Fractional diffusion with two time scales

Moving particles that rest along their trajectory lead to time-fractional diffusion equations for the scaling limit distributions. For power law waiting times with infinite mean, the equation contains a fractional time derivative of order between 0 and 1. For finite mean waiting times, the most revealing approach is to employ two time scales, one for the mean and another for deviations from the mean. For finite mean power law waiting times, the resulting equation contains a first derivative as well as a derivative of order between 1 and 2. Finite variance waiting times lead to a second-order partial differential equation in time. In this article we investigate the various solutions with regard to moment growth and scaling properties, and show that even infinite mean waiting times do not necessarily induce subdiffusion, but can lead to super-diffusion if the jump distribution has non-zero mean.     

反常扩散与分数阶对流-扩散方程

反常扩散现象在自然界和社会系统中广泛存在.考虑了扩散过程的时间相关和时空相关性，用非局域性的处理方法，在传统的二阶对流 扩散方程基础上，得到了分数阶对流 扩散方程，以此方程来描述反常扩散.在此方程中，弥散项和对时间的导数为分数阶导数所代替.由此分数阶对流 扩散方程，对传统的费克扩散定律进行推广，得到了广义的分数费克扩散定律，分数费克扩散定律说明某时刻空间中某点的流量不仅与其领域内的浓度梯度有关，而且与整个空间中其他不同点的粒子浓度、浓度变化的历史，甚至初始时刻的浓度有关.讨论了方程的解——分数稳定分布，并由此说明了扩散运动的平均平方位移是运移时间的非线性函数. 关键词： 扩散 分数阶微积分 稳定分布（Lévy分布） 费克扩散定律     

Numerical algorithm for the time fractional Fokker–Planck equation

Anomalous diffusion is one of the most ubiquitous phenomena in nature, and it is present in a wide variety of physical situations, for instance, transport of fluid in porous media, diffusion of plasma, diffusion at liquid surfaces, etc. The fractional approach proved to be highly effective in a rich variety of scenarios such as continuous time random walk models, generalized Langevin equations, or the generalized master equation. To investigate the subdiffusion of anomalous diffusion, it would be useful to study a time fractional Fokker–Planck equation. In this paper, firstly the time fractional, the sense of Riemann–Liouville derivative, Fokker–Planck equation is transformed into a time fractional ordinary differential equation (FODE) in the sense of Caputo derivative by discretizing the spatial derivatives and using the properties of Riemann–Liouville derivative and Caputo derivative. Then combining the predictor–corrector approach with the method of lines, the algorithm is designed for numerically solving FODE with the numerical error O(k^min{1+2α,2})+O(h²), and the corresponding stability condition is got. The effectiveness of this numerical algorithm is evaluated by comparing its numerical results for α=1.0 with the ones of directly discretizing classical Fokker–Planck equation, some numerical results for time fractional Fokker–Planck equation with several different fractional orders are demonstrated and compared with each other, moreover for α=0.8 the convergent order in space is confirmed and the numerical results with different time step sizes are shown.     

Analysis on the time and frequency domain for the RC electric circuit of fractional order

This paper provides an analysis in the time and frequency domain of an RC electrical circuit described by a fractional differential equation of the order 0 < α≤ 1. We use the Laplace transform of the fractional derivative in the Caputo sense. In the time domain we emphasize on the delay, rise and settling times, while in the frequency domain the interest is in the cutoff frequency, the bandwidth and the asymptotes in low and high frequencies. All these quantities depend on the order of differential equation.     

The time fractional heat conduction equation in the general orthogonal curvilinear coordinate and the cylindrical coordinate systems

In this paper a time fractional Fourier law is obtained from fractional calculus. According to the fractional Fourier law, a fractional heat conduction equation with a time fractional derivative in the general orthogonal curvilinear coordinate system is built. The fractional heat conduction equations in other orthogonal coordinate systems are readily obtainable as special cases. In addition, we obtain the solution of the fractional heat conduction equation in the cylindrical coordinate system in terms of the generalized H-function using integral transformation methods. The fractional heat conduction equation in the case 0<α≤1 interpolates the standard heat conduction equation (α=1) and the Localized heat conduction equation (α→0). Finally, numerical results are presented graphically for various values of order of fractional derivative.     

