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We consider a semi-linear advection equation driven by a highly-oscillatory space-time Gaussian random field, with the randomness affecting both the drift and the nonlinearity. In the linear setting, classical results show that the…

概率论 · 数学 2018-07-04 Yu Gu , Tomasz Komorowski , Lenya Ryzhik

The phenomenon of spatial clustering induced by death and reproduction in a population of anomalously diffusing individuals is studied analytically. The possibility of social behaviors affecting the migration strategies has been taken into…

种群与进化 · 定量生物学 2015-05-30 Piero Olla

This study addresses the inverse source problem for the fractional diffusion-wave equation, characterized by a source comprising spatial and temporal components. The investigation is primarily concerned with practical scenarios where data…

数值分析 · 数学 2025-04-22 Lingyun Qiu , Jiwoon Sim

We consider a class of discrete-time random walks with directed unit steps on the integer line. The direction of the steps is reversed at the time instants of events in a discrete-time renewal process and is maintained at uneventful time…

概率论 · 数学 2023-01-04 Thomas M. Michelitsch , Federico Polito , Alejandro P. Riascos

We study the rare event behavior of the workload process in a transitory queue, where the arrival epochs (or points) of a finite number of jobs are assumed to be the ordered statistics of independent and identically distributed (i.i.d.)…

概率论 · 数学 2017-05-24 Harsha Honnappa

We study the effect on the distribution of return periods of rare events of the presence in a time series of finite-term correlations with non-exponential decay. Precisely, we analyze the auto-correlation function and the statistics of the…

数据分析、统计与概率 · 物理学 2016-09-08 Cecilia Pennetta , Eleonora Alfinito

It is well-known that compositions of Markov processes with inverse subordinators are governed by integro-differential equations of generalized fractional type. This kind of processes are of wide interest in statistical physics as they are…

概率论 · 数学 2020-05-13 Luisa Beghin , Claudio Macci , Costantino Ricciuti

This paper is concerned with a non-homogeneous in space and non-local in time random walk model for anomalous subdiffusive transport of cells. Starting with a Markov model involving a structured probability density function, we derive the…

统计力学 · 物理学 2013-02-21 S. Fedotov , A. O. Ivanov , A. Y. Zubarev

We consider the radiative transport equation in which the time derivative is replaced by the Caputo derivative. Such fractional-order derivatives are related to anomalous transport and anomalous diffusion. In this paper we describe how the…

数学物理 · 物理学 2017-03-08 Manabu Machida

We study the process of dispersion of low-regularity solutions to the Schr\"odinger equation using fractional weights (observables). We give another proof of the uncertainty principle for fractional weights and use it to get a lower bound…

偏微分方程分析 · 数学 2022-01-11 Sandeep Kumar , Felipe Ponce-Vanegas , Luis Vega

Reaction-diffusion equations deliver a versatile tool for the description of reactions in inhomogeneous systems under the assumption that the characteristic reaction scales and the scales of the inhomogeneities in the reactant…

统计力学 · 物理学 2009-11-11 M. G. W. Schmidt , F. Sagues , I. M. Sokolov

Anomalous relaxation and diffusion processes have been widely characterized by fractional derivative models, where the definition of the fractional-order derivative remains a historical debate due to the singular memory kernel that…

统计力学 · 物理学 2016-06-17 HongGuang Sun , Xiaoxiao Hao , Yong Zhang , Dumitru Baleanu

A fractional reaction-diffusion equation is derived from a continuous time random walk model when the transport is dispersive. The exit from the encounter distance, which is described by the algebraic waiting time distribution of jump…

统计力学 · 物理学 2009-11-10 Kazuhiko Seki , Mariusz Wojcik , M. Tachiya

We develop the idea of non-Markovian CTRW (continuous time random walk) approximation to the evolution of interacting particle systems, which leads to a general class of fractional kinetic measure-valued evolutions with variable order. We…

概率论 · 数学 2022-06-07 Vassili N. Kolokoltsov , Marianna S. Troeva

Mathematical models of motility are often based on random-walk descriptions of discrete individuals that can move according to certain rules. It is usually the case that large masses concentrated in small regions of space have a great…

物理与社会 · 物理学 2022-11-23 Carles Falcó

We study dynamical fluctuations in overdamped diffusion processes driven by time periodic forces. This is done by studying fluctuation functionals (rate functions from large deviation theory), of fluctuations around the non-equilibrium…

统计力学 · 物理学 2010-03-18 Navinder Singh , Bram Wynants

This paper studies the intermediate time behaviour of a small random perturbation of a periodic cellular flow. Our main result shows that on time scales shorter than the diffusive time scale, the limiting behaviour of trajectories that…

Fractional diffusion equations imply non-Gaussian distributions that generalise the standard diffusive process. Recent advances in fractional calculus lead to a class of new fractional operators defined by non-singular memory kernels,…

统计力学 · 物理学 2018-12-26 M. A. F. dos Santos , Ignacio S. Gomez

In this paper, we consider an age-structured jump model that arises as a description of continuous time random walks with infinite mean waiting time between jumps. We prove that under a suitable rescaling, this equation converges in the…

偏微分方程分析 · 数学 2026-01-14 Hugues Berry , Pierre Gabriel , Thomas Lepoutre , Nathan Quiblier

In this article we address the problem of the nonlinear interaction of subdiffusive particles. We introduce the random walk model in which statistical characteristics of a random walker such as escape rate and jump distribution depend on…

统计力学 · 物理学 2015-06-15 Sergei Fedotov