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We study solution techniques for an evolution equation involving second order derivative in time and the spectral fractional powers, of order $s \in (0,1)$, of symmetric, coercive, linear, elliptic, second-order operators in bounded domains…

数值分析 · 数学 2018-06-18 Lehel Banjai , Enrique Otarola

The time fractional diffusion equation is obtained from the standard diffusion equation by replacing the first-order time derivative with a fractional derivative of order $\beta \in (0,1)$. The fundamental solution for the Cauchy problem is…

数学物理 · 物理学 2008-05-27 Francesco Mainardi , Gianni Pagnini , Rudolf Gorenflo

The Ornstein-Uhlenbeck process of diffusion in the harmonic potential is re-examined in the context of the first-passage time problem. We investigate this problem to the extent that it has not yet been fully resolved and demonstrate exact…

综合物理 · 物理学 2025-07-10 Przemyslaw Chelminiak

Fractional, anomalous diffusion in space-periodic potentials is investigated. The analytical solution for the effective, fractional diffusion coefficient in an arbitrary periodic potential is obtained in closed form in terms of two…

统计力学 · 物理学 2021-02-02 E. Heinsalu , M. Patriarca , I. Goychuk , P. Hanggi

I derive a temporally propagated uni-directional optical pulse equation valid in the few cycle limit. Temporal propagation is advantageous because it naturally preserves causality, unlike the competing spatially propagated models. The exact…

光学 · 物理学 2018-06-04 Paul Kinsler

In this paper, a fractional generalization of the wave equation that describes propagation of damped waves is considered. In contrast to the fractional diffusion-wave equation, the fractional wave equation contains fractional derivatives of…

数学物理 · 物理学 2021-03-12 Yuri Luchko

Advection and dispersion in highly heterogeneous environments involving interfacial discontinuities in the corresponding drift and dispersion rates are described through disparate examples from the physical and biological sciences. A…

Fractional kinetic equations employ non-integer calculus to model anomalous relaxation and diffusion in many systems. While this approach is well explored, it so far failed to describe an important class of transport in disordered systems.…

统计力学 · 物理学 2021-01-04 Wanli Wang , Eli Barkai

The problem of anomalous diffusion in the momentum space is considered on the basis of the appropriate probability transition function (PTF). New general equation for description of the diffusion of heavy particles in the gas of the light…

统计力学 · 物理学 2015-05-13 S. A. Trigger

We calculate the first passage time distribution for diffusion through a cylindrical pore with sticky walls. A particle diffusively explores the interior of the pore through a series of binding and unbinding events with the cylinder wall.…

软凝聚态物质 · 物理学 2009-09-30 Nicholas A. Licata , Stephan W. Grill

This paper studies the large time behavior of aggregation-diffusion equations. For one spatial dimension with certain assumptions on the interaction potential, the diffusion index $m$, and the initial data, we prove the convergence to the…

偏微分方程分析 · 数学 2021-08-23 Ruiwen Shu

We investigate the statistics of encounters of a diffusing particle with different subsets of the boundary of a confining domain. The encounters with each subset are characterized by the boundary local time on that subset. We extend a…

统计力学 · 物理学 2021-10-14 Denis S. Grebenkov

We examine initial-boundary value problems for diffusion equations with distributed order time-fractional derivatives. We prove existence and uniqueness results for the weak solution to these systems, together with its continuous dependency…

偏微分方程分析 · 数学 2017-09-21 Zhiyuan Li , Yavar Kian , Eric Soccorsi

We study the crossing time statistic of diffusing point particles between the two ends of expanding and narrowing two-dimensional conical channels under a transverse external gravitational field. The theoretical expression for the mean…

统计力学 · 物理学 2023-01-11 Ivan Pompa-Garcia , Rodrigo Castilla , Ralf Metzler , Leonardo Dagdug

The behaviour of the solutions of the time-fractional diffusion equation, based on the Caputo derivative, is studied and its dependence on the fractional exponent is analysed. The time-fractional convection-diffusion equation is also solved…

数学物理 · 物理学 2024-10-14 Andy Manapany , Sébastien Fumeron , Malte Henkel

We propose a generalized diffusion equation for a flat Euclidean space subjected to a continuous infinitesimal scale transform. For the special cases of an algebraic or exponential expansion/contraction, governed by time-dependent scale…

统计力学 · 物理学 2018-04-17 Manuel Schrauth , Maximilian Schneider

The approach the first-passage time (FPT) of a random process to a certain level is applied to the description of radiation-enhanced diffusion. This is an integral approach to describing the problem of radiation-enhanced diffusion, which…

统计力学 · 物理学 2022-11-09 V. V. Ryazanov

Subdiffusion equation and molecule survival equation, both with Caputo fractional time derivatives with respect to another functions $g_1$ and $g_2$, respectively, are used to describe diffusion of a molecule that can disappear at any time…

统计力学 · 物理学 2022-09-14 Tadeusz Kosztołowicz

Evaluating the completion time of a random algorithm or a running stochastic process is a valuable tip not only from a purely theoretical, but also pragmatic point of view. In the formal sense, this kind of a task is specified in terms of…

统计力学 · 物理学 2022-11-24 Przemyslaw Chelminiak

The problem of the time required for a diffusing molecule, within a large bounded domain, to first locate a small target is prevalent in biological modeling. Here we study this problem for a small spherical target. We develop uniform in…

生物物理 · 物理学 2013-08-06 Samuel A. Isaacson , Jay Newby