×

Short note on the emergence of fractional kinetics. (English) Zbl 1395.82216

Summary: 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 and described by the Continuous Time Random Walk model. But, as a consequence of the complexity of the medium, each trajectory is supposed to scale in time according to a particular random timescale. The link from this framework to microscopic dynamics is discussed and the distribution of timescales is computed. In particular, when a stationary distribution is considered, the timescale distribution is uniquely determined as a function related to the fundamental solution of the space-time fractional diffusion equation. In contrast, when the non-stationary case is considered, the timescale distribution is no longer unique. Two distributions are here computed: one related to the M-Wright/Mainardi function, which is Green’s function of the time-fractional diffusion equation, and another related to the Mittag-Leffler function, which is the solution of the fractional-relaxation equation.

MSC:

82C41 Dynamics of random walks, random surfaces, lattice animals, etc. in time-dependent statistical mechanics
35R11 Fractional partial differential equations

Software:

mlrnd

References:

[1] Mercadier, N.; Guerin, W.; Chevrollier, M.; Kaiser, R., Lévy flights of photons in hot atomic vapours, Nat. Phys., 5, 8, 602-605, (2009)
[2] Ratynskaia, S.; Rypdal, K.; Knapek, C.; Khrapak, S.; Milovanov, A. V.; Ivlev, A.; Rasmussen, J. J.; Morfill, G. E., Superdiffusion and viscoelastic vortex flows in a two-dimensional complex plasma, Phys. Rev. Lett., 96, 10, 105010, (2006)
[3] Barkai, E.; Garini, Y.; Metzler, R., Strange kinetics of single molecules in living cells, Phys. Today, 65, 8, 29-35, (2012)
[4] Fulger, D.; Scalas, E.; Germano, G., Monte Carlo simulation of uncoupled continuous-time random walks yielding a stochastic solution of the space-time fractional diffusion equation, Phys. Rev. E, 77, 021122, (2008)
[5] Gorenflo, R.; Mainardi, F., Some recent advances in theory and simulation of fractional diffusion processes, J. Comput. Appl. Math., 229, 2, 400-415, (2009) · Zbl 1166.45004
[6] Hilfer, R.; Anton, L., Fractional master equations and fractal time random walks, Phys. Rev. E, 51, 2, R848-R851, (1995)
[7] Klafter, J.; Blumen, A.; Shlesinger, M. F., Stochastic pathway to anomalous diffusion, Phys. Rev. A, 35, 7, 3081-3085, (1987)
[8] Mainardi, F.; Raberto, M.; Gorenflo, R.; Scalas, E., Fractional calculus and continuous-time finance II: the waiting-time distribution, Physica A, 287, 3-4, 468-481, (2000)
[9] Montroll, E. W.; Weiss, G. H., Random walks on lattices. II, J. Math. Phys., 6, 2, 167-181, (1965) · Zbl 1342.60067
[10] Scalas, E.; Gorenflo, R.; Mainardi, F., Uncoupled continuous-time random walks: solution and limiting behavior of the master equation, Phys. Rev. E, 69, 011107, (2004)
[11] Goldenfeld, N.; Kadanoff, L. P., Simple lessons from complexity, Science, 284, 87-89, (1999)
[12] Beck, C., Dynamical foundations of nonextensive statistical mechanics, Phys. Rev. Lett., 87, 18, 180601, (2001)
[13] Beck, C.; Choen, E. G.D., Superstatistics, Physica A, 322, 267-275, (2003) · Zbl 1038.82049
[14] West, B. J.; Bologna, M.; Grigolini, P., Physics of fractal operators, (2003), Springer-Verlag New York
[15] Balescu, R., Aspects of anomalous transport in plasmas, (2005), Taylor & Francis London
[16] Balescu, R., \(V\)-Langevin equations, continuous time random walks and fractional diffusion, Chaos Solitons Fractals, 34, 62-80, (2007) · Zbl 1142.82356
[17] Pramukkul, P.; Svenkeson, A.; Grigolini, P.; Bologna, M.; West, B. J., Complexity and fractional calculus, Adv. Math. Phys., 2013, 498789, (2013) · Zbl 1276.60027
