Related papers: Cattaneo--type subdiffusion equation
Starting from a continuous time random walk (CTRW) model of particles that may evanesce as they walk, our goal is to arrive at macroscopic integro-differential equations for the probability density for a particle to be found at point r at…
The physical relevance of the fractional time derivative in quantum mechanics is discussed. It is shown that the introduction of the fractional time Scr\"odinger equation (FTSE) in quantum mechanics by analogy with the fractional diffusion…
Based on the non-Markov diffusion equation taking into account the spatial fractality and modeling for the generalized coefficient of particle diffusion…
We introduce an inferential framework for a wide class of semi-linear stochastic differential equations (SDEs). Recent work has shown that numerical splitting schemes can preserve critical properties of such types of SDEs, give rise to…
The partial differential equation of Gaussian diffusion is generalized by using the time-fractional derivative of distributed order between 0 and 1, in both the Riemann-Liouville (R-L) and the Caputo (C) sense. For a general distribution of…
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…
We study the diffusion equation with an appropriate change of variables. This equation is in general a partial differential equation (PDE). With the self-similar and related Ansat\"atze we transform the PDE of diffusion to an ordinary…
Anomalous diffusions arise as scaling limits of continuous-time random walks (CTRWs) whose innovation times are distributed according to a power law. The impact of a non-exponential waiting time does not vanish with time and leads to…
We study slow-subdiffusion in comparison to subdiffusion. Both of the processes are treated as random walks and can be described within continuous time random walk formalism. However, the probability density of the waiting time of a random…
In this paper Gaussian models of retarded and accelerated anomalous diffusion are considered. Stochastic differential equations of fractional order driven by single or multiple fractional Gaussian noise terms are introduced to describe…
Diffusion models have emerged as a dominant framework for generative modeling, but their mathematical foundations are often presented separately through diffusion probabilistic models, score-based modeling, stochastic differential…
Consistency Models (CM) (Song et al., 2023) accelerate score-based diffusion model sampling at the cost of sample quality but lack a natural way to trade-off quality for speed. To address this limitation, we propose Consistency Trajectory…
Continuous time random walk (CTRW) subdiffusion along with the associated fractional Fokker-Planck equation (FFPE) is traditionally based on the premise of random clock with divergent mean period. This work considers an alternative CTRW and…
In this paper, we are interested in the study of a problem with fractional derivatives having boundary conditions of integral types. The problem represents a Caputo type advection-diffusion equation where the fractional order derivative…
The first part of this paper introduces sufficient conditions to determine conservation laws of diffusion equations of arbitrary fractional order in time. Numerical methods that satisfy a discrete analogue of these conditions have…
The diffusion equation and its time-fractional counterpart can be obtained via the diffusion limit of continuous-time random walks with exponential and heavy-tailed waiting time distributions. The space dependent variable-order…
A Cattaneo equation for a comb structure is considered. We present a rigorous analysis of the obtained fractional diffusion equation, and corresponding solutions for the probability distribution function are obtained in the form of the Fox…
A diffusion process for charge distributions in a phase space is examined. The corresponding charge moves in a force field and under an action of a random field. There are the diffusion motions for coordinates and for momenta. In our model,…
In recent years it was shown both theoretically and experimentally that in certain systems exhibiting anomalous diffusion the time and ensemble average mean squared displacement are remarkably different. The ensemble average diffusivity is…
In this paper, we consider a numerical method for the multi-term Caputo-Fabrizio time-fractional diffusion equations (with orders $\alpha_i\in(0,1)$, $i=1,2,\cdots,n$). The proposed method employs a fast finite difference scheme to…