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This article analysis differential equations which represents damped and fractional oscillators. First, it is shown that prior to using physical quantities in fractional calculus, it is imperative that they are turned dimensionless.…

The partial differential equation of Gaussian diffusion is generalized by using the time-fractional derivative of distributed order between 0 and 1, in both the Riemann-Liouville (R-L) and the Caputo (C) sense. For a general distribution of…

Statistical Mechanics · Physics 2008-05-27 Francesco Mainardi , Antonio Mura , Gianni Pagnini , Rudolf Gorenflo

Using the methods of kinetic theory expressions for the diffusion and drift coefficients for a cold Fermi system are obtained. Their dependences on the momentum are calculated for the step distribution function as well as in the case of…

Nuclear Theory · Physics 2023-04-19 Sergiy V. Lukyanov

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

Fractional calculus is an effective tool in incorporating the effects of non-locality and memory into physical models. In this regard, successful applications exist rang- ing from signal processing to anomalous diffusion and quantum…

General Physics · Physics 2014-08-26 S. S. Bayin , J. P. Krisch

Apparently, all partial differential equations that describe physical phenomena in space-time can be cast into a universal quasilinear, first-order form. In this paper, we do two things. First, we describe some broad features of systems of…

General Relativity and Quantum Cosmology · Physics 2007-05-23 Robert Geroch

Super-diffusion, characterized by a spreading rate $t^{1/\alpha}$ of the probability density function $p(x,t) = t^{-1/\alpha} p \left( t^{-1/\alpha} x , 1 \right)$, where $t$ is time, may be modeled by space-fractional diffusion equations…

Statistical Mechanics · Physics 2019-02-20 James F. Kelly , Mark M. Meerschaert

In this paper we deal with high-order corrections for the Fractional Derivative approach to anomalous diffusion, in super-diffusive regime, which become relevand whenever one attempts to describe the behavior of particles close to normal…

Statistical Mechanics · Physics 2007-06-15 M. Marseguerra , A. Zoia

A Fokker Planck equation on fractal curves is obtained, starting from Chapmann-Kolmogorov equation on fractal curves. This is done using the recently developed calculus on fractals, which allows one to write differential equations on…

Mathematical Physics · Physics 2010-04-27 Seema E. Satin , Abhay Parvate , A. D. Gangal

Recently, fractional derivatives have been employed to analyze various systems in engineering, physics, finance and hidrology. For instance, they have been used to investigate anomalous diffusion processes which are present in different…

Soft Condensed Matter · Physics 2023-11-28 Kwok Sau Fa , E. K. Lenzi

We analyze solvability of a special form of distributed order fractional differential equations within the space of tempered distributions supported by the positive half-line.

Functional Analysis · Mathematics 2009-02-04 Teodor M. Atanackovic , Ljubica Oparnica , Stevan Pilipovic

Equation for anomalous diffusion in momentum space, recently obtained in the recent paper (S.A. Trigger, ArXiv 0907.2793 v1, [cond-matt. stat.-mech.], 16 July 2009) is solved for the stationary and non-stationary cases on basis of the…

Statistical Mechanics · Physics 2009-09-08 S. A. Trigger

We consider fractional directional derivatives and establish some connection with stable densities. Solutions to advection equations involving fractional directional derivatives are presented and some properties investigated. In particular…

Probability · Mathematics 2012-04-17 Mirko D'Ovidio

The Feynman-Kac equations are a type of partial differential equations describing the distribution of functionals of diffusive motion. The probability density function (PDF) of Brownian functionals satisfies the Feynman-Kac formula, being a…

Computational Physics · Physics 2015-02-03 Weihua Deng , Minghua Chen , Eli Barkai

The silo discharge process is studied by molecular dynamics simulations. The development of the velocity profile and the probability density function for the displacements in the horizontal and vertical axis are obtained. The PDFs obtained…

Statistical Mechanics · Physics 2009-11-11 R. Arevalo , A. Garcimartin , D. Maza

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…

Plasma Physics · Physics 2018-10-08 Johan Anderson , Sara Moradi , Tariq Rafiq

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

Anomalous short- and long-time self-diffusion of non-overlapping fractal particles on a percolation cluster with spreading dimension $1.67(2)$ is studied by dynamic Monte Carlo simulations. As reported in Phys. Rev. Lett. 115, 097801…

Computational Physics · Physics 2020-10-08 Marco Heinen

We study the stochastic fractional diffusive limit of a kinetic equation involving a small parameter and perturbed by a smooth random term. Generalizing the method of perturbed test functions, under an appropriate scaling for the small…

Analysis of PDEs · Mathematics 2013-12-10 Sylvain De Moor

This is a review of statistical inference methodology for stochastic differential equations driven by fractional Brownian motion, otherwise called fractional diffusions. The first section reviews the theory needed to rigorously define them.…

Probability · Mathematics 2026-04-07 Pablo Ramses Alonso-Martin , Horatio Boedihardjo , Anastasia Papavasiliou
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