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Simple stochastic models showing strong anomalous diffusion

Statistical Mechanics 2009-10-31 v2

Abstract

We show that {\it strong} anomalous diffusion, i.e. \meanx(t)qtqν(q)\mean{|x(t)|^q} \sim t^{q \nu(q)} where qν(q)q \nu(q) is a nonlinear function of qq, is a generic phenomenon within a class of generalized continuous-time random walks. For such class of systems it is possible to compute analytically nu(2n) where n is an integer number. The presence of strong anomalous diffusion implies that the data collapse of the probability density function P(x,t)=t^{-nu}F(x/t^nu) cannot hold, a part (sometimes) in the limit of very small x/t^\nu, now nu=lim_{q to 0} nu(q). Moreover the comparison with previous numerical results shows that the shape of F(x/t^nu) is not universal, i.e., one can have systems with the same nu but different F.

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Cite

@article{arxiv.cond-mat/0004070,
  title  = {Simple stochastic models showing strong anomalous diffusion},
  author = {K. H. Andersen and P. Castiglione and A. Mazzino and A. Vulpiani},
  journal= {arXiv preprint arXiv:cond-mat/0004070},
  year   = {2009}
}

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