English

Space-Time Duality and High-Order Fractional Diffusion

Statistical Mechanics 2019-02-20 v2

Abstract

Super-diffusion, characterized by a spreading rate t1/αt^{1/\alpha} of the probability density function p(x,t)=t1/αp(t1/αx,1)p(x,t) = t^{-1/\alpha} p \left( t^{-1/\alpha} x , 1 \right), where tt is time, may be modeled by space-fractional diffusion equations with order 1<α<21 < \alpha < 2. Some applications in biophysics (calcium spark diffusion), image processing, and computational fluid dynamics utilize integer-order and fractional-order exponents beyond than this range (α>2\alpha > 2), known as high-order diffusion, or hyperdiffusion. Recently, space-time duality, motivated by Zolotarev's duality law for stable densities, established a link between time-fractional and space-fractional diffusion for 1<α21 < \alpha \leq 2. This paper extends space-time duality to fractional exponents 1<α31<\alpha \leq 3, and several applications are presented. In particular, it will be shown that space-fractional diffusion equations with order 2<α32<\alpha \leq 3 model sub-diffusion and have a stochastic interpretation. A space-time duality for tempered fractional equations, which models transient anomalous diffusion, is also developed.

Keywords

Cite

@article{arxiv.1808.01061,
  title  = {Space-Time Duality and High-Order Fractional Diffusion},
  author = {James F. Kelly and Mark M. Meerschaert},
  journal= {arXiv preprint arXiv:1808.01061},
  year   = {2019}
}

Comments

3 figures, Physical Review E

R2 v1 2026-06-23T03:23:26.747Z