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We discuss the role of the initial conditions for the dynamical anomalies observed in the quasi-stationary states of the Hamiltonian mean field (HMF) model.
Persistent link: https://www.econbiz.de/10010872954
In recent years the interest around the study of anomalous relaxation and diffusion processes is increased due to their importance in several natural phenomena. Moreover, a further generalization has been developed by introducing time-fractional differentiation of distributed order which ranges...
Persistent link: https://www.econbiz.de/10010873221
A model, which describes contaminant transport in statistically homogeneous, disordered medium with sharply contrasting properties, is analyzed. At intermediate times, when there is no equilibrium between mobile and immobile contaminant fractions, the transport is described by a set of regimes...
Persistent link: https://www.econbiz.de/10010873272
We developed the most general Lévy walks with varying velocity, shorter called the Weierstrass walks (WW) model, by which one can describe both stationary and non-stationary stochastic time series. We considered a non-Brownian random walk where the walker moves, in general, with a velocity that...
Persistent link: https://www.econbiz.de/10010873483
We analyze a multidimensional nonlinear diffusion equation taking a spatial time dependent diffusion coefficient and external forces into account. We obtain new exact classes of solutions and investigate the transverse effects induced by an external force applied in the system. We also connect...
Persistent link: https://www.econbiz.de/10010874162
Continuous time random walks (CTRWs) are used in physics to model anomalous diffusion, by incorporating a random waiting time between particle jumps. In finance, the particle jumps are log-returns and the waiting times measure delay between transactions. These two random variables (log-return...
Persistent link: https://www.econbiz.de/10010874376
Moving particles that rest along their trajectory lead to time-fractional diffusion equations for the scaling limit distributions. For power law waiting times with infinite mean, the equation contains a fractional time derivative of order between 0 and 1. For finite mean waiting times, the most...
Persistent link: https://www.econbiz.de/10010874598
In this paper we introduce and analyze a class of diffusion type equations related to certain non-Markovian stochastic processes. We start from the forward drift equation which is made non-local in time by the introduction of a suitable chosen memory kernel K(t). The resulting non-Markovian...
Persistent link: https://www.econbiz.de/10010874687
The motion of contaminant particles through complex environments such as fractured rocks or porous sediments is often characterized by anomalous diffusion: the spread of the transported quantity is found to grow sublinearly in time due to the presence of obstacles which hinder particle...
Persistent link: https://www.econbiz.de/10010874809
The present study extends the correspondence principle of Martinez et al. that establishes a link between nonlinear Fokker–Planck equations (NLFPEs) and the variational principle approach of the theory of canonical ensembles. By virtue of the extended correspondence principle we reobtain...
Persistent link: https://www.econbiz.de/10010871689