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The polygonal distributions are a class of distributions that can be defined via the mixture of triangular distributions over the unit interval. The class includes the uniform and trapezoidal distributions, and is an alternative to the beta…

统计方法学 · 统计学 2017-01-18 Hien D Nguyen , Geoffrey J McLachlan

The scaling invariance for chaotic orbits near a transition from unlimited to limited diffusion in a dissipative standard mapping is explained via the analytical solution of the diffusion equation. It gives the probability of observing a…

混沌动力学 · 物理学 2020-12-02 Edson D. Leonel , Celia Mayumi Kuwana , Makoto Yoshida , Juliano Antonio de Oliveira

Recently, we have proposed a new diffusive representation for fractional derivatives and, based on this representation, suggested an algorithm for their numerical computation. From the construction of the algorithm, it is immediately…

数值分析 · 数学 2022-04-12 Kai Diethelm

A {\em propagation-dispersion equation} is derived for the first passage distribution function of a particle moving on a substrate with time delays. The equation is obtained as the continuous limit of the {\em first visit equation}, an…

统计力学 · 物理学 2007-05-23 Jean Pierre Boon , Patrick Grosfils , James F. Lutsko

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…

计算物理 · 物理学 2020-10-08 Marco Heinen

In this manuscript, fractal and fuzzy calculus are summarized. Fuzzy calculus in terms of fractal limit, continuity, its derivative, and integral are formulated. The fractal fuzzy calculus is a new framework that includes fractal fuzzy…

We present a short overview of the recent results in the theory of diffusion and wave equations with generalised derivative operators. We give generic examples of such generalised diffusion and wave equations, which include time-fractional,…

统计力学 · 物理学 2019-03-05 Trifce Sandev , Ralf Metzler , Aleksei Chechkin

In a fractional Cauchy problem, the usual first order time derivative is replaced by a fractional derivative. The fractional derivative models time delays in a diffusion process. The order of the fractional derivative can be distributed…

概率论 · 数学 2011-10-14 Mark M. Meerschaert , Erkan Nane , Palaniappan Vellaisamy

We investigate the behavior of the time derivatives of the solution to a linear time-fractional, advection-diffusion-reaction equation, allowing space- and time-dependent coefficients as well as initial data that may have low regularity.…

偏微分方程分析 · 数学 2020-03-24 William McLean , Kassem Mustapha , Raed Ali , Omar M. Knio

The concept of local fractional derivative was introduced in order to be able to study the local scaling behavior of functions. However it has turned out to be much more useful. It was found that simple equations involving these operators…

数学物理 · 物理学 2017-08-04 Kiran M. Kolwankar

In this paper, we introduce a new classical fractional particle model incorporating fractional first derivatives. This model represents a natural extension of the standard classical particle with kinetic energy being quadratic in fractional…

综合物理 · 物理学 2024-07-23 A. V. Crisan , C. M. Porto , C. F. L. Godinho , I. V. Vancea

We consider solvability of the generalized reaction-diffusion equation with both space- and time-dependent diffusion and reaction terms by means of the similarity method. By introducing the similarity variable, the reaction-diffusion…

数学物理 · 物理学 2016-01-20 C. -L. Ho , C. -C. Lee

This paper focuses on the study of semilinear fractional diffusion-wave equations in the context of critical nonlinearities. Firstly, we address the issue of local well-posedness for the problem, examine spatial regularity, and the…

偏微分方程分析 · 数学 2026-02-09 Masterson Costa , Claudio Cuevas , Bruno de Andrade

In this paper we provide a definition of fractional gradient operators, related to directional derivatives. We develop a fractional vector calculus, providing a probabilistic interpretation and mathematical tools to treat multidimensional…

数学物理 · 物理学 2013-05-21 M. D'Ovidio , R. Garra

Numerical methods for fractional calculus attract increasing interests due to its wide applications in various fields such as physics, mechanics, etc. In this paper, we focus on constructing high-order algorithms for Riesz derivatives,…

数值分析 · 数学 2016-11-22 Hengfei Ding , Changpin Li

We study fractional variational problems in terms of a generalized fractional integral with Lagrangians depending on classical derivatives, generalized fractional integrals and derivatives. We obtain necessary optimality conditions for the…

最优化与控制 · 数学 2012-05-15 Tatiana Odzijewicz , Agnieszka B. Malinowska , Delfim F. M. Torres

We demonstrate that the Fokker-Planck equation can be generalized into a 'Fractional Fokker-Planck' equation, i.e. an equation which includes fractional space differentiations, in order to encompass the wide class of anomalous diffusions…

混沌动力学 · 物理学 2009-10-31 V. V. Yanovsky , A. V. Chechkin , D. Schertzer , A. V. Tour

Lie group method provides an efficient tool to solve a differential equation. This paper suggests a fractional partner for fractional partial differential equations using a fractional characteristic method. A space-time fractional diffusion…

数学物理 · 物理学 2010-09-22 Guo-cheng Wu

In this work, we explore a time-fractional diffusion equation of order $\alpha \in (0,1)$ with a stochastic diffusivity parameter. We focus on efficient estimation of the expected values (considered as an infinite dimensional integral on…

数值分析 · 数学 2024-09-04 Josef Dick , Hecong Gao , William McLean , Kassem Mustapha

Based on the continuous time random walk, we derive the Fokker-Planck equations with Caputo-Fabrizio fractional derivative, which can effectively model a variety of physical phenomena, especially, the material heterogeneities and structures…

数值分析 · 数学 2020-08-24 Minghua Chen , Jiankang Shi , Weihua Deng
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