffusion term is related to a stable stochastic process is introduced. Linear models of these systems have been studied in a general way, but non-linear models require a more specific analysis. The model…

Probability · Mathematics 2021-11-05 Soveny Solís , Vicente Vergara

We study the fractal uncertainty principle in the joint time-frequency representation, and we prove a version for the Short-Time Fourier transform with Gaussian window on the modulation spaces. This can equivalently be formulated in terms…

Functional Analysis · Mathematics 2022-04-08 Helge Knutsen

Employing a phase space which includes the (Riemann-Liouville) fractional derivative of curves evolving on real space, we develop a restricted variational principle for Lagrangian systems yielding the so-called restricted fractional…

Mathematical Physics · Physics 2018-03-01 Fernando Jiménez , Sina Ober-Blöbaum

Fractional kinetic equations employ non-integer calculus to model anomalous relaxation and diffusion in many systems. While this approach is well explored, it so far failed to describe an important class of transport in disordered systems.…

Statistical Mechanics · Physics 2021-01-04 Wanli Wang , Eli Barkai

We introduce a new variational characterization of Gaussian diffusion processes as minimum uncertainty states. We then define a variational method constrained by kinematics of diffusions and Schr\"{o}dinger dynamics to seek states of local…

High Energy Physics - Theory · Physics 2016-09-06 F. Illuminati , L. Viola