Related papers: Generalized time-fractional kinetic-type equations…
We present a general phase-space kinetic model for charged particle transport through combined localised and delocalised states, capable of describing scattering collisions, trapping, detrapping and losses. The model is described by a…
The Dirac-Frenkel variational principle is a widely used building block for using nonlinear parametrizations in the context of model reduction and numerically solving partial differential equations; however, it typically leads to…
Fractional differential equations model processes with memory effects, providing a realistic perspective on complex systems. We examine time-delayed differential equations, discussing first-order and fractional Caputo time-delayed…
We study a particular generalisation of the classical Kramers model describing Brownian particles in the external potential. The generalised model includes the stochastic force which is modelled as an additive random noise that depends upon…
A class of Laplace transforms is examined to show that particular cases of this class are associated with production-destruction and reaction-diffusion problems in physics, study of differences of independently distributed random variables…
Equations built on fractional derivatives prove to be a powerful tool in the description of complex systems when the effects of singularity, fractal supports, and long-range dependence play a role. In this paper, we advocate an application…
The various types of generalized Cattaneo, called also telegrapher's equation, are studied. We find conditions under which solutions of the equations considered so far can be recognized as probability distributions, \textit{i.e.} are…
This paper provides a probabilistic approach to solve linear equations involving Caputo and Riemann-Liouville type derivatives. Using the probabilistic interpretation of these operators as the generators of interrupted Feller processes, we…
In principle, the generalized master equation can be used to efficiently compute the macroscopic first passage time (FPT) distribution of a complex stochastic system from short-term microscopic simulation data. However, computing its…
A physical-mathematical approach to anomalous diffusion may be based on generalized diffusion equations (containing derivatives of fractional order in space or/and time) and related random walk models. The fundamental solution (for the…
We investigate the behavior of the time derivatives of the solution to a linear time-fractional, advection-diffusion-reaction equation, allowing space- and time-dependent coefficients as well as initial data that may have low regularity.…
A fast algorithm (linear in the degrees of freedom) for the solution of linear variable-coefficient rational-order fractional integral and differential equations is described. The approach is related to the ultraspherical method for…
Fractional generalized Langevin equation with external force is used to model single-file diffusion. It is found that for external force that varies with power law the solution for such a fractional Langevin equation gives the correct short…
In this paper we consider a generalized classical mechanics with fractional derivatives. The generalization is based on the time-clock randomization of momenta and coordinates taken from the conventional phase space. The fractional…
Generalized dimensions of multifractal measures are usually seen as static objects, related to the scaling properties of suitable partition functions, or moments of measures of cells. When these measures are invariant for the flow of a…
This paper studies high-dimensional curve time series with common stochastic trends. A dual functional factor model structure is adopted with a high-dimensional factor model for the observed curve time series and a low-dimensional factor…
We study diffusion processes in anomalous spacetimes regarded as models of quantum geometry. Several types of diffusion equation and their solutions are presented and the associated stochastic processes are identified. These results are…
An equation describing subdiffusion with possible immobilization of particles is derived by means of the continuous time random walk model. The equation contains a fractional time derivative of Riemann--Liouville type which is a…
We investigate a family of generalized Fokker-Planck equations that contains Richardson and porous media equations as members. Considering a confining drift term that is related to an effective potential, we show that each equation of this…
In our previous work, we defined a quantum algorithmic technique known as the Generalised Phase Kick-Back, or $GPK$, and analysed its applications in generalising some classical quantum problems, such as the Deutsch-Jozsa problem or the…