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.     

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.     

Diffusion and relaxation of the fractional order in fractal media in the classical and quantum cases

Two model examples of the application of fractional calculus are considered. The Riemann–Liouville fractional derivative with 0 < α ≤ 1 was used. The solution of a fractional equation, which describes anomalous relaxation and diffusion in an isotropic fractal space, has been obtained in the form of the product of a Fox function by a Mittag-Leffler function. The solution is simpler than that given in Ref. 6 and it generalizes the result reported in Ref. 7. For the quantum case, a solution of the generalized Neumann–Kolmogorov fractional quantum-statistical equation has been obtained for an incomplete statistical operator which describes the random walk of a quantum spin particle, retarded in traps over a fractal space. The solution contains contributions from quantum Mittag-Leffler (nonharmonic) fractional oscillations, anomalous relaxation, noise fractional oscillations, and exponential fractional diffusion oscillation damping.     

Finite difference approximations for a fractional advection diffusion problem

The use of the conventional advection diffusion equation in many physical situations has been questioned by many investigators in recent years and alternative diffusion models have been proposed. Fractional space derivatives are used to model anomalous diffusion or dispersion, where a particle plume spreads at a rate inconsistent with the classical Brownian motion model. When a fractional derivative replaces the second derivative in a diffusion or dispersion model, it leads to enhanced diffusion, also called superdiffusion. We consider a one-dimensional advection–diffusion model, where the usual second-order derivative gives place to a fractional derivative of order α$\alpha$, with 1<α?2$1<\alpha ?2$. We derive explicit finite difference schemes which can be seen as generalizations of already existing schemes in the literature for the advection–diffusion equation. We present the order of accuracy of the schemes and in order to show its convergence we prove they are stable under certain conditions. In the end we present a test problem.     

Comments on employing the Riesz-Feller derivative in the Schrödinger equation

In this paper, we deal with a fractional Schrödinger equation that contains the quantum Riesz-Feller derivative instead of the Laplace operator in the case of a particle moving in a potential field. In particular, this equation is solved for a free particle in terms of the Fox H-function. On the other hand, we show that from physical viewpoint, the fractional Schrödinger equation with the quantum Riesz-Feller derivative of order α, 0 < α ≤ 2 and skewness θ makes sense only if it reduces to the Laplace operator (α = 2) or to the quantum Riesz fractional derivative (θ = 0). The reason is that the quantum Riesz-Feller derivative is a Hermitian operator and possesses real eigenvalues only when α = 2 or θ = 0. We then focus on the time-independent one-dimensional fractional Schrödinger equation with the quantum Riesz derivative in the case of a particle moving in an infinite potential well. In particular, we show that the explicit formulas for the eigenvalues and eigenfunctions of the time-independent fractional Schrödinger equation that some authors recently claimed to receive cannot be valid. The problem to find right formulas is still open.     

间歇湍流的分数阶动力学

间歇湍流意味着湍流涡旋并不充满空间,其维数介于2和3之间.湍流扩散为超扩散,且概率密度分布具有长尾特征.本文将流体力学的Navier-Stokes(NS)方程中的黏性项用分数阶的拉普拉斯算子表达.分析表明,分数阶拉普拉斯的阶数α和间歇湍流的维数D相联系.对于均匀各向同性的Kolmogorov湍流α=2,即用整数阶NS方程描述.而对于间歇性湍流,一定用分数阶的NS方程来描述.对于Kolmogorov湍流,扩散方差正比于t3,即Richardson扩散.而对于间歇性湍流,扩散方差要比Richardson扩散更强.     

RLC electrical circuit of non-integer order

In this work a fractional differential equation for the electrical RLC circuit is studied. The order of the derivative being considered is 0 < γ ≤ 1. To keep the dimensionality of the physical quantities R, L and C an auxiliary parameter γ is introduced. This parameter characterizes the existence of fractional components in the system. It is shown that there is a relation between and σ through the physical parameters RLC of the circuit. Due to this relation, the analytical solution is given in terms of the Mittag-Leffler function depending on the order of the fractional differential equation.     

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     

Continuum description of anomalous diffusion on a comb structure

Anomalous diffusion on a comb structure consisting of a one-dimensional backbone and lateral branches (teeth) of random length is considered. A well-defined classification of the trajectories of random walks reduces the original problem to an analysis of classical diffusion on the backbone, where, however, the time of this process is a random quantity. Its distribution is dictated by the properties of the random walks of the diffusing particles on the teeth. The feasibility of applying mean-field theory in such a model is demonstrated, and the equation for the Green’s function with a partial derivative of fractional order is obtained. The characteristic features of the propagation of particles on a comb structure are analyzed. We obtain a model of an effective homogeneous medium in which diffusion is described by an equation with a fractional derivative with respect to time and an initial condition that is an integral of fractional order. Zh. éksp. Teor. Fiz. 114, 1284–1312 (October 1998)     

Fokker-Planck equation with fractional coordinate derivatives

Using the generalized Kolmogorov-Feller equation with long-range interaction, we obtain kinetic equations with fractional derivatives with respect to coordinates. The method of successive approximations, with averaging with respect to a fast variable, is used. The main assumption is that the correlation function of probability densities of particles to make a step has a power-law dependence. As a result, we obtain a Fokker-Planck equation with fractional coordinate derivative of order 1<α<2.     

