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Reaction-diffusion equations are widely used as the governing evolution equations for modeling many physical, chemical, and biological processes. Here we derive reaction-diffusion equations to model transport with reactions on a…

Statistical Mechanics · Physics 2020-09-16 E. Abad , C. N. Angstmann , B. I. Henry , A. V. McGann , F. Le Vot , S. B. Yuste

Anomalous transport is usually described either by models of continuous time random walks (CTRW) or, otherwise by fractional Fokker-Planck equations (FFPE). The asymptotic relation between properly scaled CTRW and fractional diffusion…

Statistical Mechanics · Physics 2010-12-09 Bartlomiej Dybiec , Ewa Gudowska-Nowak

This study unveils the time-space transforms underlying anomalous diffusion process. Based on this finding, we present the two hypotheses concerning the effect of fractal time-space fabric on physical behaviors and accordingly derive…

Mathematical Physics · Physics 2015-06-26 W Chen

We find for the first time the asymptotic representation of the solution to the space dependent variable order fractional diffusion and Fokker-Planck equations. We identify a new advection term that causes ultra-slow spatial aggregation of…

Statistical Mechanics · Physics 2019-08-14 Sergei Fedotov , Daniel Han

The transport equation of active motion is generalised to consider time-fractional dynamics for describing the anomalous diffusion of self-propelled particles observed in many different systems. In the present study, we consider an…

Statistical Mechanics · Physics 2023-10-27 Francisco J. Sevilla , Guillermo Chacón-Acosta , Trifce Sandev

Einstein's explanation of Brownian motion provided one of the cornerstones which underlie the modern approaches to stochastic processes. His approach is based on a random walk picture and is valid for Markovian processes lacking long-term…

Statistical Mechanics · Physics 2009-11-10 I. M. Sokolov , J. Klafter

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

A diffusion process for charge distributions in a phase space is examined. The corresponding charge moves in a force field and under an action of a random field. There are the diffusion motions for coordinates and for momenta. In our model,…

Mathematical Physics · Physics 2008-03-19 E. M. Beniaminov

In this paper Gaussian models of retarded and accelerated anomalous diffusion are considered. Stochastic differential equations of fractional order driven by single or multiple fractional Gaussian noise terms are introduced to describe…

Statistical Mechanics · Physics 2014-05-08 Chai Hok Eab , S. C. Lim

The generalized diffusion equations with fractional order derivatives have shown be quite efficient to describe the diffusion in complex systems, with the advantage of producing exact expressions for the underlying diffusive properties.…

Statistical Mechanics · Physics 2017-11-21 Angel A. Tateishi , Haroldo V. Ribeiro , Ervin K. Lenzi

We introduce a persistent random walk model for the stochastic transport of particles involving self-reinforcement and a rest state with Mittag-Leffler distributed residence times. The model involves a system of hyperbolic partial…

Statistical Mechanics · Physics 2021-11-16 Daniel Han , Dmitri V. Alexandrov , Anna Gavrilova , Sergei Fedotov

In this paper continuous time random walk models approximating fractional space-time diffusion processes are studied. Stochastic processes associated with the considered equations represent time-changed processes, where the time-change…

Probability · Mathematics 2014-09-16 Sabir Umarov

Transport phenomena play a crucial role in modern physics and applied sciences. Examples include the dissipation of energy across a large system, the distribution of quantum information in optical networks, and the timely modeling of…

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…

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

Many theoretical and experimental results show that solute transport in heterogeneous porous media exhibits multi-scaling behaviors. To describe such non-Fickian diffusions, this work provides a distributed order Hausdorff diffusion model…

Fluid Dynamics · Physics 2018-12-05 Yingjie Liang , Wen Chen , Wei Xu , HongGuang Sun

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…

Analysis of PDEs · Mathematics 2016-11-29 Jebessa B. Mijena , Erkan Nane

The fractional Fokker-Planck equation for subdiffusion in time-dependent force fields is derived from the underlying continuous time random walk. Its limitations are discussed and it is then applied to the study of subdiffusion under the…

Statistical Mechanics · Physics 2009-06-02 E. Heinsalu , M. Patriarca , I. Goychuk , P. Hanggi

We analyze here different types of fractional differential equations, under the assumption that their fractional order $\nu \in (0,1] $ is random\ with probability density $n(\nu).$ We start by considering the fractional extension of the…

Probability · Mathematics 2015-05-27 Luisa Beghin

We consider a class of time-homogeneous diffusion processes on $\mathbb{R}^{n}$ with common invariant measure but varying volatility matrices. In Euclidean space, we show via stochastic control of the diffusion coefficient that the…

Probability · Mathematics 2023-10-31 Bertram Tschiderer

Deriving evolution equations accounting for both anomalous diffusion and reactions is notoriously difficult, even in the simplest cases. In contrast to normal diffusion, reaction kinetics cannot be incorporated into evolution equations…

Statistical Mechanics · Physics 2020-10-23 Sean D Lawley