Fractional diffusions with time-varying coefficients

This paper is concerned with the fractionalized diffusion equations governing the law of the fractional Brownian motion $B_H(t)$. We obtain solutions of these equations which are probability laws extending that of $B_H(t)$. Our analysis is based on McBride fractional operators generalizing the hyper-Bessel operators $L$ and converting their fractional power $L^{\alpha}$ into Erd\'elyi--Kober fractional integrals. We study also probabilistic properties of the r.v.'s whose distributions satisfy space-time fractional equations involving Caputo and Riesz fractional derivatives. Some results emerging from the analysis of fractional equations with time-varying coefficients have the form of distributions of time-changed r.v.'s

Diffusion in quantum geometry

The change of the effective dimension of spacetime with the probed scale is a universal phenomenon shared by independent models of quantum gravity. Using tools of probability theory and multifractal geometry, we show how dimensional flow is controlled by a multiscale fractional diffusion equation, and physically interpreted as a composite stochastic process. The simplest example is a fractional telegraph process, describing quantum spacetimes with a spectral dimension equal to 2 in the ultraviolet and monotonically rising to 4 towards the infrared. The general profile of the spectral dimension of the recently introduced multifractional spaces is constructed for the first time.Comment: 5 pages, 1 figure. v2: title slightly changed, discussion improve

Fractional Curve Flows and Solitonic Hierarchies in Gravity and Geometric Mechanics

Methods from the geometry of nonholonomic manifolds and Lagrange-Finsler spaces are applied in fractional calculus with Caputo derivatives and for elaborating models of fractional gravity and fractional Lagrange mechanics. The geometric data for such models are encoded into (fractional) bi-Hamiltonian structures and associated solitonic hierarchies. The constructions yield horizontal/vertical pairs of fractional vector sine-Gordon equations and fractional vector mKdV equations when the hierarchies for corresponding curve fractional flows are described in explicit forms by fractional wave maps and analogs of Schrodinger maps.Comment: latex2e, 11pt, 21 pages; the variant accepted to J. Math. Phys.; new and up--dated reference

Discrete Map with Memory from Fractional Differential Equation of Arbitrary Positive Order

Derivatives of fractional order with respect to time describe long-term memory effects. Using nonlinear differential equation with Caputo fractional derivative of arbitrary order $\alpha>0$, we obtain discrete maps with power-law memory. These maps are generalizations of well-known universal map. The memory in these maps means that their present state is determined by all past states with power-law forms of weights. Discrete map equations are obtained by using the equivalence of the Cauchy-type problem for fractional differential equation and the nonlinear Volterra integral equation of the second kind

On the Consistency of the Solutions of the Space Fractional Schr\"odinger Equation

Recently it was pointed out that the solutions found in literature for the space fractional Schr\"odinger equation in a piecewise manner are wrong, except the case with the delta potential. We reanalyze this problem and show that an exact and a proper treatment of the relevant integral proves otherwise. We also discuss effective potential approach and present a free particle solution for the space and time fractional Schr\"odinger equation in general coordinates in terms of Fox's H-functions

Coupled systems of fractional equations related to sound propagation: analysis and discussion

In this note we analyse the propagation of a small density perturbation in a one-dimensional compressible fluid by means of fractional calculus modelling, replacing thus the ordinary time derivative with the Caputo fractional derivative in the constitutive equations. By doing so, we embrace a vast phenomenology, including subdiffusive, superdiffusive and also memoryless processes like classical diffusions. From a mathematical point of view, we study systems of coupled fractional equations, leading to fractional diffusion equations or to equations with sequential fractional derivatives. In this framework we also propose a method to solve partial differential equations with sequential fractional derivatives by analysing the corresponding coupled system of equations

Solution of Euler-Type Non-Homogeneous Differential Equations with Three Fractional Derivatives

The linear non-homogeneous ordinary differential equations with three left-hand sided Lioville derivatives of fractional order are considered. Using the direct and inverse Mellin transforms and the residue theory, explicit solutions of such equations are established in terms of the generalized hypergeometric Wright functions, of the generalized hypergeometric functions and of the Euler psi function. The corresponding results are deduced for ordinary differential equations of Euler type. Examples are given. Mathematics Subject Classification: 34A05, 26A33, 44A99, 33C20, 33C99. Key Words and Phrases: linear differential equations with Liouville fractional derivatives, ordinary differential equations, explicit solutions, Mellin transforms, generalized Wright function, generalized hypergeometric function, Euler psi function

Dynamics of the Chain of Oscillators with Long-Range Interaction: From Synchronization to Chaos

We consider a chain of nonlinear oscillators with long-range interaction of the type 1/l^{1+alpha}, where l is a distance between oscillators and 0< alpha <2. In the continues limit the system's dynamics is described by the Ginzburg-Landau equation with complex coefficients. Such a system has a new parameter alpha that is responsible for the complexity of the medium and that strongly influences possible regimes of the dynamics. We study different spatial-temporal patterns of the dynamics depending on alpha and show transitions from synchronization of the motion to broad-spectrum oscillations and to chaos.Comment: 22 pages, 10 figure