English
Related papers

Related papers: Fractional diffusion in convex domains and reflect…

200 papers

In this paper we investigate deterministic diffusion in systems which are spatially extended in certain directions but are restricted in size and open in other directions, consequently particles can escape. We introduce besides the…

chao-dyn · Physics 2016-08-31 Z. Kaufmann , H. Lustfeld , A. Nemeth , P. Szepfalusy

We study the well-posedness of a nonlinear reaction diffusion partial differential equation system on the half-line coupled with a stochastic dynamical boundary condition, a random system arising from the description of the chemical…

Probability · Mathematics 2025-05-12 Mario Maurelli , Daniela Morale , Stefania Ugolini

This paper develops strong solutions and stochastic solutions for the tempered fractional diffusion equation on bounded domains. First the eigenvalue problem for tempered fractional derivatives is solved. Then a separation of variables, and…

Probability · Mathematics 2016-11-29 Erkan Nane , Mark M. Meerschaert , Palaniappan Vellaisamy

We analyse how simple local constraints in two dimensions lead a defect to exhibit robust, non-transient, and tunable, subdiffusion. We uncover a rich dynamical phenomenology realised in ice- and dimer-type models. On the microscopic scale…

Mesoscale and Nanoscale Physics · Physics 2025-04-02 Nilotpal Chakraborty , Markus Heyl , Roderich Moessner

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…

Numerical Analysis · Mathematics 2021-02-23 Saadoune Brahimi , Ahcene Merad , Adem Kilicman

In this paper we present stochastic foundations of fractional dynamics driven by fractional material derivative of distributed order-type. Before stating our main result we present the stochastic scenario which underlies the dynamics given…

Probability · Mathematics 2015-10-02 Marcin Magdziarz , Marek Teuerle

A fractional diffusion equation with advection term is rigorously derived from a kinetic transport model with a linear turning operator, featuring a fat-tailed equilibrium distribution and a small directional bias due to a given vector…

Analysis of PDEs · Mathematics 2015-10-19 Pedro Aceves-Sanchez , Christian Schmeiser

We consider a partial exclusion process evolving on $\mathbb Z^d$ in a random trapping environment. In dimension $d\ge 2$, we derive the fractional kinetics equation \begin{equation*}\frac{\partial^\beta\rho_t}{\partial t^\beta} = \Delta…

Probability · Mathematics 2024-11-04 Alberto Chiarini , Simone Floreani , Federico Sau

In this paper we examine boundary effects in a fractional chemotactic equation derived from a kinetic transport model describing cell movement in response to chemical gradients (chemotaxis). Specifically, we analyze reflecting boundary…

Analysis of PDEs · Mathematics 2025-06-05 Gissell Estrada-Rodriguez , Heiko Gimperlein

This paper establishes explicit solutions for fractional diffusion problems on bounded domains. It also gives stochastic solutions, in terms of Markov processes time-changed by an inverse stable subordinator whose index equals the order of…

Probability · Mathematics 2016-04-22 Boris Baeumer , Tomasz Luks , Mark M. Meerschaert

The long time behavior of an absorbed Markov process is well described by the limiting distribution of the process conditioned to not be killed when it is observed. Our aim is to give an approximation's method of this limit, when the…

Probability · Mathematics 2009-05-25 Denis Villemonais

We study a class of reflected McKean-Vlasov diffusions over a convex domain with self-stabilizing coefficients. This includes coefficients that do not satisfy the classical Wasserstein Lipschitz condition. Further, the process is…

Probability · Mathematics 2022-01-19 Daniel Adams , Gonçalo dos Reis , Romain Ravaille , William Salkeld , Julian Tugaut

Let $\mathcal{K}\subset R^d$, $d\ge2$, be a smooth, bounded domain satisfying $0\in\mathcal{K}$, and let $f(t),\ t\ge0$, be a smooth, continuous, nondecreasing function satisfying $f(0)>1$. Define $D_t=f(t)\mathcal{K}\subset R^d$. Consider…

Probability · Mathematics 2016-01-13 Ross G. Pinsky

Constrained diffusions in convex polyhedral domains with a general oblique reflection field, and with a diffusion coefficient scaled by a small parameter, are considered. Using an interior Dirichlet heat kernel lower bound estimate for…

Probability · Mathematics 2013-08-19 Amarjit Budhiraja , Zhen-Qing Chen

In this paper, we propose a novel numerical scheme for solving time-fractional reaction-diffusion problems with Robin boundary conditions, where the time derivative is in the Caputo sense of order $\alpha\in(0,1)$. The existence and…

Numerical Analysis · Mathematics 2025-09-23 Qian Luo , Aiguo Xiao , Xiaoqiang Yan , Jingmin Xia

In this paper, we study sharp two-sided heat kernel estimates for a large class of symmetric reflected diffusions with jumps on the closure of an inner uniform domain $D$ in a length metric space. The length metric is the intrinsic metric…

Probability · Mathematics 2021-03-08 Zhen-Qing Chen , Panki Kim , Takashi Kumagai , Jian Wang

Taking into account the asymptotic behavior of some Wright functions and the existence of bounds for the Mainardi and the Wright function $W(-x,\frac{\alpha}{2}, 1)$ in $\mathbb{R}^+$ , three different initial-boundary-value problems for…

Analysis of PDEs · Mathematics 2015-07-28 Demian Goos , Gabriela Reyero , Sabrina Roscani , Eduardo Santillan Marcus

This paper is devoted to the rigorous derivation of the macroscopic limit of a Vlasov-Fokker-Planck equation in which the Laplacian is replaced by a fractional Laplacian. The evolution of the density is governed by a fractional heat…

Analysis of PDEs · Mathematics 2016-06-28 Pedro Aceves-Sanchez , Ludovic Cesbron

The fractional Poisson process and the Wright process (as discretization of the stable subordinator) along with their diffusion limits play eminent roles in theory and simulation of fractional diffusion processes. Here we have analyzed…

Probability · Mathematics 2016-01-14 Rudolf Gorenflo , Francesco Mainardi

A Markov process fluctuating away from its typical behavior can be represented in the long-time limit by another Markov process, called the effective or driven process, having the same stationary states as the original process conditioned…

Statistical Mechanics · Physics 2023-03-30 Florian Angeletti , Hugo Touchette