English
Related papers

Related papers: Fractional Fokker-Planck dynamics: Numerical algor…

200 papers

We study the statistical properties of overdamped particles driven by two cross-correlated multiplicative Gaussian white noises in a time-dependent environment. Using the Langevin and Fokker-Planck approaches, we derive the exact…

Statistical Mechanics · Physics 2016-08-16 S. I. Denisov , A. N. Vitrenko , W. Horsthemke , P. Hänggi

We study the dynamics of inertial particles in turbulence using datasets obtained from both direct numerical simulations and laboratory experiments of turbulent swirling flows. By analyzing time series of particle velocity increments at…

We generalize the method of Van Hove so as to deal with the case of non-ordinary statistical mechanics, that being phenomena with no time-scale separation. We show that in the case of ordinary statistical mechanics, even if the adoption of…

Condensed Matter · Physics 2009-10-31 P. Grigolini , A. Rocco , B. J. West

We characterize a stochastic dynamical system with tempered stable noise, by examining its probability density evolution. This probability density function satisfies a nonlocal Fokker-Planck equation. First, we prove a superposition…

Dynamical Systems · Mathematics 2021-06-02 Li Lin , Jinqiao Duan , Xiao Wang , Yanjie Zhang

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

The normalization constraint on probability density poses a significant challenge for solving the Fokker-Planck equation. Normalizing Flow, an invertible generative model leverages the change of variables formula to ensure probability…

Machine Learning · Computer Science 2023-09-28 Feng Liu , Faguo Wu , Xiao Zhang

Transport of a particle in a spatially periodic harmonic potential under the influence of a slowly time-dependent unbiased periodic external force is studied. The equations of motion are the same as in the problem of a slowly forced…

Chaotic Dynamics · Physics 2009-02-20 Xavier Leoncini , Anatoly Neishtadt , Alexei Vasiliev

It is a well known fact that subdiffusion equations in terms of fractional derivatives can be obtained from Continuous Time Random Walk (CTRW) models with long-tailed waiting time distributions. Over the last years various authors have…

Biological Physics · Physics 2010-06-15 S. B. Yuste , E. Abad , K. Lindenberg

Fractional calculus allows one to generalize the linear, one-dimensional, diffusion equation by replacing either the first time derivative or the second space derivative by a derivative of fractional order. The fundamental solutions of…

Statistical Mechanics · Physics 2007-05-23 Francesco Mainardi , Paolo Paradisi , Rudolf Gorenflo

We study a compound Poisson random field on plane and examine its various fractional variants. We derive the distributions of these random fields and in some particular cases, obtain their associated system of governing differential…

Probability · Mathematics 2025-06-23 P. Vishwakarma , K. K. Kataria

The diffusive motion of overdamped Brownian particles in tilted piecewise linear pontentials is considered. It is shown that the enhancement of diffusion coefficient by an external static force is quite sensitive to the symmetry of periodic…

Soft Condensed Matter · Physics 2007-05-23 Els Heinsalu , Risto Tammelo , Teet Ord

We present a theoretical framework to model the electric response of cell aggregates. We establish a coarse representation for each cell as a combination of membrane and cytoplasm dipole moments. Then we compute the effective conductivity…

Computational Engineering, Finance, and Science · Computer Science 2020-08-28 Pouria A. Mistani , Samira Pakravan , Frederic G. Gibou

In this paper we investigate the porous medium equation with a fractional temporal derivative. We justify that the resulting equation emerges when we consider the waiting-time (or trapping) phenomenon that can happen in the medium. Our…

Analysis of PDEs · Mathematics 2015-05-20 Łukasz Płociniczak

We numerically analyse quantum survival probability fluctuations in an open, classically chaotic system. In a quasi-classical regime, and in the presence of classical mixed phase space, such fluctuations are believed to exhibit a fractal…

Condensed Matter · Physics 2009-11-07 Giuliano Benenti , Giulio Casati , Italo Guarneri , Marcello Terraneo

For the first time, the diffusion phase diagram in highly confined colloidal systems, predicted by Continuous Time Random Walk (CTRW), is experimentally obtained. Temporal and spatial fractional exponents, $\alpha$ and $\mu$, introduced…

Disordered Systems and Neural Networks · Physics 2015-05-27 M. Palombo , A. Gabrielli , S. De Santis , C. Cametti , G. Ruocco , S. Capuani

Uncertainty often plays an important role in dynamic flow problems. In this paper, we consider both, a stationary and a dynamic flow model with uncertain boundary data on networks. We introduce two different ways how to compute the…

Numerical Analysis · Mathematics 2021-04-28 Michael Schuster , Elisa Strauch , Martin Gugat , Jens Lang

Fractional kinetic theory plays a vital role in describing anomalous diffusion in terms of complex dynamics generating semi-Markovian processes. Recently, the variational principle and associated Levy Ansatz have been proposed in order to…

Disordered Systems and Neural Networks · Physics 2018-10-15 Sumiyoshi Abe

Fractional differential equations provide a tractable mathematical framework to describe anomalous behavior in complex physical systems, yet they introduce new sensitive model parameters, i.e. derivative orders, in addition to model…

Numerical Analysis · Mathematics 2018-06-05 Ehsan Kharazmi , Mohsen Zayernouri

This paper introduces the use of statistical distributions based on transport differential equations for clear distinction of transport modes within transient kinetic experiments. More specifically,novel techniques are developed for the…

Applications · Statistics 2025-01-08 M. Ross Kunz , Debtanu Maiti , Gregory Yablonsky , Rebecca Fushimi

The models that are based of fractional derivatives should be highlighted among promising new models to describe turbulent fluid flows. In the present work, a steady-state flow in a duct is considered under the condition that the turbulent…

Numerical Analysis · Computer Science 2016-07-20 Alexander G. Churbanov , Petr N. Vabishchevich
‹ Prev 1 8 9 10 Next ›