Related papers: Subdiffusion equation with Cattaneo effect
Starting from a continuous time random walk (CTRW) model of particles that may evanesce as they walk, our goal is to arrive at macroscopic integro-differential equations for the probability density for a particle to be found at point r at…
In this paper, a fast synthetic iterative scheme is developed to accelerate convergence for the implicit DOM based on the stationary phonon BTE. The key innovative point of the present scheme is the introduction of the macroscopic synthetic…
The cable model is widely used in several fields of science to describe the propagation of signals. A relevant medical and biological example is the anomalous subdiffusion in spiny neuronal dendrites observed in several studies of the last…
This paper deals with the investigation of the solution of an unified fractional reaction-diffusion equation of distributed order associated with the Caputo derivatives as the time-derivative and Riesz-Feller fractional derivative as the…
We reveal the mechanism of subdiffusion which emerges in a straightforward, one dimensional classical nonequilibrium dynamics of a Brownian ratchet driven by both a time-periodic force and Gaussian white noise. In a tailored parameter set…
In this paper, we consider a numerical method for the multi-term Caputo-Fabrizio time-fractional diffusion equations (with orders $\alpha_i\in(0,1)$, $i=1,2,\cdots,n$). The proposed method employs a fast finite difference scheme to…
Based on the popular Caputo fractional derivative of order $\beta$ in $(0,1)$, we define the censored fractional derivative on the positive half-line $\mathbb R_+$. This derivative proves to be the Feller generator of the censored (or…
The advection-diffusion and wave equations are the fundamental equations governing any physical law and therefore arise in many areas of physics and astrophysics. For complex problems and geometries, only numerical simulations can give…
We propose a dynamic mean field model for `systemic risk' in large financial systems, which we derive from a system of interacting diffusions on the positive half-line with an absorbing boundary at the origin. These diffusions represent the…
In this work we consider the classical non-linear Boltzmann equation, where the unknown is the distribution function $f$, which depends on the time $t$, the vector $\mathbf{x}$ (the position of a molecule) and its velocity $\mathbf{\xi}$.…
Fractional partial differential equations (FDEs) are used to describe phenomena that involve a "non-local" or "long-range" interaction of some kind. Accurate and practical numerical approximation of their solutions is challenging due to the…
A discretization scheme is introduced for a set of convection-diffusion equations with a non-linear reaction term, where the convection velocity is constant for each reactant. This constancy allows a transformation to new spatial variables,…
A number of results for reactions involving subdiffusive species all with the same anomalous exponent gamma have recently appeared in the literature and can often be understood in terms of a subordination principle whereby time t in…
Traditionally, systems governed by linear Partial Differential Equations (PDEs) are spatially discretized to exploit their algebraic structure and reduce the computational effort for controlling them. Due to beneficial insights of the PDEs,…
Stochastic differential equations (SDEs) provide a natural framework for modelling intrinsic stochasticity inherent in many continuous-time physical processes. When such processes are observed in multiple individuals or experimental units,…
By means of analytical calculations and numerical simulations we study the diffusion properties in quasi-two-dimensional structures with two exciton subsystems with an exchange between them. The experimental realisation is possible in…
A new, improved split-step backward Euler (SSBE) method is introduced and analyzed for stochastic differential delay equations(SDDEs) with generic variable delay. The method is proved to be convergent in mean-square sense under conditions…
Fractional derivatives can be used to model time delays in a diffusion process. When the order of the fractional derivative is distributed over the unit interval, it is useful for modeling a mixture of delay sources. In some special cases…
We investigate a second-order accurate time-stepping scheme for solving a time-fractional diffusion equation with a Caputo derivative of order~$\alpha \in (0,1)$. The basic idea of our scheme is based on local integration followed by linear…
We consider a reaction-diffusion process with retardation. The particles, immersed in traps initially, remain inactive until another particle is annihilated spontaneously with a rate $\lambda$ at a certain point $\vec x$. In that case the…