Related papers: Stretched non-local Pearson diffusions

We consider the Fisher-KPP equation with a non-local interaction term. We establish a condition on the interaction that allows for existence of non-constant periodic solutions, and prove uniform upper bounds for the solutions of the Cauchy…

In this paper, a modified nonlinear Schr\"{o}dinger equation with spatio-temporal dispersion is formulated in the senses of Caputo fractional derivative and conformable derivative. A new generalized double Laplace transform coupled with…

We consider a class of diffusion equations with the Caputo time-fractional derivative $\partial_t^\alpha u=L u$ subject to the homogeneous Dirichlet boundary conditions. Here, we consider a fractional order $0<\alpha < 1$ and a second-order…

Despite the growing interest in fractional generalizations of classical fluid dynamics equations, the fractional Rayleigh--Stokes problem has previously been studied almost exclusively using the Riemann--Liouville fractional derivative. To…

In the present Short Note an idea is proposed to explain the emergence and the observation of processes in complex media that are driven by fractional non-Markovian master equations. Particle trajectories are assumed to be solely Markovian…

The problem of diffusion in a time-dependent (and generally inhomogeneous) external field is considered on the basis of a generalized master equation with two times, introduced in [1,2]. We consider the case of the quasi Fokker-Planck…

We provide an explicit rigorous derivation of a diffusion limit - a stochastic differential equation with additive noise - from a deterministic skew-product flow. This flow is assumed to exhibit time-scale separation and has the form of a…

Anomalous dynamics characterized by non-Gaussian probability distributions (PDFs) and/or temporal long-range correlations can cause subtle modifications of conventional fluctuation relations. As prototypes we study three variants of a…

In this work, we study an inverse problem of recovering a space-time dependent diffusion coefficient in the subdiffusion model from the distributed observation, where the mathematical model involves a Djrbashian-Caputo fractional derivative…

The~numerical solutions to a non-linear Fractional Fokker--Planck (FFP) equation are studied estimating the generalized diffusion coefficients. The~aim is to model anomalous diffusion using an FFP description with fractional velocity…

Recently it was observed that the probability distribution of the price return in S\&P500 can be modeled by $q$-Gaussian distributions, where various phases (weak, strong super diffusion and normal diffusion) are separated by different…

We study the nonlocal Stefan problem, where the phase transition is described by a nonlocal diffusion as well as the change of enthalpy functions. By using a stochastic optimization approach introduced for the local case, we construct…

We propose a Deep-Picard iteration framework for high-dimensional nonlinear space-time fractional diffusion equations.The method is based on a nonlinear fractional Feynman--Kac fixed-point formulation, which replaces direct discretization…

In this paper we study the {\it pathwise stochastic Taylor expansion}, in the sense of our previous work \cite{Buckdahn_Ma_02}, for a class of It\^o-type random fields in which the diffusion part is allowed to contain both the random field…

In this paper we study generalized time-fractional diffusion equations on the Poincar\`e half plane $\mathbb{H}_2^+$. The time-fractional operators here considered are fractional derivatives of a function with respect to another function,…

We investigate the existence, uniqueness, and $L^1$-contractivity of weak solutions to a porous medium equation with fractional diffusion on an evolving hypersurface. To settle the existence, we reformulate the equation as a local problem…

In this paper, we consider Caputo type fractional stochastic time-delay system with permutable matrices. We derive stochastic analogue of variation of constants formula via a newly defined delayed Mittag-Leffer type matrix function. Thus,…

In this paper, we focus on a space-time fractional diffusion equation with the generalized Caputo's fractional derivative operator and a general space nonlocal operator (with the fractional Laplace operator as a special case). A weak…

We present a numerical method for the Monte Carlo simulation of uncoupled continuous-time random walks with a Levy alpha-stable distribution of jumps in space and a Mittag-Leffler distribution of waiting times, and apply it to the…

In this note we analyse the propagation of a small density perturbation in a one-dimensional compressible fluid by means of fractional calculus modelling, replacing thus the ordinary time derivative with the Caputo fractional derivative in…