Fractional Fokker–Planck equation

By using the definition of the characteristic function and Kramers–Moyal Forward expansion, one can obtain the Fractional Fokker–Planck Equation (FFPE) in the domain of fractal time evolution with a critical exponent α (0<α⩽1). Two different classes of fractional differential operators, Liouville–Riemann (L–R) and Nishimoto (N) are used to represent the fractal differential operators in time. By applying the technique of eigenfunction expansion to get the solution of FFPE, one finds that the time part of eigenfunction expansion in terms of L–R represents the waiting time density Ψ(t), which gives the relation between fractal time evolution and the theory of continuous time random walk (CTRW). From the principle of maximum entropy, the structure of the distribution function can be known.     

A novel finite volume method for the Riesz space distributed-order advection–diffusion equation

In this paper, we investigate the finite volume method (FVM) for a distributed-order space-fractional advection–diffusion (AD) equation. The mid-point quadrature rule is used to approximate the distributed-order equation by a multi-term fractional model. Next, the transformed multi-term fractional equation is solved by discretizing in space by the finite volume method and in time using the Crank–Nicolson scheme. We use a novel technique to deal with the convection term, by which the Riesz fractional derivative of order 0 < γ < 1 is transformed into a fractional integral form. An important contribution of our work is the use of nodal basis function to derive the discrete form of our model. The unique solvability of the scheme is also discussed and we prove that the Crank–Nicolson scheme is unconditionally stable and convergent with second-order accuracy. Finally, we give some examples to show the effectiveness of the numerical method.     

Fundamental solution and discrete random walk model for a time-space fractional diffusion equation of distributed order

In this paper, we consider a time-space fractional diffusion equation of distributed order (TSFDEDO). The TSFDEDO is obtained from the standard advection-dispersion equation by replacing the first-order time derivative by the Caputo fractional derivative of order α∈(0,1], the first-order and second-order space derivatives by the Riesz fractional derivatives of orders β ₁∈(0,1) and β ₂∈(1,2], respectively. We derive the fundamental solution for the TSFDEDO with an initial condition (TSFDEDO-IC). The fundamental solution can be interpreted as a spatial probability density function evolving in time. We also investigate a discrete random walk model based on an explicit finite difference approximation for the TSFDEDO-IC.     

Stable oscillations in a predator-prey model with time lag

The Lotka-Volterra model with carrying capacity at the prey and time delay in the equation concerning the predator is considered. The time delay is taken into consideration by an integral with the weight function a exp(?at). It is shown that under certain conditions imposed upon the parameters of the system a supercritical Hopf bifurcation takes place at a certain value a₀, of a and the bifurcating closed paths are orbitally asymptotically stable for values of a below a₀.     

On orthogonal groups over the integers of a non-dyadic local field

Let L be a lattice in a quadratic space over a non-dyadic local field. We shall answer the question: What are the lattices whose unit groups coincide with that of L? If the residue class field has more than three elements the question is easy. In this case such a lattice must be $\text{a}$L or $\text{a}$L^# with a fractional ideal $\text{a}$ and the dual lattice L^# by Satz 2 of A. Kallmann, M. Kneser, and U. Stuhler (J. Reine Angew. Math.258 (1978), 51–54) or Theorem 5.2 of C. R. Riehm (Amer. J. Math.89 (1967), 549–577). But it is not easy in the case of the residue class field of three elements.     

The fundamental solution of the space-time fractional advection-dispersion equation

A space-time fractional advection-dispersion equation (ADE) is a generalization of the classical ADE in which the first-order time derivative is replaced with Caputo derivative of order α ∈ (0, 1], and the second-order space derivative is replaced with a Riesz-Feller derivative of order β ∈ (0, 2]. We derive the solution of its Cauchy problem in terms of the Green functions and the representations of the Green function by applying its Fourier-Laplace transforms. The Green function also can be interpreted as a spatial probability density function (pdf) evolving in time. We do the same on another kind of space-time fractional advection-dispersion equation whose space and time derivatives both replacing with Caputo derivatives.     