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.     

Temporal Diffusion: From Microscopic Dynamics to Generalised Fokker–Planck and Fractional Equations

The temporal Fokker–Planck equation (Boon et al. in J Stat Phys 3/4: 527, 2003) or propagation–dispersion equation was derived to describe diffusive processes with temporal dispersion rather than spatial dispersion as in classical diffusion. We present two generalizations of the temporal Fokker–Planck equation for the first passage distribution function \(f_j(r,t)\) of a particle moving on a substrate with time delays \(\tau _j\). Both generalizations follow from the first visit recurrence relation. In the first case, the time delays depend on the local concentration, that is the time delay probability \(P_j\) is a functional of the particle distribution function and we show that when the functional dependence is of the power law type, \(P_j \propto f_j^{\nu - 1}\), the generalized Fokker–Planck equation exhibits a structure similar to that of the nonlinear spatial diffusion equation where the roles of space and time are reversed. In the second case, we consider the situation where the time delays are distributed according to a power law, \(P_j \propto \tau _j^{-1-\alpha }\) (with \(0< \alpha < 2\)), in which case we obtain a fractional propagation-dispersion equation which is the temporal analog of the fractional spatial diffusion equation (with space and time interchanged). The analysis shows how certain microscopic mechanisms can lead to non-Gaussian distributions and non-classical scaling exponents.     

Diffusion in a heterogeneous medium for low concentrations

The equations describing diffusion on a heterogeneous lattice for low concentrations are considered taking into account lattice site blocking. It is shown that lattice site blocking cannot be disregarded in the case of a strongly heterogeneous lattice even for low concentrations. It is established that the equation with a fractional time derivative holds only in a bounded time interval. Anomalous diffusion, which is described by the equation with a fractional time derivative at the initial stage, must be described over long time periods by an ordinary diffusion equation with a concentration-dependent diffusion coefficient.     

Results for a fractional diffusion equation with a nonlocal term in spherical symmetry

We obtain time dependent solutions for a fractional diffusion equation containing a nonlocal term by considering the spherical symmetry and using the Green function approach. The nonlocal term incorporated in the diffusion equation may also be related to the spatial and time fractional derivative and introduces different regimes of spreading of the solution with the time evolution. In addition, a rich class of anomalous diffusion processes may be described from the results obtained here.     

Some properties of the fundamental solution to the signalling problem for the fractional diffusion-wave equation

In this paper, the one-dimensional time-fractional diffusion-wave equation with the Caputo fractional derivative of order α, 1 ≤ α ≤ 2 and with constant coefficients is revisited. It is known that the diffusion and the wave equations behave quite differently regarding their response to a localized disturbance. Whereas the diffusion equation describes a process where a disturbance spreads infinitely fast, the propagation speed of the disturbance is a constant for the wave equation. We show that the time-fractional diffusion-wave equation interpolates between these two different responses and investigate the behavior of its fundamental solution for the signalling problem in detail. In particular, the maximum location, the maximum value, and the propagation velocity of the maximum point of the fundamental solution for the signalling problem are described analytically and calculated numerically.     

长时相干效应与分形布朗运动

 我们研究了阻尼布朗粒子，在具有幂律长时相干C(t)~t^-β（0<β<1，1<β<2）的无规涨落力作用下的运动情况。我们发现它是作分形布朗运动，而不是作普通的布朗运动，而且，找出了分形布朗运动的有效Fokker-Planck方程，以及相应的精确解。于是第一次把长时相干效应和分形布朗运动建立了定量的联系。     

Transient bi-fractional diffusion: space-time coupling inducing the coexistence of two fractional diffusions

Anomalous diffusion is researched within the framework of the coupled continuous time random walk model, in which the space-time coupling is considered through the correlated function g(t) ~ t ^γ , 0 ≤ γ< 2, and the probability density function ω(t) of a particle’s transition time t follows a power law for large t: ω(t) ~ t ^{? (1 + α)},1 <α< 2. The bi-fractional generalized master equation is derived analytically which can be applied to describe the transient bi-fractional diffusion phenomenon which is induced by the space-time coupling and the asymptotic behavior of ω(t). Numerical results show that for the transient bi-fractional diffusion, there is a transition from one fractional diffusion to another one in the diffusive process.     

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.     

Axisymmetric solutions to fractional diffusion-wave equation in a cylinder under Robin boundary condition

The axisymmetric time-fractional diffusion-wave equation with the Caputo derivative of the order 0 < α ≤ 2 is considered in a cylinder under the prescribed linear combination of the values of the sought function and the values of its normal derivative at the boundary. The fundamental solutions to the Cauchy, source, and boundary problems are investigated. The Laplace transform with respect to time and finite Hankel transform with respect to the radial coordinate are used. The solutions are obtained in terms of Mittag-Leffler functions. The numerical results are illustrated graphically.