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We investigate fractional Brownian motion with a microscopic random-matrix model and introduce a fractional Langevin equation. We use the latter to study both sub- and superdiffusion of a free particle coupled to a fractal heat bath. We…

Statistical Mechanics · Physics 2009-11-07 E. Lutz

The motion of contaminant particles through complex environments such as fractured rocks or porous sediments is often characterized by anomalous diffusion: the spread of the transported quantity is found to grow sublinearly in time due to…

Statistical Mechanics · Physics 2009-11-13 M. Marseguerra , A. Zoia

Of primary interest in this paper is the numerical approximation of a time dependent fractional, in space, diffusion equation where the domain is assumed to be nonhomogeneous, having different axial diffusion coefficients. This work is…

Numerical Analysis · Mathematics 2026-05-12 T. Catoe , V. J. Ervin

This paper is devoted to an in deep investigation of the first fundamental solution to the linear multi-dimensional space-time-fractional diffusion-wave equation. This equation is obtained from the diffusion equation by replacing the first…

Analysis of PDEs · Mathematics 2021-03-12 Yuri Luchko

As we are aware, various types of methods have been proposed to approximate the Caputo fractional derivative numerically. A common challenge of the methods is the non-local property of the Caputo fractional derivative which leads to the…

Numerical Analysis · Mathematics 2023-09-11 Hassan Khosravian-Arab , Mehdi Dehghan

Time-fractional parabolic equations with a Caputo time derivative of order $\alpha\in(0,1)$ are discretised in time using collocation methods, which assume that the Caputo derivative of the computed solution is piecewise-polynomial. For…

Numerical Analysis · Mathematics 2026-02-23 Sebastian Franz , Natalia Kopteva

The self-similar asymptotics for solutions to the drift-diffusion equation with fractional dissipation, coupled to the Poisson equation, is analyzed in the whole space. It is shown that in the subcritical and supercritical cases, the…

Analysis of PDEs · Mathematics 2018-03-01 Franz Achleitner , Ansgar Jüngel , Masakazu Yamamoto

We investigate the solutions for a time dependent potential by considering two scenarios for the fractional Schr\"odinger equation. The first scenario analyzes the influence of the time dependent potential in the absence of the kinetic…

General Physics · Physics 2023-06-14 EC Gabrick , E Sayari , ASM de Castro , J Trobia , AM Batista , EK Lenzi

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

Mass transport problems are ubiquitous in diverse fields of physics and engineering. With the development of fractional calculus, many have taken to studying problems of fractional mass transport either through numerical simulations or…

Mathematical Physics · Physics 2025-06-18 Nathaniel G. Hermann , M. Shane Hutson

Fractional calculus, in allowing integrals and derivatives of any positive order (the term "fractional" kept only for historical reasons), can be considered a branch of mathematical physics which mainly deals with integro-differential…

Mathematical Physics · Physics 2012-02-02 Francesco Mainardi

Based on the non-Markov diffusion equation taking into account the spatial fractality and modeling for the generalized coefficient of particle diffusion…

Statistical Mechanics · Physics 2024-06-19 P. Kostrobij , M. Tokarchuk , B. Markovych , I. Ryzha

We review some applications of fractional calculus developed by the author (partly in collaboration with others) to treat some basic problems in continuum and statistical mechanics. The problems in continuum mechanics concern mathematical…

Statistical Mechanics · Physics 2012-01-05 Francesco Mainardi

We show that the anomalous diffusion equations with a fractional derivative in the Caputo or Riesz sense are strictly related to the special convolution properties of the L\'evy stable distributions which stem from the evolution properties…

Statistical Mechanics · Physics 2017-03-03 K. Górska , A. Horzela , K. A. Penson , G. Dattoli , G. H. E. Duchamp

In the present work, we investigate the potential of fractional derivatives to model atmospheric dispersion of pollutants. We propose simple fractional differential equation models for the steady state spatial distribution of concentration…

Atmospheric and Oceanic Physics · Physics 2017-02-22 A. G. O. Goulart , M. J. Lazo , J. M. S. Suarez , D. M. Moreira

This article deals with time-fractional diffusion equations with time-dependent singular source term. Whenever the order of the time-fractional derivative is either multi-term, distributed or space-dependent, we prove that the system admits…

Analysis of PDEs · Mathematics 2022-09-07 Yavar Kian , Eric Soccorsi

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 study the existence of global weak solutions of a nonlinear transport-diffusion equation with a fractional derivative in the time variable and under some extra hypotheses, we also study some regularity properties for this type of…

Analysis of PDEs · Mathematics 2022-03-25 Diego Chamorro , Miguel Yangari

We consider the general problem of the first passage distribution of particles whose displacements are subject to time delays. We show that this problem gives rise to a \emph{propagation-dispersion equation} which is obtained as the…

Statistical Mechanics · Physics 2009-11-10 Jean Pierre Boon , Patrick Grosfils , James F. Lutsko

This paper is devoted to hydrodynamic limits of linear kinetic equations when the thermodynamical equilibrium is described by a heavy-tail distribution function rather than a Maxwellian distribution. We show that the long time/small mean…

Analysis of PDEs · Mathematics 2009-10-09 Antoine Mellet