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The Fokker-Planck equation for the probability $f(r,t)$ to find a random walker at position $r$ at time $t$ is derived for the case that the the probability to make jumps depends nonlinearly on $f(r,t)$. The result is a generalized form of…

Statistical Mechanics · Physics 2008-08-20 James F. Lutsko , Jean Pierre Boon

Albeit the past intensive research, the governing equation of anomalous diffusion which is observed for the transport of particles underground is still an open problem. In this paper, as a governing equation, the advection-diffusion…

Analysis of PDEs · Mathematics 2025-05-27 Manabu Machida

Recently, in the paper: T. Koszto{\l}owicz and A. Dutkiewicz, Phys. Rev. E \textbf{104}, 014118 (2021) the $g$--subdiffusion equation with fractional Caputo time derivative with respect to another function $g$ has been considered. This…

Statistical Mechanics · Physics 2021-10-20 Tadeusz Kosztołowicz , Aldona Dutkiewicz

A distributed order fractional diffusion equation is considered. Distributed order derivatives are fractional derivatives that have been integrated over the order of the derivative within a given range. In this paper sub-diffusive cases are…

Mathematical Physics · Physics 2007-05-23 Mark Naber

Mathematically modelling diffusive and advective transport of particles in heterogeneous layered media is important to many applications in computational, biological and medical physics. While deterministic continuum models of such…

Computational Physics · Physics 2024-09-16 Elliot J. Carr

The uncoupled Continuous Time Random Walk (CTRW) in one space-dimension and under power law regime is splitted into three distinct random walks: (rw_1), a random walk along the line of natural time, happening in operational time; (rw_2), a…

Probability · Mathematics 2011-04-21 Rudolf Gorenflo , Francesco Mainardi

We consider many-particle diffusion in one spatial dimension modeled as Random Walks in a Random Environment (RWRE). A shared short-range space-time random environment determines the jump distributions that drive the motion of the…

Statistical Mechanics · Physics 2024-06-26 Jacob Hass , Hindy Drillick , Ivan Corwin , Eric Corwin

Representations based on random walks can exploit discrete data distributions for clustering and classification. We extend such representations from discrete to continuous distributions. Transition probabilities are now calculated using a…

Machine Learning · Computer Science 2012-12-12 Chen-Hsiang Yeang , Martin Szummer

Continuous-time random walks are generalisations of random walks frequently used to account for the consistent observations that many molecules in living cells undergo anomalous diffusion, i.e. subdiffusion. Here, we describe the…

Analysis of PDEs · Mathematics 2015-03-31 Hugues Berry , Thomas Lepoutre , Álvaro Mateos González

Subordinating a random walk to a renewal process yields a continuous time random walk (CTRW) model for diffusion, including the possibility of anomalous diffusion. Transition densities of scaling limits of power law CTRWs have been shown to…

Probability · Mathematics 2010-05-14 Peter Straka , Bruce Ian Henry

In this work, we explore a time-fractional diffusion equation of order $\alpha \in (0,1)$ with a stochastic diffusivity parameter. We focus on efficient estimation of the expected values (considered as an infinite dimensional integral on…

Numerical Analysis · Mathematics 2024-09-04 Josef Dick , Hecong Gao , William McLean , Kassem Mustapha

Two models are first presented, of one-dimensional discrete-time quantum walk (DTQW) with temporal noise on the internal degree of freedom (i.e., the coin): (i) a model with both a coin-flip and a phase-flip channel, and (ii) a model with…

The diffusion system with time-fractional order derivative is of great importance mathematically due to the nonlocal property of the fractional order derivative, which can be applied to model the physical phenomena with memory effects. We…

Analysis of PDEs · Mathematics 2021-03-24 Mengmeng Zhang , Jijun Liu

In this work, we explore both the ordinary $q$-Gaussian distribution and a new one defined here, determining both their mean and variance, and we use them to construct solutions of the $q$-deformed diffusion differential equation. This…

Statistical Mechanics · Physics 2025-09-17 Won Sang Chung , L. M. Nieto , Soroush Zare , Hassan Hassanabadi

Continuous time random walks have random waiting times between particle jumps. We define the correlated continuous time random walks (CTRWs) that converge to fractional Pearson diffusions (fPDs). The jumps in these CTRWs are obtained from…

Probability · Mathematics 2017-08-24 Nikolai N. Leonenko , Ivan Papić , Alla Sikorskii , Nenad Šuvak

The motion of self-propelled particles is modeled as a persistent random walk. An analytical framework is developed that allows the derivation of exact expressions for the time evolution of arbitrary moments of the persistent walk's…

Soft Condensed Matter · Physics 2015-07-28 Zeinab Sadjadi , M. Reza Shaebani , Heiko Rieger , Ludger Santen

This paper is concerned with a new type of inverse obstacle problem governed by a variable-order time-fraction diffusion equation in a bounded domain. The unknown obstacle is a region where the space dependent variable-order of fractional…

Analysis of PDEs · Mathematics 2022-02-18 Masaru Ikehata , Yavar Kian

We present an analytical study of the time dependent diffusion coefficient in a dilute suspension of spheres with partially absorbing boundary condition. Following Kirkpatrick (J. Chem. Phys. 76, 4255) we obtain a perturbative expansion for…

Statistical Mechanics · Physics 2012-10-29 Jiang Qian , Pabitra N. Sen

Fractional calculus allows one to generalize the linear, one-dimensional, diffusion equation by replacing either the first time derivative or the second space derivative by a derivative of fractional order. The fundamental solutions of…

Statistical Mechanics · Physics 2007-05-23 Francesco Mainardi , Paolo Paradisi , Rudolf Gorenflo

The random walk process in a nonhomogeneous medium, characterised by a L\'evy stable distribution of jump length, is discussed. The width depends on a position: either before the jump or after that. In the latter case, the density slope is…

Statistical Mechanics · Physics 2017-03-29 Tomasz Srokowski
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