Levy flights and fractional Brownian motion (fBm) have become exemplars of the heavy tailed jumps and long-ranged memory seen in space physics and elsewhere. Natural time series frequently combine both effects, and Linear Fractional Stable Motion (LFSM) is a model process of this type, combining alpha-stable jumps with a memory kernel. In contrast complex physical spatiotemporal diffusion processes where both the above effects compete-dubbed "ambivalent" by Brockmann et al (2006}-have for many years been modelled using the fully fractional (FF) kinetic equation for the continuous time random walk (CTRW), with power laws in the pdfs of both jump size and waiting time. We derive the analogous kinetic equation for LFSM and show that it has a diffusion coefficient with a power law in time rather than having a fractional time derivative like the CTRW. We develop earlier comments by Lutz (2001) on how fBm differs from its fractional time process counterpart. We go on to argue more physically why LFSM and the FFCTRW might indeed be expected to differ, and discuss some preliminary results on the scaling of burst "sizes" and "durations" in LFSM time series, with applications to modelling existing observations in space physics.
We consider general convolutional derivatives and related fractional statistical dynamics of continuous interacting particle systems. We apply the subordination principle to construct kinetic fractional statistical dynamics in the continuum in terms of solutions to Vlasov-type hierarchies. Conditions for the intermittency property of fractional kinetic dynamics are obtained.
We apply the subordination principle to construct kinetic fractional statistical dynamics in the continuum in terms of solutions to Vlasov-type hierarchies. As a by-product we obtain the evolution of the density of particles in the fractional kinetics in terms of a non-linear Vlasov-type kinetic equation. As an application we study the intermittency of the fractional mesoscopic dynamics.
The introduction of a fractional differential operator defined in terms of the Riemann-Liouville derivative makes it possible to generalize the kinetic equations used to model relaxation in dielectrics. In this context such fractional equations are called fractional kinetic relaxation equations and their solutions, called fractional kinetic relaxation functions, are given in terms of Mittag-Leffler functions. These fractional kinetic relaxation functions generalize the kinetic relaxation functions associated with the Debye, Cole-Cole, Cole-Davidson and Havriliak-Negami models, as the latter fu…
An Alternative Method for Solving a Certain Class of Fractional Kinetic Equations
Saxena and Kalla（2007）最近给出了一种求解Haubold and Mathai（2000）和Saxena et al.（2002，2004 a，2004 b）早期求解的分数阶动力学方程的替代方法。这种方法也可用于求解比上述作者所解的分数阶动力学方程更一般的分数阶动力学方程。考虑到动力学方程在某些控制复杂系统中反应扩散和反常扩散的物理问题中的有用性和重要性，作者提出了另一种简单的方法来导出上述作者和Nonnenmacher和Metzler（1995）所解的分数阶动力学方程的广义形式的解.该方法依赖于Riemann-Liouville分数阶微积分算子的使用。应用Riemann-Liouville分数阶积分算子及其有趣的性质，可以直接求出分数阶动力学方程的解.这种方法不使用拉普拉斯变换。
We investigate the fractional diffusion approximation of a kinetic equation set in a bounded interval with diffusive reflection conditions at the boundary. In an appropriate singular limit corresponding to small Knudsen number and long time asymptotic, we show that the asymptotic density function is the {\it unique solution} of a fractional diffusion equation with Neumann boundary condition. This analysis completes a previous work by the same authors in which a limiting fractional diffusion equation was identified on the half-space, but the uniqueness of the solution (which is necessary to pro…
We investigate the fractional diffusion approximation of a kinetic equation in the upper-half plane with diffusive reflection conditions at the boundary. In an appropriate singular limit corresponding to small Knudsen number and long time asymptotic, we derive a fractional diffusion equation with a nonlocal Neumann boundary condition for the density of particles. Interestingly, this asymptotic equation is different from the one derived by L. Cesbron in [7] in the case of specular reflection conditions at the boundary and does not seem to have receive a lot of attention previously.
We develop the idea of non-Markovian CTRW (continuous time random walk) approximation to the evolution of interacting particle systems, which leads to a general class of fractional kinetic measure-valued evolutions with variable order. We prove the well-posedness of the resulting new equations and present a probabilistic formula for their solutions. Though our method are quite general, for simplicity we treat in detail only the fractional versions of the interacting diffusions. The paper can be considered as a development of the ideas from the works of Belavkin and Maslov devoted to Markovian …
In this paper we study the effect of the subordination by a general random time-change to the solution of a model on spatial ecology in terms of its evolution density. In particular on traveling waves for a non-local spatial logistic equation. We study the Cesaro limit of the subordinated dynamics in a number of particular cases related to the considered fractional derivative making use of the Karamata-Tauberian theorem.
We consider the limit of a linear kinetic equation, with reflection-transmission-absorption at an interface, with a degenerate scattering kernel. The equation arise from a microscopic chain of oscillators in contact with a heat bath. In the absence of the interface, the solutions exhibit a superdiffusive behavior in the long time limit. With the interface, the long time limit is the unique solution of a version of the fractional in space heat equation, with reflection-transmission-absorption at the interface. The limit problem corresponds to a certain stable process that is either absorbed, re…
This paper studies the intermediate time behaviour of a small random perturbation of a periodic cellular flow. Our main result shows that on time scales shorter than the diffusive time scale, the limiting behaviour of trajectories that start close enough to cell boundaries is a fractional kinetic process: A Brownian motion time changed by the local time of an independent Brownian motion. Our proof uses the Freidlin-Wentzell framework, and the key step is to establish an analogous averaging principle on shorter time scales. As a consequence of our main theorem, we obtain a homogenization result…
