Two-time scale subordination in physical processes with long-term memory

DOI10.1016/j.aop.2007.04.011zbMath1164.82007arXiv1111.3192OpenAlexW2038660487MaRDI QIDQ2481003

Karina Weron, Aleksander A. Stanislavsky

Publication date: 7 April 2008

Published in: Annals of Physics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1111.3192

zbMATH Keywords

subordinationanomalous diffusiontrapping reactioncontinuous medium with memorynonexponential relaxation

Mathematics Subject Classification ID

Stochastic methods (Fokker-Planck, Langevin, etc.) applied to problems in time-dependent statistical mechanics (82C31) Interface problems; diffusion-limited aggregation in time-dependent statistical mechanics (82C24)

Related Items (24)

The continuity, regularity and polynomial stability of mild solutions for stochastic 2D-Stokes equations with unbounded delay driven by tempered fractional Gaussian noise ⋮ Fractional Brownian motion time-changed by gamma and inverse gamma process ⋮ Black-Scholes formula in subdiffusive regime ⋮ Stable Lévy motion with inverse Gaussian subordinator ⋮ Langevin picture of subdiffusion with infinitely divisible waiting times ⋮ Linnik Lévy process and some extensions ⋮ Mixtures of Tempered Stable Subordinators ⋮ Asymptotic properties of Brownian motion delayed by inverse subordinators ⋮ Convoluted fractional Poisson process of order k ⋮ Fractional dynamics at multiple times ⋮ Ornstein-Uhlenbeck process driven by \(\alpha\)-stable process and its gamma subordination ⋮ Solving Multidimensional Fractional Fokker--Planck Equations via Unbiased Density Formulas for Anomalous Diffusion Processes ⋮ A Semi-Markov Algorithm for Continuous Time Random Walk Limit Distributions ⋮ Stable Lévy process delayed by tempered stable subordinator ⋮ Transient anomalous sub-diffusion on bounded domains ⋮ Calibration of the subdiffusive arithmetic Brownian motion with tempered stable waiting-times ⋮ Delayed and rushed motions through time change ⋮ Stochastic representation of a fractional subdiffusion equation. The case of infinitely divisible waiting times, Lévy noise and space-time-dependent coefficients ⋮ Time-changed Poisson processes of order k ⋮ Diffusion and Fokker-Planck-Smoluchowski equations with generalized memory kernel ⋮ Separation and stability of solutions to nonlinear systems involving Caputo-Fabrizio derivatives ⋮ Tempered Fractional Model of Transient Current in Organic Semiconductor Layers ⋮ Atypical case of the dielectric relaxation responses and its fractional kinetic equation ⋮ Survival in two-species reaction-diffusion system with Lévy flights: renormalization group treatment and numerical simulations

Cites Work

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• Fractal behavior in trapping and reaction: A random walk study
• Probability interpretation of the integral of fractional order
• Diffusion and Reactions in Fractals and Disordered Systems
• Fractional diffusion and wave equations
• On the Appearance of the Fractional Derivative in the Behavior of Real Materials
• A Theoretical Basis for the Application of Fractional Calculus to Viscoelasticity
• Limit theorems for continuous-time random walks with infinite mean waiting times
• The random walk's guide to anomalous diffusion: A fractional dynamics approach

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