We study the possibility of probing new physics accounting for $(g-2)_mu$ anomaly and gravitational waves with pulsar timing array measurements. The model we consider is either a light gauge boson or neutral scalar interacting with muons. We show that the parameter spaces of dark $U(1)$ model with kinetic mixing explaining $(g-2)_mu$ anomaly can realize a first-order phase transition, and the yield-produced gravitational wave may address the common red noise observed in the NANOGrav 12.5-yr dataset.
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