相关论文: Fractional Diffusion Equation for a Power-Law-Trun…

We address L\'{e}vy-stable stochastic processes in bounded domains, with a focus on a discrimination between inequivalent proposals for what a boundary data-respecting fractional Laplacian (and thence the induced random process) should…

Using the method of Krylov's estimates, we prove the existence of weak solutions of stochastic differential equations driven by purely discontinuous Levy processes satisfying an additional assumption. The diffusion coefficient is assumed to…

By analyzing the displacement statistics of an assembly of horizontally vibrated bidisperse frictional grains in the vicinity of the jamming transition experimentally studied before, we establish that their superdiffusive motion is a…

We review the latest advances in the analytical modelling of single file diffusion. We focus first on the derivation of the fractional Langevin equation that describes the motion of a tagged file particle. We then propose an alternative…

In the present review we survey the properties of a transcendental function of the Wright type, nowadays known as M-Wright function, entering as a probability density in a relevant class of self-similar stochastic processes that we…

We investigate anomalous diffusion processes governed by the fractional Langevin equation and confined to a finite or semi-infinite interval by reflecting potential barriers. As the random and damping forces in the fractional Langevin…

Fractional Brownian motion is a Gaussian stochastic process with stationary, long-time correlated increments and is frequently used to model anomalous diffusion processes. We study numerically fractional Brownian motion confined to a finite…

We report the studies of emission from a novel random amplifying medium that we term a ``Levy Laser'' due to the non-Gaussian statistical nature of its emission over the ensemble of random realizations. It is observed that the amplification…

We have derived a fractional Fokker-Planck equation for subdiffusion in a general space-and- time-dependent force field from power law waiting time continuous time random walks biased by Boltzmann weights. The governing equation is derived…

The foundations of the fractional diffusion equation are investigated based on coupled and decoupled continuous time random walks (CTRW). For this aim we find an exact solution of the decoupled CTRW, in terms of an infinite sum of stable…

In this article a fractional cross-diffusion system is derived as the rigorous many-particle limit of a multi-species system of moderately interacting particles that is driven by L\'{e}vy noise. The form of the mutual interaction is…

We establish asymptotic diffusion limits of the non-classical transport equation derived in [E. W. Larsen, A generalized Boltzmann equation for non-classical particle transport, Joint international topical meeting on mathematics &…

In this paper we analyze a coupling between the very large jumps in physical and operational times as applied to anomalous diffusion. The approach is based on subordination of a skewed Levy-stable process by its inverse to get two types of…

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…

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…

We show the asymptotic long-time equivalence of a generic power law waiting time distribution to the Mittag-Leffler waiting time distribution, characteristic for a time fractional CTRW. This asymptotic equivalence is effected by a…

Continuous time random walks and Langevin equations are two classes of stochastic models for describing the dynamics of particles in the natural world. While some of the processes can be conveniently characterized by both of them, more…

Let K be a random variable following a truncated exponential distribution. Such distributions are described by a single parameter here denoted by $\gamma$. The determination of $\gamma$ by Maximum Likelihood methods leads to a…

We study local power fluctuations in numerical simulations of stationary, homogeneous, isotropic turbulence in two and three dimensions with Gaussian forcing. Due to the near-Gaussianity of the one-point velocity distribution, the…

In branching process theory, linear-fractional distributions are commonly used to model individual reproduction, especially when the goal is to obtain more explicit formulas than those derived under general model assumptions. In this…