A new fractional finite volume method for solving the fractional diffusion equation

The inherent heterogeneities of many geophysical systems often gives rise to fast and slow pathways to water and chemical movement. One approach to model solute transport through such media is by fractional diffusion equations with a space–time dependent variable coefficient. In this paper, a two-sided space fractional diffusion model with a space–time dependent variable coefficient and a nonlinear source term subject to zero Dirichlet boundary conditions is considered.Some finite volume methods to solve a fractional differential equation with a constant dispersion coefficient have been proposed. The spatial discretisation employs fractionally-shifted Grünwald formulas to discretise the Riemann–Liouville fractional derivatives at control volume faces in terms of function values at the nodes. However, these finite volume methods have not been extended to two-dimensional and three-dimensional problems in a natural manner. In this paper, a new weighted fractional finite volume method with a nonlocal operator (using nodal basis functions) for solving this two-sided space fractional diffusion equation is proposed. Some numerical results for the Crank–Nicholson fractional finite volume method are given to show the stability, consistency and convergence of our computational approach. This novel simulation technique provides excellent tools for practical problems even when a complex transition zone is involved. This technique can be extend to two-dimensional and three-dimensional problems with complex regions.     

Fractional Brownian motion with complex variance via random walk in the complex plane and applications

A model of complex-valued fractional Brownian motion has been built up recently as the limit of a random walk in the complex plane, but this model involves radial steps only. It is shown that, by using non-radial steps, this model can be easily extended to define a fractional Brownian motion with complex-valued variance. The relations between complex-valued Brownian motion and the heat equation of order n is clarified and mainly one obtains the general expression of the probability density functions for these processes. One shows that the maximum entropy principle (MPE) provides the probability density of the complex-valued fractional Brownian motion, exactly like for the standard Brownian motion. And lastly, one shows that the heat equation of order 2n (which is the Fokker–Planck equation (FPE) of the complex-valued Brownian motion) has a solution which is similar to that of the FPE of fractional order introduced before by the author, therefore, to some extent, an identification between the complex-valued model via random walk in the complex plane and the model involving a derivative of fractional order.     

Detailed analysis of a conservative difference approximation for the time fractional diffusion equation

Diffusion equations that use time fractional derivatives are attractive because they describe a wealth of problems involving non-Markovian Random walks. The time fractional diffusion equation (TFDE) is obtained from the standard diffusion equation by replacing the first-order time derivative with a fractional derivative of order α? (0,1). Developing numerical methods for solving fractional partial differential equations is a new research field and the theoretical analysis of the numerical methods associated with them is not fully developed. In this paper an explicit conservative difference approximation (ECDA) for TFDE is proposed. We give a detailed analysis for this ECDA and generate discrete models of random walk suitable for simulating random variables whose spatial probability density evolves in time according to this fractional diffusion equation. The stability and convergence of the ECDA for TFDE in a bounded domain are discussed. Finally, some numerical examples are presented to show the application of the present technique.     

A complete description of convex bodies possessing the Markov property

A necessary and sufficient condition is derived (in terms of supporting functionals) for a closed convex body in a partially ordered Banach space to possess “Markov's property:” ifa < c < b,a ∈ K, b ∈ K, then c ∈ Int K. Our criterion enables us to express certain analytic results in geometrical form.     

Théorème limite pour une équation différentielle à coefficient aléatoire à mémoire longue

We consider an ordinary differential equation depending on a small parameter and with a long-range random coefficient. We establish that the solution of this ordinary differential equation converges to the solution of a stochastic differential equation driven by a fractional Brownian motion. The index of the fractional Brownian motion depends on the asymptotic behavior of the covariance function of the random coefficient. The proof of the convergence uses the T. Lyons theory of “rough paths”. To cite this article: R. Marty, C. R. Acad. Sci. Paris, Ser. I 338 (2004).     

