相关论文: Nonlinear diffusion from Einstein's master equatio…

We propose a model of sub-diffusion in which an external force is acting on a particle at all times not only at the moment of jump. The implication of this assumption is the dependence of the random trapping time on the force with the…

Subdiffusive fractional equations are not structurally stable with respect to spatial perturbations to the anomalous exponent (Phys. Rev. E 85, 031132 (2012)). The question arises of applicability of these fractional equations to model real…

We survey recent results of normal and anomalous diffusion of two types of random motions with long memory in ${\Bbb R}^d$ or ${\Bbb Z}^d$. The first class consists of random walks on ${\Bbb Z}^d$ in divergence-free random drift field,…

A linear Boltzmann equation is interpreted as the forward equation for the probability density of a Markov process (K(t), i(t), Y(t)), where (K(t), i(t)) is an autonomous reversible jump process, with waiting times between two jumps with…

We study a generalization of the standard trapping problem of random walk theory in which particles move subdiffusively on a one-dimensional lattice. We consider the cases in which the lattice is filled with a one-sided and a two-sided…

We propose to use spin hydrodynamics, a two-fluid model of spin propagation, as a generalization of the diffusion equation. We show that in the dense limit spin hydrodynamics reduces to Fick's law and the diffusion equation. In the opposite…

There are several ways to derive Einstein's celebrated formula for the energy of a massive particle at rest, $E=mc^2$. Noether's theorem applied to the relativistic Lagrange function provides an unambiguous and straightforward access to…

We reconsider the problem of diffusion of particles at constant speed and present a generalization of the Telegrapher process to higher dimensional stochastic media ($d>1$), where the particle can move along $2^d$ directions. We derive the…

In this work we incorporate, in a unified way, two anomalous behaviors, the power law and stretched exponential ones, by considering the radial dependence of the $N$-dimensional nonlinear diffusion equation $\partial\rho /\partial{t}={\bf…

A nonlinear description for perpendicular particle diffusion in strong electromagnetic fluctuations is developed by using the fundamental Newton-Lorentz equation. Although not based on the same approach, the recently presented nonlinear…

We propose a new mechanism for generating power laws. Starting from a random walk, we first outline a simple derivation of the Fokker-Planck equation. By analogy, starting from a certain Markov chain, we derive a master equation for power…

We introduce a multiscale Monte Carlo algorithm to simulate dense simple fluids. The probability of an update follows a power law distribution in its length scale. The collective motion of clusters of particles requires generalization of…

We derive a generalization of the Wiener-Khinchin theorem for nonstationary processes by introducing a time-dependent spectral density that is related to the time-averaged power. We use the nonstationary theorem to investigate aging…

Using a generalized procedure for obtaining the dispersion relation and the equation of motion for a propagating fermionic particle, we examine previous claims for a preferred axis at $n_{\mu}$($\equiv(1,0,0,1)$), $n^{2}=0$ embedded in the…

The problem of the spreading of a granular mass released at the top of a rough inclined plane was investigated. We experimentally measure the evolution of the avalanche from the initiation up to the deposit using a Moir\'e image processing…

This work develops Feynman-Kac formulas for a class of regime-switching jump diffusion processes, in which the jump part is driven by a Poisson random measure associated to a general L\'evy process and the switching part depends on the jump…

We consider random Schr\"odinger equations on $\bZ^d$ for $d\ge 3$ with identically distributed random potential. Denote by $\lambda$ the coupling constant and $\psi_t$ the solution with initial data $\psi_0$. The space and time variables…

The purpose of this tutorial is to introduce the main concepts behind normal and anomalous diffusion. Starting from simple, but well known experiments, a series of mathematical modeling tools are introduced, and the relation between them is…

We formulate the first order Fermi acceleration in parallel shock waves in terms of the random walk theory. The formulation is applicable to any value of the shock speed and the particle speed, in particular to the acceleration in…

We present a stochastic model for amplifying, diffusive media like, for instance, random lasers. Starting from a simple random-walk model, we derive a stochastic partial differential equation for the energy field with contains a…