No Arabic abstract
We present a short overview of the recent results in the theory of diffusion and wave equations with generalised derivative operators. We give generic examples of such generalised diffusion and wave equations, which include time-fractional, distributed order, and tempered time-fractional diffusion and wave equations. Such equations exhibit multi-scaling time behaviour, which makes them suitable for the description of different diffusive regimes and characteristic crossover dynamics in complex systems.
The change from the diffusion-limited to the reaction-limited cooperative behaviour in reaction-diffusion systems is analysed by comparing the universal long-time behaviour of the coagulation-diffusion process on a chain and on the Bethe lattice. On a chain, this model is exactly solvable through the empty-interval method. This method can be extended to the Bethe lattice, in the ben-Avraham-Glasser approximation. On the Bethe lattice, the analysis of the Laplace-transformed time-dependent particle-density is analogous to the study of the stationary state, if a stochastic reset to a configuration of uncorrelated particles is added. In this stationary state logarithmic corrections to scaling are found, as expected for systems at the upper critical dimension. Analogous results hold true for the time-integrated particle-density. The crossover scaling functions and the associated effective exponents between the chain and the Bethe lattice are derived.
We consider the mean time to absorption by an absorbing target of a diffusive particle with the addition of a process whereby the particle is reset to its initial position with rate $r$. We consider several generalisations of the model of M. R. Evans and S. N. Majumdar (2011), Diffusion with stochastic resetting, Phys. Rev. Lett. 106, 160601: (i) a space dependent resetting rate $r(x)$ ii) resetting to a random position $z$ drawn from a resetting distribution ${cal P}(z)$ iii) a spatial distribution for the absorbing target $P_T(x)$. As an example of (i) we show that the introduction of a non-resetting window around the initial position can reduce the mean time to absorption provided that the initial position is sufficiently far from the target. We address the problem of optimal resetting, that is, minimising the mean time to absorption for a given target distribution. For an exponentially decaying target distribution centred at the origin we show that a transition in the optimal resetting distribution occurs as the target distribution narrows.
We consider an evolution equation with the Caputo-Dzhrbashyan fractional derivative of order $alpha in (1,2)$ with respect to the time variable, and the second order uniformly elliptic operator with variable coefficients acting in spatial variables. This equation describes the propagation of stress pulses in a viscoelastic medium. Its properties are intermediate between those of parabolic and hyperbolic equations. In this paper, we construct and investigate a fundamental solution of the Cauchy problem, prove existence and uniqueness theorems for such equations.
It is pointed out that, for the fractional Fokker-Planck equation for subdiffusion proposed by Metzler, Barkai, and Klafter [Phys. Rev. Lett. 82 (1999) 3563], there are four types of infinitely many exact solutions associated with the newly discovered exceptional orthogonal polynomials. They represent fractionally deform
We present a classical, mesoscopic derivation of the Fokker-Planck equation for diffusion in an expanding medium. To this end, we take a conveniently generalized Chapman-Kolmogorov equation as the starting point. We obtain an analytical expression for the Greens function (propagator) and investigate both analytically and numerically how this function and the associated moments behave. We also study first-passage properties in expanding hyperspherical geometries. We show that in all cases the behavior is determined to a great extent by the so-called Brownian conformal time $tau(t)$, which we define via the relation $dot tau=1/a^2$, where $a(t)$ is the expansion scale factor. If the medium expansion is driven by a power law [$a(t) propto t^gamma$ with $gamma>0$], we find interesting crossover effects in the mixing effectiveness of the diffusion process when the characteristic exponent $gamma$ is varied. Crossover effects are also found at the level of the survival probability and of the moments of the first passage-time distribution with two different regimes separated by the critical value $gamma=1/2$. The case of an exponential scale factor is analyzed separately both for expanding and contracting media. In the latter situation, a stationary probability distribution arises in the long time limit.