Related papers: Generalized time-fractional kinetic-type equations…
The fundamental solution of the fractional diffusion equation of distributed order in time (usually adopted for modelling sub-diffusion processes) is obtained based on its Mellin-Barnes integral representation. Such solution is proved to be…
We report on generic relations between fractional flow and pressure in steady two-phase flow in porous media. The main result is a differential equation for fractional flow as a function of phase saturation. We infer this result from two…
In this paper we study the solutions of different forms of fractional equations on the unit sphere $\mathbb{S}_{1}^{2}$ $\subset \mathbb{R}^{3}$ possessing the structure of time-dependent random fields. We study the correlation functions of…
We introduce an approach for analyzing the responses of dynamical systems to external perturbations that combines score-based generative modeling with the Generalized Fluctuation-Dissipation Theorem (GFDT). The methodology enables accurate…
We introduce the Random Quadratic Form (RQF): a stochastic differential equation which formally corresponds to the gradient flow of a random quadratic functional on a sphere. While the one-point dynamics of the system is a Brownian motion…
We review the recent generalized fractional calculus of variations. We consider variational problems containing generalized fractional integrals and derivatives and study them using indirect methods. In particular, we provide necessary…
In this paper, we introduce a new classical fractional particle model incorporating fractional first derivatives. This model represents a natural extension of the standard classical particle with kinetic energy being quadratic in fractional…
In a general class of one dimensional random differential equation the convergence of the distribution function of the solution to stationary state distribution is studied. In particular it is proved the boundedness respectively the…
We propose an extension of the cable equation by introducing a Caputo time fractional derivative. The fundamental solutions of the most common boundary problems are derived analitically via Laplace Transform, and result be written in terms…
We define a time-changed fractional Ornstein-Uhlenbeck process by composing a fractional Ornstein-Uhlenbeck process with the inverse of a subordinator. Properties of the moments of such process are investigated and the existence of the…
In this paper we present a rather general phenomenological theory of tick-by-tick dynamics in financial markets. Many well-known aspects, such as the L\'evy scaling form, follow as particular cases of the theory. The theory fully takes into…
The paper discusses the solution of a simple kinetic equation of the type used for the computation of the change of the chemical composition in stars like the Sun. Starting from the standard form of the kinetic equation it is generalized to…
A generalized Fokker-Planck equation is derived to describe particle kinetics in specific situations when the probability transition function (PTF) has a long tail in momentum space. The equation is valid for an arbitrary value of the…
In this paper, a multi-dimensional fractional wave equation that describes propagation of the damped waves is introduced and analyzed. In contrast to the fractional diffusion-wave equation, the fractional wave equation contains fractional…
We obtain the existence, uniqueness and regularity results for solutions to kinetic Fokker-Planck equations with bounded measurable coefficients in the presence of boundary conditions, including the inflow, diffuse reflection and specular…
Approximate solutions of the Gross-Pitaevskii (GP) equation, obtained upon neglection of the kinetic energy, are well known as Thomas-Fermi solutions. They are characterized by the compensation of the local potential by the collisional…
A generalization of the kinetic equation is proposed for explaining observed shapes of wind wave spectra. The approach allows to fix a critical uncertainty in modeling wind wave spectra using a condition of equilibrium of nonlinear transfer…
A new approach to quantum Markov processes is developed and the corresponding Fokker-Planck equation is derived. The latter is examined to reproduce known results from classical and quantum physics. It was also applied to the phase-space…
We study a deterministic method for particle transport in tissue in selected medical applications. Generalized Fokker-Planck (GFP) theory has been developed to improve the Fokker-Planck (FP) equation in cases where scattering is…
This paper establishes Fokker-Planck-Kolmogorov type equations for time-changed Gaussian processes. Examples include those equations for a time-changed fractional Brownian motion with time-dependent Hurst parameter and for a time-changed…