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Matematicheskie Zametki, 2022, Volume 112, Issue 4, Pages 567–585
DOI: https://doi.org/10.4213/mzm13584
(Mi mzm13584)
 

Fractional Kinetic Equations

V. N. Kolokoltsovab, M. S. Troevac

a Saint Petersburg State University
b National Research University "Higher School of Economics", Moscow
c North-Eastern Federal University named after M. K. Ammosov, Yakutsk
References:
Abstract: 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 (quantum and classical) systems of interacting particles.
Keywords: fractional kinetic equations, interacting particles, fractional derivative of variable order, continuous time random walks (CTRW).
Funding agency Grant number
Russian Science Foundation 20-11-20119
Ministry of Science and Higher Education of the Russian Federation FSRG-2020-0006
Simons Foundation
Isaac Newton Institute for Mathematical Science
The authors would like to thank the Isaac Newton Institute for Mathematical Sciences, Cambridge, for support and hospitality during the programme Fractional Differential Equations January–April 2022, where work on this paper was undertaken.
The first author is grateful to the Simons foundation for the support of his residence at INI in Cambridge during the programme Fractional Differential Equations, January–April 2022.
The work of V. N. Kolokoltsov (Secs. 1–5) was supported by the Russian Science Foundation under grant 20-11-20119), the work of M. S. Troeva (Secs. 6–8) was supported by the Ministry of Science and Higher Education of the Russian Federation (grant no. FSRG-2020-0006).
Received: 15.05.2022
English version:
Mathematical Notes, 2022, Volume 112, Issue 4, Pages 561–575
DOI: https://doi.org/10.1134/S0001434622090255
Bibliographic databases:
Document Type: Article
UDC: 517.955+517.986.7+519.214+519.217+536.95
Language: Russian
Citation: V. N. Kolokoltsov, M. S. Troeva, “Fractional Kinetic Equations”, Mat. Zametki, 112:4 (2022), 567–585; Math. Notes, 112:4 (2022), 561–575
Citation in format AMSBIB
\Bibitem{KolTro22}
\by V.~N.~Kolokoltsov, M.~S.~Troeva
\paper Fractional Kinetic Equations
\jour Mat. Zametki
\yr 2022
\vol 112
\issue 4
\pages 567--585
\mathnet{http://mi.mathnet.ru/mzm13584}
\crossref{https://doi.org/10.4213/mzm13584}
\mathscinet{http://mathscinet.ams.org/mathscinet-getitem?mr=4538790}
\transl
\jour Math. Notes
\yr 2022
\vol 112
\issue 4
\pages 561--575
\crossref{https://doi.org/10.1134/S0001434622090255}
\scopus{https://www.scopus.com/record/display.url?origin=inward&eid=2-s2.0-85140641763}
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  • https://www.mathnet.ru/eng/mzm13584
  • https://doi.org/10.4213/mzm13584
  • https://www.mathnet.ru/eng/mzm/v112/i4/p567
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