[18] Scalas, E.; Gorenflo, R.; Mainardi, F., Fractional calculus and continuous-time finance, Physica A, 284, 376-384, (2000)
[19] Haubold, H. J.; Mathai, A. M.; Saxena, R. K., Mittag-Leffler functions and their applications, J. Appl. Math., 2011, 298628, (2011) · Zbl 1218.33021
[20] Mainardi, F., Fractional calculus and waves in linear viscoelasticity, (2010), Imperial College Press London · Zbl 1210.26004
[21] Gorenflo, R.; Mainardi, F., Fractional calculus: integral and differential equations of fractional order, (Carpinteri, A.; Mainardi, F., Fractals and Fractional Calculus in Continuum Mechanics, (1997), Springer-Verlag Wien, New York), 223-276 · Zbl 1438.26010
[22] Grigolini, P., Theoretical foundations, Adv. Chem. Phys., 62, 1-27, (1985)
[23] Grigolini, P.; Rocco, A.; West, B. J., Fractional calculus as a macroscopic manifestation of randomness, Phys. Rev. E, 59, 3, 2603-2613, (1999)
[24] Grigolini, P., The projection approach to the Fokker-Planck equation: applications to phenomenological stochastic equations with colored noises, (Moss, F.; McClintock, P. V.E., Noise in Nonlinear Dynamical Systems, Vol. 1, (1989), Cambridge University Press Cambridge), 161-190, (Chapter 5)
[25] Allegrini, P.; Grigolini, P.; West, B. J., Dynamical approach to Lévy processes, Phys. Rev. E, 54, 5, 4760-4767, (1996)
[26] Mainardi, F.; Luchko, Y.; Pagnini, G., The fundamental solution of the space-time fractional diffusion equation, Fract. Calc. Appl. Anal., 4, 2, 153-192, (2001) · Zbl 1054.35156
[27] del Castillo-Negrete, D., Non-diffusive, non-local transport in fluids and plasmas, Nonlinear Process. Geophys., 17, 795-807, (2010)
[28] Gustafson, K.; del Castillo-Negrete, D.; Dorland, W., Finite Larmor radius effects on nondiffusive tracer transport in zonal flows, Phys. Plasmas, 15, 102309, (2008)
[29] Luchko, Y., Models of the neutral-fractional anomalous diffusion and their analysis, AIP Conf. Proc., 1493, 626-632, (2012)
[30] Mainardi, F.; Pagnini, G., The wright functions as solutions of the time-fractional diffusion equations, Appl. Math. Comput., 141, 51-62, (2003) · Zbl 1053.35008
[31] Mainardi, F.; Mura, A.; Pagnini, G., The M-wright function in time-fractional diffusion processes: a tutorial survey, Int. J. Difference Equ., 2010, 104505, (2010) · Zbl 1222.60060
[32] Mainardi, F., Fractional relaxation-oscillation and fractional diffusion-wave phenomena, Chaos Solitons Fractals, 7, 1461-1477, (1996) · Zbl 1080.26505
[33] Mura, A.; Pagnini, G., Characterizations and simulations of a class of stochastic processes to model anomalous diffusion, J. Phys. A, 41, 285003, (2008) · Zbl 1143.82028
[34] Pagnini, G., The M-wright function as a generalization of the Gaussian density for fractional diffusion processes, Fract. Calc. Appl. Anal., 16, 2, 436-453, (2013) · Zbl 1312.33061
[35] Pagnini, G., The evolution equation for the radius of a premixed flame ball in fractional diffusive media, Eur. Phys. J. Spec. Top., 193, 105-117, (2011)
[36] Pagnini, G., Erdélyi-kober fractional diffusion, Fract. Calc. Appl. Anal., 15, 1, 117-127, (2012) · Zbl 1276.26021
[37] Scalas, E.; Viles, N., On the convergence of quadratic variation for compound fractional Poisson processes, Fract. Calc. Appl. Anal., 15, 2, 314-331, (2012) · Zbl 1278.60067
This reference list is based on information provided by the publisher or from digital mathematics libraries. Its items are heuristically matched to zbMATH identifiers and may contain data conversion errors. In some cases that data have been complemented/enhanced by data from zbMATH Open. This attempts to reflect the references listed in the original paper as accurately as possible without claiming completeness or a perfect matching.