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The Fokker-Planck Equation, applied to transport processes in fusion plasmas, can model several anomalous features, including uphill transport, scaling of confinement time with system size, and convective propagation of externally induced…

Plasma Physics · Physics 2007-11-05 D. F. Escande , F. Sattin

This paper deals with the investigation of a closed form solution of a generalized fractional reaction-diffusion equation. The solution of the proposed problem is developed in a compact form in terms of the H-function by the application of…

Classical Analysis and ODEs · Mathematics 2009-11-11 R. K. Saxena , A. M. Mathai , H. J. Haubold

Functionals of Brownian/non-Brownian motions have diverse applications and attracted a lot of interest of scientists. This paper focuses on deriving the forward and backward fractional Feynman-Kac equations describing the distribution of…

Data Analysis, Statistics and Probability · Physics 2016-04-06 Xiaochao Wu , Weihua Deng , Eli Barkai

We study the well-posedness of a semilinear fractional diffusion equation and formulate an associated inverse problem. We determine fractional power type nonlinearities from the exterior partial measurements of the Dirichlet-to-Neumann map.…

Analysis of PDEs · Mathematics 2022-03-30 Li Li

We consider a generalization of classical results of Freidlin and Wentzell to the case of time dependent dissipative drifts. We show the convergence of diffusions with multiplicative noise in the zero limit of a diffusivity parameter to the…

Probability · Mathematics 2022-11-09 Luca Di Persio , Yuri Kondratiev , Viktorya Vardanyan

In the present review we survey the properties of a transcendental function of the Wright type, nowadays known as M-Wright function, entering as a probability density in a relevant class of self-similar stochastic processes that we…

Mathematical Physics · Physics 2010-04-20 Francesco Mainardi , Antonio Mura , Gianni Pagnini

We investigate front propagation in systems with diffusive and sub-diffusive behavior. The scaling behavior of moments of the diffusive problem, both in the standard and in the anomalous cases, is not enough to determine the features of the…

Statistical Mechanics · Physics 2016-09-06 Maurizio Serva , Davide Vergni , Angelo Vulpiani

In this paper, the one-dimensional time-fractional diffusion-wave equation with the fractional derivative of order $1 \le \alpha \le 2$ is revisited. This equation interpolates between the diffusion and the wave equations that behave quite…

Mathematical Physics · Physics 2016-01-14 Yuri Luchko , Francesco Mainardi , Yuriy Povstenko

This paper is devoted to diffusion limits of linear Boltzmann equations. When the equilibrium distribution function is Maxwellian distribution, it is well known that for an appropriate time scale, the small mean free path limit gives rise…

Analysis of PDEs · Mathematics 2014-01-15 Antoine Mellet , Stéphane Mischler , Clément Mouhot

This paper deals with the distributed order time-fractional diffusion equations with non-homogeneous Dirichlet (Nuemann) boundary condition. We first prove the wellposedness of the weak solution to the initial boundary value problem for the…

Analysis of PDEs · Mathematics 2018-08-13 Zhiyuan Li , Kenichi Fujishiro , Gongsheng Li

This paper deals with the investigation of the computational solutions of an unified fractional reaction-diffusion equation, which is obtained from the standard diffusion equation by replacing the time derivative of first order by the…

Mathematical Physics · Physics 2014-09-11 R. K. Saxena , A. M. Mathai , H. J. Haubold

A mean-field-type limit from stochastic moderately interacting many-particle systems with singular Riesz potential is performed, leading to nonlocal porous-medium equations in the whole space. The nonlocality is given by the inverse of a…

Analysis of PDEs · Mathematics 2021-09-20 Li Chen , Alexandra Holzinger , Ansgar Jüngel , Nicola Zamponi

We introduce a fractional Fokker-Planck equation with a temporal power-law dependence on the drift force fields. For this case, the moments of the tracer from the force-force correlation in terms of the time-dependent drift force fields are…

Statistical Mechanics · Physics 2007-05-23 Kyungsik Kim , Y. S. Kong

Diffusion in nonhomogeneous media is described by a dynamical process driven by a general Levy noise and subordinated to a random time; the subordinator depends on the position. This problem is approximated by a multiplicative process…

Statistical Mechanics · Physics 2015-06-18 Tomasz Srokowski

We consider the radiative transport equation in which the time derivative is replaced by the Caputo derivative. Such fractional-order derivatives are related to anomalous transport and anomalous diffusion. In this paper we describe how the…

Mathematical Physics · Physics 2017-03-08 Manabu Machida

In this paper, we consider a diffusion equation with fractional-time derivative with nonsingular Mittag-Leffler kernel in Hilbert spaces. Existence and uniqueness of solution are proved by means of a spectral argument. The existence of…

Analysis of PDEs · Mathematics 2017-11-27 J. D. Djida , G. M. Mophou , I. Area

We introduce mesoscopic and macroscopic model equations of chemotaxis with anomalous subdiffusion for modelling chemically directed transport of biological organisms in changing chemical environments with diffusion hindered by traps or…

Dynamical Systems · Mathematics 2012-12-03 T. A. M. Langlands , B. I. Henry

Convection-diffusion equations provide the basis for describing heat and mass transfer phenomena as well as processes of continuum mechanics. To handle flows in porous media, the fundamental issue is to model correctly the convective…

Numerical Analysis · Computer Science 2012-08-29 A. Churbanov , P. Vabishchevich

The time-fractional Fokker-Planck equation is a key model for characterizing anomalous diffusion, stochastic transport, and non-equilibrium statistical mechanics with applications in finance, chaotic dynamics, optical physics, and…

Numerical Analysis · Mathematics 2026-01-28 Neetu Garg , Varsha R

The problem of a spatially discontinuous diffusion coefficient ($D(\boldsymbol x)$) is one that may be encountered in hydrogeologic systems due to natural geological features or as a consequence of numerical discretization of flow…

Computational Physics · Physics 2020-07-03 Michael J. Schmidt , Nicholas B. Engdahl , Stephen D. Pankavich , Diogo Bolster