The Kramers–Moyal expansion of the master equation that describes human migration in a bounded domain

It is known in quantitative sociodynamics that human migration in a bounded domain can be described by a nonlinear integro-partial differential equation, which is called the master equation. This equation has its origin in statistical physics. At a physical level of rigor we can formally expand the nonlinear integral operator contained in the master equation into an infinite series whose terms are nonlinear partial differential operators. The infinite series thus obtained is called the Kramers–Moyal expansion. The purpose of this paper is to give a mathematical justification of this formal expansion.     

Measure data problems,lower-order terms and interpolation effects

We deal with the solutions to nonlinear elliptic equations of the form $$-{\rm div}\, a(x, Du) + g(x, u)=f$$ , with f being just a summable function, under standard growth conditions on g and a. We prove general local decay estimates for level sets of the gradient of solutions in turn implying very general estimates in rearrangement and non-rearrangement function spaces, up to Lorentz–Morrey spaces. The results obtained are in clear accordance with the classical Gagliardo–Nirenberg interpolation theory.     

Stochastic Models for the Amount of Overflow in a Finite Dam with Random Inputs,Random Outputs,and Exponential Release Policy

In this article, we discuss finite dam models to study the expected amount of overflow in a given time. The inputs into the dam are taken as random and there are two types of outputs—one is random and the other is deterministic which is proportional to the content of the dam. The master equation for the expected amount of overflow is an one dimensional equation with separable kernel. For this class of master equation, the integral equation for the expected amount of overflow has been transformed exactly into ordinary differential equation with variable coefficients. The imbedding method is used to study the expected amount of overflow in a given time without emptiness in this period. We also consider the model for the expected amount of overflow in a given time with any number of emptiness of the dam in this period. The results are derived in the form of a third order differential Equation for the Laplace transformation function for the expected overflow. The closed form analytical solutions are obtained in terms of beta functions and degenerate hyper-geometric functions of two variables.     

Doubly periodic solutions of the coupled scalar field equations

Some doubly periodic (Jacobi elliptic function) solutions of the coupled Schrödinger–Boussinesq (KdV) equations are presented in closed form. Our approach is to introduce an auxiliary ordinary differential equation and use its Jacobi elliptic function solution to construct doubly periodic solutions of the coupled equations. When the module m→1, these solutions degenerate to the exact solitary wave solutions of the coupled equations.     

Analytical approximations for a population growth model with fractional order

In this paper, we apply the homotopy analysis method (HAM) to solve the fractional Volterra’s model for population growth of a species in a closed system. This technique is extended to give solutions for nonlinear fractional integro–differential equations. The whole HAM solution procedure for nonlinear fractional differential equations is established. Further, the accurate analytical approximations are obtained for the first time, which are valid and convergent for all time t. This indicates the validity and great potential of the homotopy analysis method for solving nonlinear fractional integro–differential equations.     

On the stability of fractional neutron point kinetics (FNPK)

The aim of this work is investigate the stability of fractional neutron point kinetics (FNPK). The method applied in this work considers the stability of FNPK as a linear fractional differential equation by transforming the s − plane to the W − plane. The FNPK equations is an approximation of the dynamics of the reactor that includes three new terms related to fractional derivatives, which are explored in this work with an aim to understand their effect in the system stability. Theoretical study of reactor dynamical systems plays a significant role in understanding the behavior of neutron density, which is important in the analysis of reactor safety. The fractional relaxation time (τ^α) for values of fractional-order derivative (α) were analyzed, and the minimum absolute phase was obtained in order to establish the stability of the system. The results show that nuclear reactor stability with FNPK is a function of the fractional relaxation time.     

The space fractional diffusion equation with Feller’s operator

This paper investigates the space fractional diffusion equation with fractional Feller’s operator. The Green’s function is obtained by using Fourier transform, and the analytical solutions of some space fractional diffusion equations with initial (or initial and boundary) condition are obtained in terms of Green’s function. In addition, numerical simulations are discussed. The results indicate that the effect range of skewness parameter θ has more effect on probability density than that of parameter α. The results also explain the property of the skewness and long tail in the asymmetry diffusion process.