Fractional Partial Differential Equations And Their Numerical Solutions

Fractional Partial Differential Equations And Their Numerical Solutions

Author: Boling Guo

Publisher: World Scientific

Published: 2015-03-09

Total Pages: 347

ISBN-13: 9814667064

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This book aims to introduce some new trends and results on the study of the fractional differential equations, and to provide a good understanding of this field to beginners who are interested in this field, which is the authors' beautiful hope.This book describes theoretical and numerical aspects of the fractional partial differential equations, including the authors' researches in this field, such as the fractional Nonlinear Schrödinger equations, fractional Landau-Lifshitz equations and fractional Ginzburg-Landau equations. It also covers enough fundamental knowledge on the fractional derivatives and fractional integrals, and enough background of the fractional PDEs.


Functional Distribution Of Anomalous And Nonergodic Diffusion: From Stochastic Processes To Pdes

Functional Distribution Of Anomalous And Nonergodic Diffusion: From Stochastic Processes To Pdes

Author: Weihua Deng

Publisher: World Scientific

Published: 2022-06-20

Total Pages: 258

ISBN-13: 9811250510

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This volume presents a pedagogical review of the functional distribution of anomalous and nonergodic diffusion and its numerical simulations, starting from the studied stochastic processes to the deterministic partial differential equations governing the probability density function of the functionals. Since the remarkable theory of Brownian motion was proposed by Einstein in 1905, it had a sustained and broad impact on diverse fields, such as physics, chemistry, biology, economics, and mathematics. The functionals of Brownian motion are later widely attractive for their extensive applications. It was Kac, who firstly realized the statistical properties of these functionals can be studied by using Feynman's path integrals.In recent decades, anomalous and nonergodic diffusions which are non-Brownian become topical issues, such as fractional Brownian motion, Lévy process, Lévy walk, among others. This volume examines the statistical properties of the non-Brownian functionals, derives the governing equations of their distributions, and shows some algorithms for solving these equations numerically.


An Introduction to Anomalous Diffusion and Relaxation

An Introduction to Anomalous Diffusion and Relaxation

Author: Luiz Roberto Evangelista

Publisher: Springer Nature

Published: 2023-01-01

Total Pages: 411

ISBN-13: 3031181506

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This book provides a contemporary treatment of the problems related to anomalous diffusion and anomalous relaxation. It collects and promotes unprecedented applications dealing with diffusion problems and surface effects, adsorption-desorption phenomena, memory effects, reaction-diffusion equations, and relaxation in constrained structures of classical and quantum processes. The topics covered by the book are of current interest and comprehensive range, including concepts in diffusion and stochastic physics, random walks, and elements of fractional calculus. They are accompanied by a detailed exposition of the mathematical techniques intended to serve the reader as a tool to handle modern boundary value problems. This self-contained text can be used as a reference source for graduates and researchers working in applied mathematics, physics of complex systems and fluids, condensed matter physics, statistical physics, chemistry, chemical and electrical engineering, biology, and many others.


Fractals, Diffusion, and Relaxation in Disordered Complex Systems

Fractals, Diffusion, and Relaxation in Disordered Complex Systems

Author: Yuri P. Kalmykov

Publisher: John Wiley & Sons

Published: 2006-07-18

Total Pages: 432

ISBN-13: 0471790257

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Fractals, Diffusion, and Relaxation in Disordered Complex Systems is a special guest-edited, two-part volume of Advances in Chemical Physics that continues to report recent advances with significant, up-to-date chapters by internationally recognized researchers.


Fractional Diffusion Equations and Anomalous Diffusion

Fractional Diffusion Equations and Anomalous Diffusion

Author: Luiz Roberto Evangelista

Publisher: Cambridge University Press

Published: 2018-01-25

Total Pages: 362

ISBN-13: 1108695035

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Anomalous diffusion has been detected in a wide variety of scenarios, from fractal media, systems with memory, transport processes in porous media, to fluctuations of financial markets, tumour growth, and complex fluids. Providing a contemporary treatment of this process, this book examines the recent literature on anomalous diffusion and covers a rich class of problems in which surface effects are important, offering detailed mathematical tools of usual and fractional calculus for a wide audience of scientists and graduate students in physics, mathematics, chemistry and engineering. Including the basic mathematical tools needed to understand the rules for operating with the fractional derivatives and fractional differential equations, this self-contained text presents the possibility of using fractional diffusion equations with anomalous diffusion phenomena to propose powerful mathematical models for a large variety of fundamental and practical problems in a fast-growing field of research.


Fractals, Diffusion, and Relaxation in Disordered Complex Systems

Fractals, Diffusion, and Relaxation in Disordered Complex Systems

Author: Yuri P. Kalmykov

Publisher: John Wiley & Sons

Published: 2006-07-21

Total Pages: 592

ISBN-13: 047003713X

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Fractals, Diffusion and Relaxation in Disordered Complex Systems is a special guest-edited, two-part volume of Advances in Chemical Physics that continues to report recent advances with significant, up-to-date chapters by internationally recognized researchers.


Beyond The Triangle: Brownian Motion, Ito Calculus, And Fokker-planck Equation - Fractional Generalizations

Beyond The Triangle: Brownian Motion, Ito Calculus, And Fokker-planck Equation - Fractional Generalizations

Author: Sabir Umarov

Publisher: World Scientific

Published: 2018-02-13

Total Pages: 192

ISBN-13: 9813230991

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The book is devoted to the fundamental relationship between three objects: a stochastic process, stochastic differential equations driven by that process and their associated Fokker-Planck-Kolmogorov equations. This book discusses wide fractional generalizations of this fundamental triple relationship, where the driving process represents a time-changed stochastic process; the Fokker-Planck-Kolmogorov equation involves time-fractional order derivatives and spatial pseudo-differential operators; and the associated stochastic differential equation describes the stochastic behavior of the solution process. It contains recent results obtained in this direction.This book is important since the latest developments in the field, including the role of driving processes and their scaling limits, the forms of corresponding stochastic differential equations, and associated FPK equations, are systematically presented. Examples and important applications to various scientific, engineering, and economics problems make the book attractive for all interested researchers, educators, and graduate students.


Modeling Anomalous Diffusion: From Statistics To Mathematics

Modeling Anomalous Diffusion: From Statistics To Mathematics

Author: Weihua Deng

Publisher: World Scientific

Published: 2020-01-06

Total Pages: 267

ISBN-13: 9811213011

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This book focuses on modeling the anomalous diffusion phenomena, being ubiquitous in the natural world. Both the microscopic models (stochastic processes) and macroscopic models (partial differential equations) have been built up. The relationships between the two kinds of models are clarified, and based on these models, some statistical observables are analyzed. From statistics to mathematics, the built models show their power with their associated applications.This book is important for students to develop basic skills to be able to succeed in their future research. In addition to introducing the related models or methods, it also provides the corresponding applications and simulation results, which will attract more readers ranging from mathematicians to physicists or chemists, to name a few.