Related papers: Fractional Diffusion Processes: Probability Distri…
On certain self-similar substrates the time behavior of a random walk is modulated by logarithmic periodic oscillations on all time scales. We show that if disorder is introduced in a way that self-similarity holds only in average, the…
A space fractional diffusion-like equation is introduced, which embodies the nonlocality in time, represented by the memory kernel and the non-locality in space. A specific example of the nonlocal term is considered in combination with…
Diffusion in nonhomogeneous media is described by a dynamical process driven by a general Levy noise and subordinated to a random time; the subordinator depends on the position. This problem is approximated by a multiplicative process…
We study the Brownian motion of a classical particle in one-dimensional inhomogeneous environments where the transition probabilities follow quasiperiodic or aperiodic distributions. Exploiting an exact correspondence with the…
The present work provides a critical assessment of numerical solutions of the space-fractional diffusion-advection equation, which is of high significance for applications in various natural sciences. In view of the fact that, in contrast…
Anomalous diffusion exists widely in polymer and biological systems. Pulsed-field gradient (PFG) anomalous diffusion is complicated, especially in the anisotropic case where limited research has been reported. An general PFG signal…
In the present Short Note an idea is proposed to explain the emergence and the observation of processes in complex media that are driven by fractional non-Markovian master equations. Particle trajectories are assumed to be solely Markovian…
Recent investigations call attention to the dynamics of anomalous diffusion and its connection with basic principles of statistical mechanics. We present here a short review of those ideas and their implications.
In classical diffusion, particle step-sizes have a Gaussian distribution. However, in superdiffusion, they have power-law tails, with transport dominated by rare, long L\'evy flights. Similarly, if the time interval between scattering…
A continuous time random walk (CTRW) model with waiting times following the Levy-stable distribution with exponential cut-off in equilibrium is a simple theoretical model giving rise to normal, yet non-Gaussian diffusion. The distribution…
We show that {\it strong} anomalous diffusion, i.e. $\mean{|x(t)|^q} \sim t^{q \nu(q)}$ where $q \nu(q)$ is a nonlinear function of $q$, is a generic phenomenon within a class of generalized continuous-time random walks. For such class of…
In this paper the multi-dimensional random walk models governed by distributed fractional order differential equations and multi-term fractional order differential equations are constructed. The scaling limits of these random walks to a…
We show analytically that there is anomalous diffusion when the diffusion constant depends on the concentration as a power law with a positive exponent or a negative exponent with absolute value less than one and the initial condition is a…
Anomalous diffusion phenomena are ubiquitous in complex media, such as biological tissues. A wide class of sub-diffusive phenomena phenomena is described by the time-fractional diffusion equation. The paper investigates the case of…
We propose an interpolation expression using the difference moment (Kolmogorov transient structural function) of the second order as the average characteristic of displacements for identifying the anomalous diffusion in complex processes…
Anomalous diffusion phenomena occur on length scales spanning from intracellular to astrophysical ranges. A specific form of decay at large argument of the probability density function of rescaled displacement (scaling function) is derived…
In this paper we investigate a sub-diffusion equation for simulating the anomalous diffusion phenomenon in real physical environment. Based on an equivalent transformation of the original sub-diffusion equation followed by the use of a…
Fractional Brownian motion, a Gaussian non-Markovian self-similar process with stationary long-correlated increments, has been identified to give rise to the anomalous diffusion behavior in a great variety of physical systems. The…
The translocation dynamics of a polymer chain through a nanopore in the absence of an external driving force is analyzed by means of scaling arguments, fractional calculus, and computer simulations. The problem at hand is mapped on a one…
We derive the probability density of a diffusion process generated by nonergodic velocity fluctuations in presence of a weak potential, using the Liouville equation approach. The velocity of the diffusing particle undergoes dichotomic…