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Fractional calculus allows one to generalize the linear, one-dimensional, diffusion equation by replacing either the first time derivative or the second space derivative by a derivative of fractional order. The fundamental solutions of…

Statistical Mechanics · Physics 2007-05-23 Francesco Mainardi , Paolo Paradisi , Rudolf Gorenflo

The translocation dynamics of a polymer chain through a nanopore in the absence of an external driving force is analyzed by means of scaling arguments, fractional calculus, and computer simulations. The problem at hand is mapped on a one…

Soft Condensed Matter · Physics 2007-07-29 J. L. A. Dubbeldam , A. Milchev , V. G. Rostiashvili , T. A. Vilgis

Diffusive transport of a particle in spatially correlated random energy landscape having exponential density of states has been considered. We exactly calculate the diffusivity in the nondispersive quasi-equilibrium transport regime and…

Disordered Systems and Neural Networks · Physics 2018-02-14 S. V. Novikov

Diffusion in inhomogeneous materials can be described by both the Fick and Fokker--Planck diffusion equations. Here, we study a mixed Fick and Fokker-Planck diffusion problem with coefficients rapidly oscillating both in space and time. We…

Analysis of PDEs · Mathematics 2020-03-17 Micol Amar , Daniele Andreucci , Emilio N. M. Cirillo

The random propagation of molecules in a fluid medium is characterized by the spontaneous diffusion law as well as the interaction between the environment and molecules. In this paper, we embody the anomalous diffusion theory for modeling…

Information Theory · Computer Science 2019-11-05 Dung Phuong Trinh , Youngmin Jeong , Hyundong Shin , Moe Z. Win

Strong frequency dependence is unlikely in diffusive or over-damped systems. When exceptions do occur, such as in the case of stochastic resonance, it signals an interesting underlying phenomenon. We find that such a case appears in the…

Statistical Mechanics · Physics 2015-12-11 Ayse Ferhan Yesil , M. Cemal Yalabik

Based on the canonical formalism, the dilatation symmetry is implemented to the Fokker-Planck equation for the Wigner distribution function that describes atomic motion in an optical lattice. This reveals the symmetry principle underlying…

Statistical Mechanics · Physics 2016-08-31 Sumiyoshi Abe

We study the stochastic dynamics of a particle with two distinct motility states. Each one is characterized by two parameters: one represents the average speed and the other represents the persistence quantifying the tendency to maintain…

Statistical Mechanics · Physics 2021-07-16 M. Reza Shaebani , Heiko Rieger

We investigate the effects of relatively rapid variations of the boundaries of an overmoded cavity on the stochastic properties of its interior acoustic or electromagnetic field. For quasi-static variations, this field can be represented as…

Classical Physics · Physics 2009-11-13 L. R. Arnaut

Starting from a Langevin description of active particles that move with constant speed in infinite two-dimensional space and its corresponding Fokker-Planck equation, we develop a systematic method that allows us to obtain the…

Statistical Mechanics · Physics 2014-05-06 Francisco J. Sevilla , Luis A. Gomez Nava

We develop a Fokker-Planck approach to describe the dynamics of staggered magnetization and thermal fluctuations in a two-dimensional antiferromagnetic system with uniaxial anisotropy. Beginning with a classical model for the…

Mesoscale and Nanoscale Physics · Physics 2026-03-11 E. Martello , G. A. Falci , E. Paladino , F. M. D. Pellegrino

The Fokker-Planck equation is considered, which is connected to the birth and death process with immigration by the Poisson transform. The fractional derivative in time variable is introduced into the Fokker-Planck equation. From its…

High Energy Physics - Phenomenology · Physics 2009-10-31 N. Suzuki , M. Biyajima

Diffusion in nonhomogeneous media is described by a dynamical process driven by a general Levy noise and subordinated to a random time; the subordinator depends on the position. This problem is approximated by a multiplicative process…

Statistical Mechanics · Physics 2015-06-18 Tomasz Srokowski

A possible way to calculate particle spectra as a function of position in pulsar wind nebulae is to solve a Fokker-Planck transport equation. This paper presents numerical solutions to the transport equation with the processes of…

High Energy Astrophysical Phenomena · Physics 2013-09-24 M. J. Vorster , H. Moraal

In inhomogeneous environments, the correct expression of the diffusive flux is often not given by the Fick's law $\Gamma = - D \nabla n $. The most general hydrodynamic equation modelling diffusion is indeed the Fokker-Planck Equation…

Plasma Physics · Physics 2009-03-18 F. Sattin

Anomalous diffusion is an established phenomenon but still a theoretical challenge in non-equilibrium statistical mechanics. Physical models are built incrementally, and the most recent and most general family is based on the fractional…

Probability · Mathematics 2025-07-23 Christian Bender , Yana A. Butko , Mirko D'Ovidio , Gianni Pagnini

We consider the one-dimensional diffusion of a particle on a semi-infinite line and in a piecewise linear random potential. We first present a new formalism which yields an analytical expression for the Green function of the Fokker-Planck…

Disordered Systems and Neural Networks · Physics 2015-06-25 Petr Chvosta , Noelle Pottier

This article studies a Fokker-Planck type equation of fractional diffusion with conservative drift $\partial$f/$\partial$t = $\Delta$^($\alpha$/2) f + div(Ef), where $\Delta$^($\alpha$/2) denotes the fractional Laplacian and E is a…

Analysis of PDEs · Mathematics 2020-01-22 Laurent Lafleche

We formulate a compounded random walk that is physically well defined on both finite and infinite domains, and samples space-dependent forces throughout jumps. The governing evolution equation for the walk limits to a space-fractional…

Statistical Mechanics · Physics 2025-11-25 Christopher N. Angstmann , Daniel S. Han , Bruce I. Henry , Boris Z. Huang , Zhuang Xu

We study spectral properties of the Fokker-Planck operator that describes particles diffusing in a quenched random velocity field. This random operator is non-Hermitian and has eigenvalues occupying a finite area in the complex plane. We…

Disordered Systems and Neural Networks · Physics 2011-08-05 J. T. Chalker , Z. Jane Wang
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