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In this paper Gaussian models of retarded and accelerated anomalous diffusion are considered. Stochastic differential equations of fractional order driven by single or multiple fractional Gaussian noise terms are introduced to describe…

统计力学 · 物理学 2014-05-08 Chai Hok Eab , S. C. Lim

The generalized Taylor's Formula is used to derive a fractional radial-cylindrical diffusivity model via a fractional conservation of mass in radial geometry in a petroleum reservoir. The result is a space-fractional generalization of the…

经典物理 · 物理学 2018-08-23 George Parker-Lamptey , Peter Amoako-Yirenkyi , Isaac Kwame Dontwi

The paper investigates solutions of the fractional hyperbolic diffusion equation in its most general form with two fractional derivatives of distinct orders. The solutions are given as spatial-temporal homogeneous and isotropic random…

概率论 · 数学 2023-10-09 Nikolai Leonenko , Andriy Olenko , Jayme Vaz

The aim of this work is to give a broad panorama of the control properties of fractional diffusive models from a numerical analysis and simulation perspective. We do this by surveying several research results we obtained in the last years,…

偏微分方程分析 · 数学 2021-10-19 Umberto Biccari , Mahamadi Warma , Enrique Zuazua

This work explores different particle-based approaches to the simulation of one-dimensional fractional subdiffusion equations in unbounded domains. We rely on smooth particle approximations, and consider four methods for estimating the…

数值分析 · 数学 2017-07-14 S. Allouch , M. Lucchesi , O. P. Le Maître , K. A. Mustapha , O. M. Knio

We study the vicinal surface of the restricted solid-on-solid model coupled with the Langmuir adsorbates which we regard as two-dimensional lattice gas without lateral interaction. The effect of the vapor pressure of the adsorbates in the…

统计力学 · 物理学 2009-11-07 Noriko Akutsu , Yasuhiro Akutsu , Takao Yamamoto

A fractional time derivative is introduced into the Burger's equation to model losses of nonlinear waves. This term amounts to a time convolution product, which greatly penalizes the numerical modeling. A diffusive representation of the…

计算物理 · 物理学 2016-06-14 Bruno Lombard , Denis Matignon

Mass transport problems are ubiquitous in diverse fields of physics and engineering. With the development of fractional calculus, many have taken to studying problems of fractional mass transport either through numerical simulations or…

数学物理 · 物理学 2025-06-18 Nathaniel G. Hermann , M. Shane Hutson

A recent solution of the inelastic Boltzmann equation that applies for strong dissipation and takes into account non-equipartition of energy is used to derive an explicit expression for the thermal diffusion factor. This parameter provides…

统计力学 · 物理学 2009-11-11 Vicente Garzo

Modeling of water and gas flow in low-permeability media is an important topic for a number of engineering such as exploitation of tight gas and disposal of high-level radioactive waste. It has been well documented in the literature that…

流体动力学 · 物理学 2018-08-28 H. W. Zhou , S. Yang , R. Wang , J. C. Zhong

As fractional diffusion equations can describe the early breakthrough and the heavy-tail decay features observed in anomalous transport of contaminants in groundwater and porous soil, they have been commonly employed in the related…

数学物理 · 物理学 2013-04-11 HongGuang Sun , Wen Chen , K. Y. Sze

In this paper, we study a system of three evolutionary operator equations involving fractional powers of selfadjoint, monotone, unbounded, linear operators having compact resolvents. This system constitutes a generalization of a phase field…

偏微分方程分析 · 数学 2019-06-27 Pierluigi Colli , Gianni Gilardi , Jürgen Sprekels

We describe the mathematical theory of diffusion and heat transport with a view to including some of the main directions of recent research. The linear heat equation is the basic mathematical model that has been thoroughly studied in the…

偏微分方程分析 · 数学 2017-06-27 Juan Luis Vázquez

We develop numerical methods for reaction-diffusion systems based on the equations of fluctuating hydrodynamics (FHD). While the FHD formulation is formally described by stochastic partial differential equations (SPDEs), it becomes similar…

流体动力学 · 物理学 2018-01-17 Changho Kim , Andy Nonaka , John B. Bell , Alejandro L. Garcia , Aleksandar Donev

This paper investigates the initial-boundary value problem for weakly coupled systems of time-fractional subdiffusion equations with spatially and temporally varying coupling coefficients. By combining the energy method with the coercivity…

偏微分方程分析 · 数学 2025-10-16 Zhiyuan Li , Yikan Liu , Kazuma Wada

Subdiffusion is a well established phenomenon in physics. In this paper we apply the subdiffusive dynamics to analyze financial markets. We focus on the financial aspect of time fractional diffusion model with moving boundary i.e. American…

计算金融 · 定量金融 2021-04-19 Grzegorz Krzyżanowski , Marcin Magdziarz

Weighted averaged finite difference methods for solving fractional diffusion equations are discussed and different formulae of the discretization of the Riemann-Liouville derivative are considered. The stability analysis of the different…

数值分析 · 数学 2025-10-20 Santos B. Yuste

The derivation of suitable analytical models is an important step for the design and analysis of molecular communication systems. However, many existing models have limited applicability in practical scenarios due to various simplifications…

新兴技术 · 计算机科学 2019-11-28 Maximilian Schäfer , Wayan Wicke , Werner Haselmayr , Rudolf Rabenstein , Robert Schober

We explore the approximation of feedback control of integro-differential equations containing a fractional Laplacian term. To obtain feedback control for the state variable of this nonlocal equation we use the Hamilton--Jacobi--Bellman…

最优化与控制 · 数学 2022-10-19 Alessandro Alla , Marta D'Elia , Christian Glusa , Hugo Oliveira

We establish the fractional diffusion limit of the kinetic scattering equation with diffusive boundary condition in a strongly convex bounded domain $\mathcal{D}\subset\mathbb{R}^d$. According to the nature of the boundary condition, two…

概率论 · 数学 2025-12-22 Loïc Béthencourt , Nicolas Fournier