Subordinated diffusion and continuous time random walk asymptotics

Anomalous transport is usually described either by models of continuous time random walks (CTRWs) or, otherwise, by fractional Fokker-Planck equations (FFPEs). The asymptotic relation between properly scaled CTRW and fractional diffusion process has been worked out via various approaches widely discussed in literature. Here, we focus on a correspondence between CTRWs and time and space fractional diffusion equation stemming from two different methods aimed to accurately approximate anomalous diffusion processes. One of them is the Monte Carlo simulation of uncoupled CTRW with a Le?vy α-stable distribution of jumps in space and a one-parameter Mittag-Leffler distribution of waiting times. The other is based on a discretized form of a subordinated Langevin equation in which the physical time defined via the number of subsequent steps of motion is itself a random variable. Both approaches are tested for their numerical performance and verified with known analytical solutions for the Green function of a space-time fractional diffusion equation. The comparison demonstrates a trade off between precision of constructed solutions and computational costs. The method based on the subordinated Langevin equation leads to a higher accuracy of results, while the CTRW framework with a Mittag-Leffler distribution of waiting times provides efficiently an approximate fundamental solution to the FFPE and converges to the probability density function of the subordinated process in a long-time limit.     

Series expansion solutions for the multi-term time and space fractional partial differential equations in two- and three-dimensions

Fractional partial differential equations with more than one fractional derivative in time describe some important physical phenomena, such as the telegraph equation, the power law wave equation, or the Szabo wave equation. In this paper, we consider two- and three-dimensional multi-term time and space fractional partial differential equations. The multi-term time-fractional derivative is defined in the Caputo sense, whose order belongs to the interval (1,2],(2,3],(3,4] or (0,m], and the space-fractional derivative is referred to as the fractional Laplacian form. We derive series expansion solutions based on a spectral representation of the Laplacian operator on a bounded region. Some applications are given for the two- and three-dimensional telegraph equation, power law wave equation and Szabo wave equation.     

Crank–Nicolson method for the fractional diffusion equation with the Riesz fractional derivative

We examine a numerical method to approximate to a fractional diffusion equation with the Riesz fractional derivative in a finite domain, which has second order accuracy in time and space level. In order to approximate the Riesz fractional derivative, we use the “fractional centered derivative” approach. We determine the error of the Riesz fractional derivative to the fractional centered difference. We apply the Crank–Nicolson method to a fractional diffusion equation which has the Riesz fractional derivative, and obtain that the method is unconditionally stable and convergent. Numerical results are given to demonstrate the accuracy of the Crank–Nicolson method for the fractional diffusion equation with using fractional centered difference approach.     

基于分数导数研究高强度聚焦超声的非线性声场

在高强度聚焦超声(high intensity focused ultrasound, HIFU) 的研究中, 生物组织的衰减和色散性质会对声能量的空间分布产生影响. 本文提出应用分数导数修正非线性Khokhlov-Zabolotskaya-Kuznetsov (KZK)方程, 研究生物组织中非线性HIFU声场. 对三种生物仿体的衰减和声速色散的理论实验研究表明分数导数应用的可行性, 在此基础上通过数值仿真分析研究了衰减及声速随频率的变化对HIFU焦域分布的影响. 研究结果表明, 在计算强非线性聚焦超声时, 由于高次谐波的强色散作用, 引入分数导数来解决生物组织特殊的衰减以及色散问题可进一步提高HIFU治疗的安全性. 关键词： 分数导数 声衰减 色散 高强度聚焦超声     

时间分数阶Boussinesq方程的李对称分析

本文利用李群分析方法研究了时间分数阶Boussinesq方程,得到了该方程的李点对称,并把该方程约化为Erdelyi-Kobe分数阶常微分方程. 本文的行文过程也说明了李群分析方法对于约化分数阶非线性发展方程是有效的. 关键词： 李对称分析方法 时间分数阶Boussinesq方程 广义Riemann-Liouville导数 Erdelyi-Kober微分算子