English

A simple mathematical model for anomalous diffusion via Fisher's information theory

Statistical Mechanics 2015-05-13 v1

Abstract

Starting with the relative entropy based on a previously proposed entropy function Sq[p]=dxp(x)(lnp(x))qS_q[p]=\int dx p(x)(-\ln p(x))^q, we find the corresponding Fisher's information measure. After function redefinition we then maximize the Fisher information measure with respect to the new function and obtain a differential operator that reduces to a space coordinate second derivative in the q1q\to 1 limit. We then propose a simple differential equation for anomalous diffusion and show that its solutions are a generalization of the functions in the Barenblatt-Pattle solution. We find that the mean squared displacement, up to a qq-dependent constant, has a time dependence according to <x2>K1/qt1/q<x^2>\sim K^{1/q}t^{1/q}, where the parameter qq takes values q=2n12n+1q=\frac{2n-1}{2n+1} (superdiffusion) and q=2n+12n1q=\frac{2n+1}{2n-1} (subdiffusion), n1\forall n\geq 1.

Keywords

Cite

@article{arxiv.0907.1970,
  title  = {A simple mathematical model for anomalous diffusion via Fisher's information theory},
  author = {Marcelo R. Ubriaco},
  journal= {arXiv preprint arXiv:0907.1970},
  year   = {2015}
}

Comments

13 pages,3 figures