Fractional generalized Langevin equation approach to single-file diffusion

Fractional generalized Langevin equation with external force is used to model single-file diffusion. It is found that for external force that varies with power law the solution for such a fractional Langevin equation gives the correct short and long time behavior for the mean square displacement of single-file diffusion when appropriate choice of parameters associated with fractional generalized Langevin equation are used. By considering some special cases of the fractional generalized Langevin equation, a new class of closed analytic expressions for the mean square displacement of single-file diffusion can be obtained. The effective Fokker-Planck equation associated with single-file diffusion is briefly considered.     

Numerical Solution of Fractional Partial Differential Equations by Discrete Adomian Decomposition Method

In this paper we find the solution of linear as well as nonlinear fractional partial differential equations using discrete Adomian decomposition method. Here we develop the discrete Adomian decomposition method to find the solution of fractional discrete diffusion equation, nonlinear fractional discrete Schrodinger equation, fractional discrete Ablowitz-Ladik equation and nonlinear fractional discrete Burger's equation. The obtained solution is verified by comparison with exact solution when $\alpha=1$.     

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.     

Fractional kinetic equations: solutions and applications

Fractional generalization of the diffusion equation includes fractional derivatives with respect to time and coordinate. It had been introduced to describe anomalous kinetics of simple dynamical systems with chaotic motion. We consider a symmetrized fractional diffusion equation with a source and find different asymptotic solutions applying a method which is similar to the method of separation of variables. The method has a clear physical interpretation presenting the solution in a form of decomposition of the process of fractal Brownian motion and Levy-type process. Fractional generalization of the Kolmogorov-Feller equation is introduced and its solutions are analyzed. (c) 1997 American Institute of Physics.     

1/2-Order Fractional Fokker–Planck Equation on Comblike Model

From the generalized scheme of random walks on the comblike structure, it is shown how a 1/2-order fractional Fokker–Planck equation can be derived. The operator method for the moments associated with the distribution function p(x,t) is used to solve the resulting equation. Also the anomalous diffusion along the backbone of the structure has been considered.     

Fractional nonlinear diffusion equation and first passage time

We investigate the solutions and the first passage time for anomalous diffusion processes governed by the fractional nonlinear diffusion equation with a space- and time-dependent diffusion coefficient subject to absorbing boundaries and the initial condition. We obtain explicit analytical expression for the probability distribution, the first passage time distribution, the mean first passage time, and the mean squared displacement corresponding to different time-dependent diffusion coefficient. In addition, we compare our results for the first passage time distribution and the mean first passage time with the one obtained by usual linear diffusion equation with time-dependent diffusion coefficient.     

Spectral Analysis of Fractional Kinetic Equations with Random Data

We present a spectral representation of the mean-square solution of the fractional kinetic equation (also known as fractional diffusion equation) with random initial condition. Gaussian and non-Gaussian limiting distributions of the renormalized solution of the fractional-in-time and in-space kinetic equation are described in terms of multiple stochastic integral representations.     

Fractional corresponding operator in quantum mechanics and applications: A uniform fractional Schrödinger equation in form and fractional quantization methods

In this paper we use Dirac function to construct a fractional operator called fractional corresponding operator, which is the general form of momentum corresponding operator. Then we give a judging theorem for this operator and with this judging theorem we prove that R–L, G–L, Caputo, Riesz fractional derivative operator and fractional derivative operator based on generalized functions, which are the most popular ones, coincide with the fractional corresponding operator. As a typical application, we use the fractional corresponding operator to construct a new fractional quantization scheme and then derive a uniform fractional Schrödinger equation in form. Additionally, we find that the five forms of fractional Schrödinger equation belong to the particular cases. As another main result of this paper, we use fractional corresponding operator to generalize fractional quantization scheme by using Lévy path integral and use it to derive the corresponding general form of fractional Schrödinger equation, which consequently proves that these two quantization schemes are equivalent. Meanwhile, relations between the theory in fractional quantum mechanics and that in classic quantum mechanics are also discussed. As a physical example, we consider a particle in an infinite potential well. We give its wave functions and energy spectrums in two ways and find that both results are the same.     

