相关论文: The nonextensive entropy approach versus the stoch…

We study the similarities and differences between different models concerning subdiffusion. More particularly, we calculate first passage time (FPT) distributions for subdiffusion, derived from Greens' functions of nonlinear equations…

A generalized Langevin equation is suggested to describe a system with memory($u(t,t') = \frac{1}{\Gamma (\nu )}(t - t')^\nu $) as well as with positive and negative damping. The equation can be transformed into the Fokker-Planck equation…

In this paper we analyze fractional Fokker-Planck equation describing subdiffusion in the general infinitely divisible (ID) setting. We show that in the case of space-time-dependent drift and diffusion and time-dependent jump coefficient,…

The stochastic solution with Gaussian stationary increments is establihsed for the symmetric space-time fractional diffusion equation when $0 < \beta < \alpha \le 2$, where $0 < \beta \le 1$ and $0 < \alpha \le 2$ are the fractional…

A Langevin equation is suggested to describe a system driven by correlated Gaussian white noise as well as with positive and negative damping demarcated by a critical velocity. The equation can be transformed into the Fokker-Planck equation…

This paper introduces a comprehensive extension of the path integral formalism to model stochastic processes with arbitrary multiplicative noise. To do so, It\^o diffusive process is generalized by incorporating a multiplicative noise term…

Diffusion in nonhomogeneous media is described by a dynamical process driven by a general Levy noise and subordinated to a random time; the subordinator depends on the position. This problem is approximated by a multiplicative process…

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…

This paper develops solutions of fractional Fokker-Planck equations describing subdiffusion of probability densities of stochastic dynamical systems driven by non-Gaussian L\'evy processes, with space-time-dependent drift, diffusion and…

We unify two paradigmatic mesoscopic mechanisms for the emergence of nonextensive statistics, namely the multiplicative noise mechanism leading to a {\it linear} Fokker-Planck (FP) equation with {\it inhomogenous} diffusion coefficient, and…

Diffusion theory establishes a fundamental connection between stochastic differential equations and partial differential equations. The solution of a partial differential equation known as the Fokker-Planck equation describes the…

The optimization of the usual entropy $S_1[p]=-\int du p(u) ln p(u)$ under appropriate constraints is closely related to the Gaussian form of the exact time-dependent solution of the Fokker-Planck equation describing an important class of…

Computing the stochastic entropy production associated with the evolution of a stochastic dynamical system is a well-established problem. In a small number of cases such as the Ornstein-Uhlenbeck process, of which we give a complete…

Using a method of eigenfunction expansion, a stochastic equation is developed for the generalized Schr{\"o}dinger equation with random fluctuations. The wave field $ {\psi} $ is expanded in terms of eigenfunctions: $ {\psi} = \sum_{n} a_{n}…

A nonlinear Fokker-Planck equation that arises in the framework of statistical mechanics based on the Sharma-Taneja-Mittal entropy is studied via Lie symmetry analysis. The equation describes kinetic processes in anomalous mediums where…

A recently introduced nonlinear Fokker-Planck equation, derived directly from a master equation, comes out as a very general tool to describe phenomenologically systems presenting complex behavior, like anomalous diffusion, in the presence…

We present in this paper a rigorous method to derive the nonlinear Fokker-Planck (FP) equation of anomalous diffusion directly from a generalization of the principle of least action of Maupertuis proposed by Wang for smooth or quasi-smooth…

Many approaches to modelling reaction-diffusion systems with anomalous transport rely on deterministic equations and ignore fluctuations arising due to finite particle numbers. Starting from an individual-based model we use a…

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…

In this paper, we investigate the solutions for a generalized fractional diffusion equation that extends some known diffusion equations by taking a spatial time-dependent diffusion coefficient and an external force into account, which…