相关论文: Heavy-tailed fractional Pearson diffusions
This article is devoted to presenting an abstract theory on time-fractional gradient flows for nonconvex energy functionals in Hilbert spaces. Main results consist of local and global in time existence of (continuous) strong solutions to…
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…
The inverse scattering transform allows explicit construction of solutions to many physically significant nonlinear wave equations. Notably, this method can be extended to fractional nonlinear evolution equations characterized by anomalous…
Two frameworks that have been used to characterize reflected diffusions include stochastic differential equations with reflection and the so-called submartingale problem. We introduce a general formulation of the submartingale problem for…
It is well known that the momentum distribution of the two-component Fermi gas with large scattering length has a tail proportional to $1/k^4$ at large $k$. We show that the magnitude of this tail is equal to the adiabatic derivative of the…
We study Cauchy problems of fractional differential equations in both space and time variables by expressing the solution in terms of ``stochastic composition" of the solutions to two simpler problems. These Cauchy sub-problems respectively…
We identify the nonlinear evolution equation in impact-parameter space for the "Supercritical Pomeron" in Reggeon Field Theory as a 2-dimensional stochastic Fisher-Kolmogorov-Petrovski-Piscounov equation. It exactly preserves unitarity and…
In this paper, a second order finite difference scheme is investigated for time-dependent one-side space fractional diffusion equations with variable coefficients. The existing schemes for the equation with variable coefficients have…
The fractional Feynman-Kac equations describe the distribution of functionals of non-Brownian motion, or anomalous diffusion, including two types called the forward and backward fractional Feynman-Kac equations, where the fractional…
Over the last two decades, anomalous diffusion processes in which the mean squares variance grows slower or faster than that in a Gaussian process have found many applications. At a macroscopic level, these processes are adequately…
In this study, we investigate a porous medium-type flux limited reaction--diffusion equation that arises in morphogenesis modeling. This nonlinear partial differential equation is an extension of the generalized…
We discuss the existence of stationary solutions for logistic diffusion equations of Fisher-Kolmogoroff-Petrovski-Piskunov type driven by the superposition of fractional operators in a bounded region with "hostile" environmental conditions,…
We introduce a general coupled system of parabolic equations with quadratic nonlinear terms and diffusion terms defined by fractional powers of the Laplacian operator. We develop a method to establish the rigorous convergence of the…
We extend the construction principle of phase-type (PH) distributions to allow for inhomogeneous transition rates and show that this naturally leads to direct probabilistic descriptions of certain transformations of PH distributions. In…
We consider the inverse problem of determining different type of information about a diffusion process, described by ordinary or fractional diffusion equations stated on a bounded domain, like the density of the medium or the velocity field…
In many physical or biological systems, diffusion can be described by Brownian motions with stochastic diffusion coefficients (DCs). In the present study, we investigate properties of the diffusion with a broad class of stochastic DCs with…
We discuss non-Gaussian random matrices whose elements are random variables with heavy-tailed probability distributions. In probability theory heavy tails of the distributions describe rare but violent events which usually have dominant…
Diffusion of point-like non interacting particles in a two-dimensional (2D) channel of varying cross section is considered. The particles are biased by a constant force in the transverse direction. We apply our recurrence mapping procedure,…
Diffusion models achieve state-of-the-art generation quality across many applications, but their ability to capture rare or extreme events in heavy-tailed distributions remains unclear. In this work, we show that traditional diffusion and…
Super-diffusion, characterized by a spreading rate $t^{1/\alpha}$ of the probability density function $p(x,t) = t^{-1/\alpha} p \left( t^{-1/\alpha} x , 1 \right)$, where $t$ is time, may be modeled by space-fractional diffusion equations…