Solutions to Class of Linear and Nonlinear Fractional Differential Equations

In this paper, the fractional auxiliary sub-equation expansion method is proposed to solve nonlinear fractional differential equations. To illustrate the effectiveness of the method, we discuss the space-time fractional Kd V equation, the space-time fractional RLW equation, the space-time fractional Boussinesq equation, and the(3+1)-spacetime fractional ZK equation. The solutions are expressed in terms of fractional hyperbolic and fractional trigonometric functions. These solutions are useful to understand the mechanisms of the complicated nonlinear physical phenomena and fractional differential equations. Among these solutions, some are found for the first time. The analytical solution of homogenous linear FDEs with constant coefficients are obtained by using the series and the Mittag–Leffler function methods. The obtained results recover the well-know solutions when α = 1.     

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     

Existence of a Unique Solution to a Fractional Partial Differential Equation and Its Continuous Dependence on Parameters

In the present paper we give conditions under which there exists a unique weak solution for a nonlocal equation driven by the integrodifferential operator of fractional Laplacian type. We argue for the optimality of some assumptions. Some Lyapunov-type inequalities are given. We also study the continuous dependence of the solution on parameters. In proofs we use monotonicity and variational methods.     

Residence Time Statistics for Normal and Fractional Diffusion in a Force Field

We investigate statistics of occupation times for an over-damped Brownian particle in an external force field, using a backward Fokker–Planck equation introduced by Majumdar and Comtet. For an arbitrary potential field the distribution of occupation times is expressed in terms of solutions of the corresponding first passage time problem. This general relationship between occupation times and first passage times, is valid for normal Markovian diffusion and for non-Markovian sub-diffusion, the latter modeled using the fractional Fokker–Planck equation. For binding potential fields we find in the long time limit ergodic behavior for normal diffusion, while for the fractional framework weak ergodicity breaking is found, in agreement with previous results of Bel and Barkai on the continuous time random walk on a lattice. For non-binding cases, rich physical behaviors are obtained, and classification of occupation time statistics is made possible according to whether or not the underlying random walk is recurrent and the averaged first return time to the origin is finite. Our work establishes a link between fractional calculus and ergodicity breaking.     

Front dynamics in reaction-diffusion systems with Levy flights: a fractional diffusion approach

The use of reaction-diffusion models rests on the key assumption that the diffusive process is Gaussian. However, a growing number of studies have pointed out the presence of anomalous diffusion, and there is a need to understand reactive systems in the presence of this type of non-Gaussian diffusion. Here we study front dynamics in reaction-diffusion systems where anomalous diffusion is due to asymmetric Levy flights. Our approach consists of replacing the Laplacian diffusion operator by a fractional diffusion operator of order alpha, whose fundamental solutions are Levy alpha-stable distributions that exhibit power law decay, x(-(1+alpha)). Numerical simulations of the fractional Fisher-Kolmogorov equation and analytical arguments show that anomalous diffusion leads to the exponential acceleration of the front and a universal power law decay, x(-alpha), of the front's tail.     

The Influence of Fractional Diffusion in Fisher-KPP Equations

We study the Fisher-KPP equation where the Laplacian is replaced by the generator of a Feller semigroup with power decaying kernel, an important example being the fractional Laplacian. In contrast with the case of the standard Laplacian where the stable state invades the unstable one at constant speed, we prove that with fractional diffusion, generated for instance by a stable Lévy process, the front position is exponential in time. Our results provide a mathematically rigorous justification of numerous heuristics about this model.     

Multi-time fractional diffusion equation

We construct a fundamental solution of a multi-time diffusion equation with the Dzhrbashyan-Nersesyan fractional differentiation operator with respect to the time variables. We give a representation for a solution of the Cauchy problem and prove the uniqueness theorem in the class of functions of fast growth. The corresponding results for equations with Riemann-Liouville and Caputo derivatives are obtained as particular cases of the proved assertions.     

Fractional diffusion equation in half-space with Robin boundary condition

The initial and boundary value problem for the fractional diffusion equation in half-space with the Robin boundary condition is considered. The solution is comprised of two parts: the contribution of the initial value and the contribution of the boundary value, for which the respective fundamental solutions are given. Finally, the solution formula of the considered problem is obtained.     

Fractional diffusion-wave problem in cylindrical coordinates

In this Letter, we present analytical and numerical solutions for an axis-symmetric diffusion-wave equation. For problem formulation, the fractional time derivative is described in the sense of Riemann-Liouville. The analytical solution of the problem is determined by using the method of separation of variables. Eigenfunctions whose linear combination constitute the closed form of the solution are obtained. For numerical computation, the fractional derivative is approximated using the Grünwald-Letnikov scheme. Simulation results are given for different values of order of fractional derivative. We indicate the effectiveness of numerical scheme by comparing the numerical and the analytical results for α=1 which represents the order of derivative.