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Related papers: Non-Markovian Levy diffusion in nonhomogeneous med…

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The paper deals with homogenization of Levy-type operators with rapidly oscillating coefficients. We consider cases of periodic and random statistically homogeneous micro-structures and show that in the limit we obtain a Levy-operator. In…

Analysis of PDEs · Mathematics 2018-07-13 Moritz Kassmann , Andrey Piatnitski , Elena Zhizhina

We consider a Keller-Segel model with non-linear porous medium type diffusion and nonlocal attractive power law interaction, focusing on potentials that are less singular than Newtonian interaction. Here, the nonlinear diffusion is chosen…

Analysis of PDEs · Mathematics 2023-06-30 Shen Bian , Jiale Bu

This paper is devoted to a new family of reverse Hardy-Littlewood-Sobolev inequalities which involve a power law kernel with positive exponent. We investigate the range of the admissible parameters and characterize the optimal functions. A…

Analysis of PDEs · Mathematics 2018-03-20 Jean Dolbeault , Rupert Frank , Franca Hoffmann

We consider the random Cauchy problem for the fully nonlocal telegraph equation of power type with the general $(\mathcal{PC}^{\ast})$ type kernel $(a,b)$. This equation can effectively characterize high-frequency signal transmission in…

Analysis of PDEs · Mathematics 2025-11-04 Xi Huang , Li Peng , Juan Carlos Pozo , Yong Zhou

We investigate densities of vaguely continuous convolution semigroups of probability measures on $\mathbb{R}^d$. First, we provide results that give upper estimates in a situation when the corresponding jump measure is allowed to be highly…

Probability · Mathematics 2020-07-30 Tomasz Grzywny , Karol Szczypkowski

In the present Short Note an idea is proposed to explain the emergence and the observation of processes in complex media that are driven by fractional non-Markovian master equations. Particle trajectories are assumed to be solely Markovian…

Statistical Mechanics · Physics 2015-06-19 Gianni Pagnini

We are interested in the threshold phenomena for propagation in nonlocal diffusion equations with some compactly supported initial data. In the so-called bistable and ignition cases, we provide the first quantitative estimates for such…

Analysis of PDEs · Mathematics 2022-01-06 Matthieu Alfaro , Arnaud Ducrot , Hao Kang

This paper provides a theoretical foundation for some common formulations of inverse problems in wave propagation, based on hyperbolic systems of linear integro-differential equations with bounded and measurable coefficients. The…

Mathematical Physics · Physics 2015-06-12 Kirk D. Blazek , Christiaan C. Stolk , William W. Symes

In this paper, we develop a numerical method for the L\'evy-Fokker-Planck equation with the fractional diffusive scaling. There are two main challenges. One comes from a two-fold nonlocality, that is, the need to apply the fractional…

Numerical Analysis · Mathematics 2021-03-23 Wuzhe Xu , Li Wang

We investigate the fractional diffusion approximation of a kinetic equation in the upper-half plane with diffusive reflection conditions at the boundary. In an appropriate singular limit corresponding to small Knudsen number and long time…

Analysis of PDEs · Mathematics 2019-09-04 Ludovic Cesbron , Antoine Mellet , Marjolaine Puel

We investigate diffusion equations which have concentration dependent diffusion coefficients with physically two relevant Ans\"atze, the self-similar and the traveling wave Ansatz. We found that for power-law concentration dependence some…

Statistical Mechanics · Physics 2023-11-09 I. F. Barna , L. Matyas

In this paper we present a high-order kernel method for numerically solving diffusion and reaction-diffusion partial differential equations (PDEs) on smooth, closed surfaces embedded in $\mathbb{R}^d$. For two-dimensional surfaces embedded…

Numerical Analysis · Mathematics 2012-06-04 Edward J. Fuselier , Grady B. Wright

Levy walks define a fundamental concept in random walk theory which allows one to model diffusive spreading that is faster than Brownian motion. They have many applications across different disciplines. However, so far the derivation of a…

Statistical Mechanics · Physics 2016-07-08 J. P. Taylor-King , R. Klages , S. Fedotov , R. A. Van Gorder

The Fractional Langevin Equation (FLE) describes a non-Markovian Generalized Brownian Motion with long time persistence (superdiffusion), or anti-persistence (subdiffusion) of both velocity-velocity correlations, and position increments. It…

Statistical Mechanics · Physics 2011-07-11 P. Siegle , I. Goychuk , P. Hanggi

We give an exact analytical results for diffusion with a power-law position dependent diffusion coefficient along the main channel (backbone) on a comb and grid comb structures. For the mean square displacement along the backbone of the…

Statistical Mechanics · Physics 2018-10-17 Trifce Sandev , Alexander Schulz , Holger Kantz , Alexander Iomin

This work addresses the regularity of solutions for a nonlocal diffusion equation over the space of periodic distributions. The spatial operator for the nonlocal diffusion equation is given by a nonlocal Laplace operator with a compactly…

Analysis of PDEs · Mathematics 2022-10-04 Ilyas Mustapha , Bacim Alali , Nathan Albin

The aim of this paper is the rigorous derivation of a stochastic non-linear diffusion equation from a radiative transfer equation perturbed with a random noise. The proof of the convergence relies on a formal Hilbert expansion and the…

Analysis of PDEs · Mathematics 2014-05-13 Arnaud Debussche , Sylvain De Moor , Julien Vovelle

We consider a diffusion process in $\mathbb{R}^d$ with a generator of the form $ L:=\frac 12 e^{V(x)}div(e^{-V(x)}\nabla ) $ where $V$ is measurable and periodic. We only assume that $e^V$ and $e^{-V}$ are locally integrable. We then show…

Probability · Mathematics 2016-01-13 Moustapha Ba , Pierre Mathieu

Continuous time random walks are non-Markovian stochastic processes, which are only partly characterized by single-time probability distributions. We derive a closed evolution equation for joint two-point probability density functions of a…

Statistical Mechanics · Physics 2009-11-13 A. Baule , R. Friedrich

In physics, phenomena of diffusion and wave propagation have great relevance; these physical processes are governed in the simplest cases by partial differential equations of order 1 and 2 in time, respectively. By replacing the time…

General Mathematics · Mathematics 2019-12-10 Armando Consiglio , Francesco Mainardi