Fokker--Planck and Kolmogorov Backward Equations for Continuous Time Random Walk scaling limits

It is proved that the distributions of scaling limits of Continuous Time Random Walks (CTRWs) solve integro-differential equations akin to Fokker-Planck Equations for diffusion processes. In contrast to previous such results, it is not assumed that the underlying process has absolutely continuous laws. Moreover, governing equations in the backward variables are derived. Three examples of anomalous diffusion processes illustrate the theory.Comment: in Proceedings of the American Mathematical Society, Published electronically July 12, 201

Competitive interference of plant species in monocultures and mixed stands

A dynamic model is presented for calculating the dry matter yields of individual plant species in a mixed stand by means of parameters derived from a spacing experiment with species grown at 2 densities and harvested at regular intervals. Results are given of trials with different crops, including tall and dwarf peas. The model is intended for use under conditions of near-optimum supply of water and nutrients, where the principal competition is for light. A simple method for measuring relative light interception by species in mixed stands is also described

Brownian subordinators and fractional Cauchy problems

A Brownian time process is a Markov process subordinated to the absolute value of an independent one-dimensional Brownian motion. Its transition densities solve an initial value problem involving the square of the generator of the original Markov process. An apparently unrelated class of processes, emerging as the scaling limits of continuous time random walks, involve subordination to the inverse or hitting time process of a classical stable subordinator. The resulting densities solve fractional Cauchy problems, an extension that involves fractional derivatives in time. In this paper, we will show a close and unexpected connection between these two classes of processes, and consequently, an equivalence between these two families of partial differential equations.Comment: 18 pages, minor spelling correction

A Vector-Valued Operational Calculus and Abstract Cauchy Problems.

Initial and boundary value problems for linear differential and integro-differential equations are at the heart of mathematical analysis. About 100 years ago, Oliver Heaviside promoted a set of formal, algebraic rules which allow a complete analysis of a large class of such problems. Although Heaviside\u27s operational calculus was entirely heuristic in nature, it almost always led to correct results. This encouraged many mathematicians to search for a solid mathematical foundation for Heaviside\u27s method, resulting in two competing mathematical theories: (a) Laplace transform theory for functions, distributions and other generalized functions, (b) J. Mikusinski\u27s field of convolution quotients of continuous functions. In this dissertation we will investigate a unifying approach to Heaviside\u27s operational calculus which allows us to extend the method to vector-valued functions. The main components are (a) a new approach to generalized functions, considering them not primarily as functionals on a space of test functions or as convolution quotients in Mikusinski\u27s quotient field, but as limits of continuous functions in appropriate norms, and (b) an asymptotic extension of the classical Laplace transform allowing the transform of functions and generalized functions of arbitrary growth at infinity. The mathematics are based on a careful analysis of the convolution transform $f \to k \star f.$ This is done via a new inversion formula for the Laplace transform, which enables us to extend Titchmarsh\u27s injectivity theorem and Foias\u27 dense range theorem for the convolution transform to Banach space valued functions. The abstract results are applied to abstract Cauchy problems. We indicate the manner in which the operational methods can be employed to obtain existence and uniqueness results for initial value problems for differential equations in Banach spaces

Boundary Conditions for Fractional Diffusion

This paper derives physically meaningful boundary conditions for fractional diffusion equations, using a mass balance approach. Numerical solutions are presented, and theoretical properties are reviewed, including well-posedness and steady state solutions. Absorbing and reflecting boundary conditions are considered, and illustrated through several examples. Reflecting boundary conditions involve fractional derivatives. The Caputo fractional derivative is shown to be unsuitable for modeling fractional diffusion, since the resulting boundary value problem is not positivity preserving

Operando characterization of interfacial charge transfer processes

Interface science has become a key aspect for fundamental research questions and for the understanding, design and optimization of urgently needed energy and information technologies. As the interface properties change during operation, e.g. under applied electrochemical stimulus, and because multiple bulk and interface processes coexist and compete, detailed operando characterization is needed. In this perspective, I present an overview of the state-of-the art and challenges in selected X-ray spectroscopic techniques, concluding that among others, interface-sensitivity remains a major concern in the available techniques. I propose and discuss a new method to extract interface-information from nominally bulk sensitive techniques, and critically evaluate the selection of X-ray energies for the recently developed meniscus X-ray photoelectron spectroscopy, a promising operando tool to characterize the solid-liquid interface. I expect that these advancements along with further developments in time and spatial resolution will expand our ability to probe the interface electronic and molecular structure with sub-nm depth and complete our understanding of charge transfer processes during operation.Comment: 44 pages, 8 figure

Space-time duality for fractional diffusion

Zolotarev proved a duality result that relates stable densities with different indices. In this paper, we show how Zolotarev duality leads to some interesting results on fractional diffusion. Fractional diffusion equations employ fractional derivatives in place of the usual integer order derivatives. They govern scaling limits of random walk models, with power law jumps leading to fractional derivatives in space, and power law waiting times between the jumps leading to fractional derivatives in time. The limit process is a stable L\'evy motion that models the jumps, subordinated to an inverse stable process that models the waiting times. Using duality, we relate the density of a spectrally negative stable process with index $1<\alpha<2$ to the density of the hitting time of a stable subordinator with index $1/\alpha$, and thereby unify some recent results in the literature. These results also provide a concrete interpretation of Zolotarev duality in terms of the fractional diffusion model.Comment: 16 page