Anomalous diffusion on a fractal mesh

Ornstein-Uhlenbeck process and generalizations: Particle dynamics under comb constraints and stochastic resetting

The Ornstein-Uhlenbeck process is interpreted as Brownian motion in a harmonic potential. This Gaussian Markov process has a bounded variance and admits a stationary probability distribution, in contrast to the standard Brownian motion. It also tends to a drift towards its mean function, and such a process is called mean reverting. Two examples of the generalized Ornstein-Uhlenbeck process are considered. In the first one, we study the Ornstein-Uhlenbeck process on a comb model, as an example of the harmonically bounded random motion in the topologically constrained geometry. The main dynamical characteristics (as the first and the second moments) and the probability density function are studied in the framework of both the Langevin stochastic equation and the Fokker-Planck equation. The second example is devoted to the study of the effects of stochastic resetting on the Ornstein-Uhlenbeck process, including stochastic resetting in the comb geometry. Here the nonequilibrium stationary state is the main question in task, where the two divergent forces, namely, the resetting and the drift towards the mean, lead to compelling results in the cases of both the Ornstein-Uhlenbeck process with resetting and its generalization on the two-dimensional comb structure.

Fractal Calculus on Fractal Interpolation Functions

In this paper, fractal calculus, which is called Fα-calculus, is reviewed. Fractal calculus is implemented on fractal interpolation functions and Weierstrass functions, which may be non-differentiable and non-integrable in the sense of ordinary calculus. Graphical representations of fractal calculus of fractal interpolation functions and Weierstrass functions are presented.

Fractal Stochastic Processes on Thin Cantor-Like Sets

We review the basics of fractal calculus, define fractal Fourier transformation on thin Cantor-like sets and introduce fractal versions of Brownian motion and fractional Brownian motion. Fractional Brownian motion on thin Cantor-like sets is defined with the use of non-local fractal derivatives. The fractal Hurst exponent is suggested, and its relation with the order of non-local fractal derivatives is established. We relate the Gangal fractal derivative defined on a one-dimensional stochastic fractal to the fractional derivative after an averaging procedure over the ensemble of random realizations. That means the fractal derivative is the progenitor of the fractional derivative, which arises if we deal with a certain stochastic fractal.

Electrical circuits involving fractal time

In this paper, we develop fractal calculus by defining improper fractal integrals and their convergence and divergence conditions with related tests and by providing examples. Using fractal calculus that provides a new mathematical model, we investigate the effect of fractal time on the evolution of the physical system, for example, electrical circuits. In these physical models, we change the dimension of the fractal time; as a result, the order of the fractal derivative changes; therefore, the corresponding solutions also change. We obtain several analytical solutions that are non-differentiable in the sense of ordinary calculus by means of the local fractal Laplace transformation. In addition, we perform a comparative analysis by solving the governing fractal equations in the electrical circuits and using their smooth solutions, and we also show that when α=1, we get the same results as in the standard version.

Diffusion–Advection Equations on a Comb: Resetting and Random Search

This review addresses issues of various drift–diffusion and inhomogeneous advection problems with and without resetting on comblike structures. Both a Brownian diffusion search with drift and an inhomogeneous advection search on the comb structures are analyzed. The analytical results are verified by numerical simulations in terms of coupled Langevin equations for the comb structure. The subordination approach is one of the main technical methods used here, and we demonstrated how it can be effective in the study of various random search problems with and without resetting.

Quenched and annealed disorder mechanisms in comb models with fractional operators

Recent experimental findings on anomalous diffusion have demanded novel models that combine annealed (temporal) and quenched (spatial or static) disorder mechanisms. The comb model is a simplified description of diffusion on percolation clusters, where the comblike structure mimics quenched disorder mechanisms and yields a subdiffusive regime. Here we extend the comb model to simultaneously account for quenched and annealed disorder mechanisms. To do so, we replace usual derivatives in the comb diffusion equation by different fractional time-derivative operators and the conventional comblike structure by a generalized fractal structure. Our hybrid comb models thus represent a diffusion where different comblike structures describe different quenched disorder mechanisms, and the fractional operators account for various annealed disorder mechanisms. We find exact solutions for the diffusion propagator and mean square displacement in terms of different memory kernels used for defining the fractional operators. Among other findings, we show that these models describe crossovers from subdiffusion to Brownian or confined diffusions, situations emerging in empirical results. These results reveal the critical role of interactions between geometrical restrictions and memory effects on modeling anomalous diffusion.

Random Variables and Stable Distributions on Fractal Cantor Sets

In this paper, we introduce the concept of fractal random variables and their related distribution functions and statistical properties. Fractal calculus is a generalisation of standard calculus which includes function with fractal support. Here we combine this emerging field of study with probability theory, defining concepts such as Shannon entropy on fractal thin Cantor-like sets. Stable distributions on fractal sets are suggested and related physical models are presented. Our work is illustrated with graphs for clarity of the results.

Diffusion on Middle-ξ Cantor Sets

In this paper, we study Cζ-calculus on generalized Cantor sets, which have self-similar properties and fractional dimensions that exceed their topological dimensions. Functions with fractal support are not differentiable or integrable in terms of standard calculus, so we must involve local fractional derivatives. We have generalized the Cζ-calculus on the generalized Cantor sets known as middle-ξ Cantor sets. We have suggested a calculus on the middle-ξ Cantor sets for different values of ξ with 0<ξ<1. Differential equations on the middle-ξ Cantor sets have been solved, and we have presented the results using illustrative examples. The conditions for super-, normal, and sub-diffusion on fractal sets are given.